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Lag length selection and the construction of unit root tests with good size and power

by Serena Ng, Pierre Perron - Econometrica , 2001
"... It is widely known that when there are errors with a moving-average root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We conside ..."
Abstract - Cited by 558 (14 self) - Add to MetaCart
framework in which the moving-average root is local to −1 to document how the MIC performs better in selecting appropriate values of k. In monte-carlo experiments, the MIC is found to yield huge size improvements to the DF GLS and the feasible point optimal PT test developed in Elliott, Rothenberg and Stock

What energy functions can be minimized via graph cuts?

by Vladimir Kolmogorov, Ramin Zabih - IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE , 2004
"... In the last few years, several new algorithms based on graph cuts have been developed to solve energy minimization problems in computer vision. Each of these techniques constructs a graph such that the minimum cut on the graph also minimizes the energy. Yet, because these graph constructions are co ..."
Abstract - Cited by 1047 (23 self) - Add to MetaCart
are considering the use of graph cuts to optimize a particular energy function can use our results to determine if this is possible and then follow our construction to create the appropriate graph. A software implementation is freely available.

Laplacian Eigenmaps for Dimensionality Reduction and Data Representation

by Mikhail Belkin, Partha Niyogi , 2003
"... One of the central problems in machine learning and pattern recognition is to develop appropriate representations for complex data. We consider the problem of constructing a representation for data lying on a low-dimensional manifold embedded in a high-dimensional space. Drawing on the correspondenc ..."
Abstract - Cited by 1226 (15 self) - Add to MetaCart
One of the central problems in machine learning and pattern recognition is to develop appropriate representations for complex data. We consider the problem of constructing a representation for data lying on a low-dimensional manifold embedded in a high-dimensional space. Drawing

The x-Kernel: An Architecture for Implementing Network Protocols

by Norman C. Hutchinson, Larry L. Peterson - IEEE Transactions on Software Engineering , 1991
"... This paper describes a new operating system kernel, called the x-kernel, that provides an explicit architecture for constructing and composing network protocols. Our experience implementing and evaluating several protocols in the x-kernel shows that this architecture is both general enough to acc ..."
Abstract - Cited by 662 (21 self) - Add to MetaCart
This paper describes a new operating system kernel, called the x-kernel, that provides an explicit architecture for constructing and composing network protocols. Our experience implementing and evaluating several protocols in the x-kernel shows that this architecture is both general enough

A Bayesian approach to filtering junk E-mail

by Mehran Sahami, Susan Dumais, David Heckerman, Eric Horvitz - PAPERS FROM THE 1998 WORKSHOP, AAAI , 1998
"... In addressing the growing problem of junk E-mail on the Internet, we examine methods for the automated construction of filters to eliminate such unwanted messages from a user’s mail stream. By casting this problem in a decision theoretic framework, we are able to make use of probabilistic learning m ..."
Abstract - Cited by 545 (6 self) - Add to MetaCart
In addressing the growing problem of junk E-mail on the Internet, we examine methods for the automated construction of filters to eliminate such unwanted messages from a user’s mail stream. By casting this problem in a decision theoretic framework, we are able to make use of probabilistic learning

Algorithms for Scalable Synchronization on Shared-Memory Multiprocessors

by John M. Mellor-crummey, Michael L. Scott - ACM Transactions on Computer Systems , 1991
"... Busy-wait techniques are heavily used for mutual exclusion and barrier synchronization in shared-memory parallel programs. Unfortunately, typical implementations of busy-waiting tend to produce large amounts of memory and interconnect contention, introducing performance bottlenecks that become marke ..."
Abstract - Cited by 573 (32 self) - Add to MetaCart
markedly more pronounced as applications scale. We argue that this problem is not fundamental, and that one can in fact construct busy-wait synchronization algorithms that induce no memory or interconnect contention. The key to these algorithms is for every processor to spin on separate locally

UPPAAL in a Nutshell

by Kim G. Larsen, Paul Pettersson, Wang Yi , 1997
"... . This paper presents the overall structure, the design criteria, and the main features of the tool box Uppaal. It gives a detailed user guide which describes how to use the various tools of Uppaal version 2.02 to construct abstract models of a real-time system, to simulate its dynamical behavior, ..."
Abstract - Cited by 662 (51 self) - Add to MetaCart
. This paper presents the overall structure, the design criteria, and the main features of the tool box Uppaal. It gives a detailed user guide which describes how to use the various tools of Uppaal version 2.02 to construct abstract models of a real-time system, to simulate its dynamical behavior

SplitStream: High-Bandwidth Multicast in Cooperative Environments

by Miguel Castro, Peter Druschel, Anne-Marie Kermarrec, Animesh Nandi, Antony Rowstron, Atul Singh - SOSP '03 , 2003
"... In tree-based multicast systems, a relatively small number of interior nodes carry the load of forwarding multicast messages. This works well when the interior nodes are highly available, d d cated infrastructure routers but it poses a problem for application-level multicast in peer-to-peer systems. ..."
Abstract - Cited by 578 (17 self) - Add to MetaCart
. SplitStreamadV esses this problem by striping the content across a forest of interior-nodno# sjoint multicast trees that d stributes the forward ng load among all participating peers. For example, it is possible to construct efficient SplitStream forests in which each peer contributes only as much

The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - 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 - Cited by 422 (2 self) - Add to MetaCart
is determined by computing its expected (under the risk-neutral measure) future cash flows discounted at the risk-free rate. As the credit spread CS(t) is uniquely defined through: (1) the price of a debt claim, (2) this debt claim's contractual cash flows, and (3) the (appropriate) risk-free rate, we can

A Query Language and Optimization Techniques for Unstructured Data

by Peter Buneman, Susan Davidson, Gerd Hillebrand, Dan Suciu , 1996
"... A new kind of data model has recently emerged in which the database is not constrained by a conventional schema. Systems like ACeDB, which has become very popular with biologists, and the recent Tsimmis proposal for data integration organize data in tree-like structures whose components can be used ..."
Abstract - Cited by 407 (35 self) - Add to MetaCart
equally well to represent sets and tuples. Such structures allow great flexibility in data representation What query language is appropriate for such structures? Here we propose a simple language UnQL for querying data organized as a rooted, edge-labeled graph. In this model, relational data may
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