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13,437
Statistical Analysis of Cointegrated Vectors
- Journal of Economic Dynamics and Control
, 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
Abstract
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Cited by 2749 (12 self)
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of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.
Multivariable Feedback Control: Analysis
- span (B∗) und Basis B∗ = { ω1
, 2005
"... multi-input, multi-output feed-back control design for linear systems using the paradigms, theory, and tools of robust con-trol that have arisen during the past two decades. The book is aimed at graduate students and practicing engineers who have a basic knowledge of classical con-trol design and st ..."
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Cited by 564 (24 self)
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and state-space con-trol theory for linear systems. A basic knowledge of matrix theory and linear algebra is required to appreciate and digest the material offered. This edition is a revised and expanded version of the first edition, which was published in 1996. The size of the
On the Self-similar Nature of Ethernet Traffic (Extended Version)
, 1994
"... We demonstrate that Ethernet LAN traffic is statistically self-similar, that none of the commonly used traffic models is able to capture this fractal-like behavior, that such behavior has serious implications for the design, control, and analysis of high-speed, cell-based networks, and that aggrega ..."
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Cited by 2213 (46 self)
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We demonstrate that Ethernet LAN traffic is statistically self-similar, that none of the commonly used traffic models is able to capture this fractal-like behavior, that such behavior has serious implications for the design, control, and analysis of high-speed, cell-based networks, and that aggregating streams of such traffic typically intensifies the self-similarity (“burstiness”) instead of smoothing it. Our conclusions are supported by a rigorous statistical analysis of hundreds of millions of high quality Ethernet traffic measurements collected between 1989 and 1992, coupled with a discussion of the underlying mathematical and statistical properties of self-similarity and their relationship with actual network behavior. We also present traffic models based on self-similar stochastic processes that provide simple, accurate, and realistic descriptions of traffic scenarios expected during B-ISDN deployment.
A review of image denoising algorithms, with a new one
- SIMUL
, 2005
"... The search for efficient image denoising methods is still a valid challenge at the crossing of functional analysis and statistics. In spite of the sophistication of the recently proposed methods, most algorithms have not yet attained a desirable level of applicability. All show an outstanding perf ..."
Abstract
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Cited by 508 (6 self)
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and their explanation as a violation of the image model; quantitative experimental: by tables of L 2 distances of the denoised version to the original image. The most powerful evaluation method seems, however, to be the visualization of the method noise on natural images. The more this method noise looks like a real
MEGA5: Molecular evolutionary genetics analysis using maximum . . .
, 2011
"... Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version ..."
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Cited by 7284 (25 self)
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Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version
Ant Colony System: A cooperative learning approach to the traveling salesman problem
- IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION
, 1997
"... This paper introduces the ant colony system (ACS), a distributed algorithm that is applied to the traveling salesman problem (TSP). In the ACS, a set of cooperating agents called ants cooperate to find good solutions to TSP’s. Ants cooperate using an indirect form of communication mediated by a pher ..."
Abstract
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Cited by 1029 (53 self)
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pheromone they deposit on the edges of the TSP graph while building solutions. We study the ACS by running experiments to understand its operation. The results show that the ACS outperforms other nature-inspired algorithms such as simulated annealing and evolutionary computation, and we conclude comparing
Weighted Voting for Replicated Data
, 1979
"... In a new algorithm for maintaining replicated data, every copy of a replicated file is assigned some number of votes. Every transaction collects a read quorum of r votes to read a file, and a write quorum of w votes to write a file, such that r+w is greater than the total number number of votes assi ..."
Abstract
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Cited by 598 (0 self)
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assigned to the file. This ensures that there is a non-null intersection between every read quorum and every write quorum. Version numbers make it possible to determine which copies are current. The reliability and performance characteristics of a replicated file can be controlled by appropriately choosing
Self-Similarity Through High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source Level
- IEEE/ACM TRANSACTIONS ON NETWORKING
, 1997
"... A number of recent empirical studies of traffic measurements from a variety of working packet networks have convincingly demonstrated that actual network traffic is self-similar or long-range dependent in nature (i.e., bursty over a wide range of time scales) -- in sharp contrast to commonly made tr ..."
Abstract
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Cited by 743 (24 self)
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A number of recent empirical studies of traffic measurements from a variety of working packet networks have convincingly demonstrated that actual network traffic is self-similar or long-range dependent in nature (i.e., bursty over a wide range of time scales) -- in sharp contrast to commonly made
MULTILISP: a language for concurrent symbolic computation
- ACM Transactions on Programming Languages and Systems
, 1985
"... Multilisp is a version of the Lisp dialect Scheme extended with constructs for parallel execution. Like Scheme, Multilisp is oriented toward symbolic computation. Unlike some parallel programming languages, Multilisp incorporates constructs for causing side effects and for explicitly introducing par ..."
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Cited by 529 (1 self)
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Multilisp is a version of the Lisp dialect Scheme extended with constructs for parallel execution. Like Scheme, Multilisp is oriented toward symbolic computation. Unlike some parallel programming languages, Multilisp incorporates constructs for causing side effects and for explicitly introducing
Unsupervised Learning by Probabilistic Latent Semantic Analysis
- Machine Learning
, 2001
"... Abstract. This paper presents a novel statistical method for factor analysis of binary and count data which is closely related to a technique known as Latent Semantic Analysis. In contrast to the latter method which stems from linear algebra and performs a Singular Value Decomposition of co-occurren ..."
Abstract
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Cited by 618 (4 self)
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-occurrence tables, the proposed technique uses a generative latent class model to perform a probabilistic mixture decomposition. This results in a more principled approach with a solid foundation in statistical inference. More precisely, we propose to make use of a temperature controlled version of the Expectation
Results 1 - 10
of
13,437