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Results 1 - 10
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9,139
Rate Matrix Prior (Draft)
, 2008
"... My convention is to have row vectors (of state frequencies) on the left acted on by transition matrices on the right. This seems to be the convention for Markov chains, although the opposite convention is generally more common. Rate matrices have rows summing to zero; transition matrices have rows s ..."
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summing to one. It is usual to impose the condition that the non-diagonal elements of a rate matrix sum to one, but I will work with unnormalised rate matrices. For nucleotides, an arbitrary 12-parameter rate matrix, which I will call a non-time reversible, or NTR rate matrix, can be written as follows
The control of the false discovery rate in multiple testing under dependency
- Annals of Statistics
, 2001
"... Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparab ..."
Abstract
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Cited by 1093 (16 self)
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Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than
High dimensional graphs and variable selection with the Lasso
- ANNALS OF STATISTICS
, 2006
"... The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from data. We show that neighborhood selection with the Lasso is a ..."
Abstract
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Cited by 736 (22 self)
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The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from data. We show that neighborhood selection with the Lasso
The Nonstochastic Multiarmed Bandit Problem
- SIAM JOURNAL OF COMPUTING
, 2002
"... In the multiarmed bandit problem, a gambler must decide which arm of K non-identical slot machines to play in a sequence of trials so as to maximize his reward. This classical problem has received much attention because of the simple model it provides of the trade-off between exploration (trying out ..."
Abstract
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Cited by 491 (34 self)
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-round payoff of the strategy at the rate O((logN)1/2T−1/2). Finally, we apply our results to the problem of playing an unknown repeated matrix game. We show that our algorithm approaches the minimax payoff of the unknown game at the rate O(T−1/2).
Testing for Common Trends
- Journal of the American Statistical Association
, 1988
"... Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient matrix ..."
Abstract
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Cited by 464 (7 self)
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first-order autocorrelation matrix, where the correction is essentially a sum of the autocovariance matrices. Previous researchers have found that U.S. postwar interest rates, taken individually, appear to be integrated of order 1. In addition, the theory of the term structure implies that yields
Equivariant Adaptive Source Separation
- IEEE Trans. on Signal Processing
, 1996
"... Source separation consists in recovering a set of independent signals when only mixtures with unknown coefficients are observed. This paper introduces a class of adaptive algorithms for source separation which implements an adaptive version of equivariant estimation and is henceforth called EASI (Eq ..."
Abstract
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Cited by 449 (9 self)
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algorithm does not depend on the mixing matrix. In particular, convergence rates, stability conditions and interference rejection levels depend only on the (normalized) distributions of the source signals. Close form expressions of these quantities are given via an asymptotic performance analysis
The Determinants of Credit Spread Changes.
- Journal of Finance
, 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract
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Cited by 422 (2 self)
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observations with actual quotes are used, since it has been shown by Sarig and Warga (1989) that matrix prices are problematic. 10 To determine the credit spread, CS i t , for bond i at month t, we use the Benchmark Treasury rates from Datastream for maturities of 3, 5, 7, 10, and 30 years, and then use a
Eigentaste: A Constant Time Collaborative Filtering Algorithm
, 2000
"... Eigentaste is a collaborative filtering algorithm that uses universal queries to elicit real-valued user ratings on a common set of items and applies principal component analysis (PCA) to the resulting dense subset of the ratings matrix. PCA facilitates dimensionality reduction for offline clusterin ..."
Abstract
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Cited by 378 (6 self)
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Eigentaste is a collaborative filtering algorithm that uses universal queries to elicit real-valued user ratings on a common set of items and applies principal component analysis (PCA) to the resulting dense subset of the ratings matrix. PCA facilitates dimensionality reduction for offline
Inference in Linear Time Series Models with Some Unit Roots,”
- Econometrica
, 1990
"... This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors. In the genera ..."
Abstract
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Cited by 390 (14 self)
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This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors
Transfer learning for collaborative filtering via a rating-matrix generative model
- in Proceedings of the 26th International Conference on Machine Learning
, 2009
"... Cross-domain collaborative filtering solves the sparsity problem by transferring rating knowledge across multiple domains. In this paper, we propose a rating-matrix generative model (RMGM) for effective cross-domain collaborative filtering. We first show that the relatedness across multiple rating m ..."
Abstract
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Cited by 36 (9 self)
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Cross-domain collaborative filtering solves the sparsity problem by transferring rating knowledge across multiple domains. In this paper, we propose a rating-matrix generative model (RMGM) for effective cross-domain collaborative filtering. We first show that the relatedness across multiple rating
Results 1 - 10
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9,139
