• Documents
  • Authors
  • Tables
  • Log in
  • Sign up
  • MetaCart
  • DMCA
  • Donate

CiteSeerX logo

Advanced Search Include Citations

Tools

Sorted by:
Try your query at:
Semantic Scholar Scholar Academic
Google Bing DBLP
Results 1 - 10 of 46,390
Next 10 →

Hierarchical model-based motion estimation

by James R. Bergen, P. Anandan, Th J. Hanna, Rajesh Hingorani , 1992
"... This paper describes a hierarchical estimation framework for the computation of diverse representations of motion information. The key features of the resulting framework (or family of algorithms) a,re a global model that constrains the overall structure of the motion estimated, a local rnodel that ..."
Abstract - Cited by 664 (15 self) - Add to MetaCart
This paper describes a hierarchical estimation framework for the computation of diverse representations of motion information. The key features of the resulting framework (or family of algorithms) a,re a global model that constrains the overall structure of the motion estimated, a local rnodel

A Heteroskedasticity-Consistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity

by Halbert White , 1980
"... This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator ..."
Abstract - Cited by 3211 (5 self) - Add to MetaCart
This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator

Structural equation modeling in practice: a review and recommended two-step approach.

by James C Anderson , J L Kellogg , David W Gerbing , Jeanne Brett , Claes Fornell , David Larcker , William Perreault Jr , James Steiger - Psychological Bulletin, , 1988
"... In this article, we provide guidance for substantive researchers on the use of structural equation modeling in practice for theory testing and development. We present a comprehensive, two-step modeling approach that employs a series of nested models and sequential chi-square difference tests. We di ..."
Abstract - Cited by 1825 (3 self) - Add to MetaCart
and confirmatory analysis, the distinction between complementary approaches for theory testing versus predictive application, and some developments in estimation methods also are discussed. Substantive use of structural equation modeling has been growing in psychology and the social sciences. One reason

Longitudinal data analysis using generalized linear models”.

by Kung-Yee Liang , Scott L Zeger - Biometrika, , 1986
"... SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating ..."
Abstract - Cited by 1526 (8 self) - Add to MetaCart
-dependence and exchangeable correlation structures from each subject are discussed. Efficiency of the proposed estimators in two simple situations is considered. The approach is closely related to quasi-likelihood.

Empirical exchange rate models of the Seventies: do they fit out of sample?

by Richard A. Meese, Kenneth Rogoff - JOURNAL OF INTERNATIONAL ECONOMICS , 1983
"... This study compares the out-of-sample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and trade-weighted dollar exch ..."
Abstract - Cited by 854 (12 self) - Add to MetaCart
This study compares the out-of-sample forecasting accuracy of various structural and time series exchange rate models. We find that a random walk model performs as well as any estimated model at one to twelve month horizons for the dollar/pound, dollar/mark, dollar/yen and trade-weighted dollar

High dimensional graphs and variable selection with the Lasso

by Nicolai Meinshausen, Peter Bühlmann - 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 - Cited by 736 (22 self) - Add to MetaCart
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

Route Packets, Not Wires: On-Chip Interconnection Networks

by William J. Dally, Brian Towles , 2001
"... Using on-chip interconnection networks in place of ad-hoc global wiring structures the top level wires on a chip and facilitates modular design. With this approach, system modules (processors, memories, peripherals, etc...) communicate by sending packets to one another over the network. The structur ..."
Abstract - Cited by 885 (10 self) - Add to MetaCart
. The structured network wiring gives well-controlled electrical parameters that eliminate timing iterations and enable the use of high-performance circuits to reduce latency and increase bandwidth. The area overhead required to implement an on-chip network is modest, we estimate 6.6%. This paper introduces

Optimal motion and structure estimation

by Juyang Weng, Narendra Ahuja, Thomas S. Huang - IEEE Trans. Pattern Anal. Mach. Intell , 1993
"... This paper studies optimal estimation for motion and structure from point correspondences. (1) A study of the characteristics of thc problem provides insight into the need for optimal estimation. (2) Methods have been developed for optimal estimation with known or unknown noise distribution. The sim ..."
Abstract - Cited by 150 (5 self) - Add to MetaCart
This paper studies optimal estimation for motion and structure from point correspondences. (1) A study of the characteristics of thc problem provides insight into the need for optimal estimation. (2) Methods have been developed for optimal estimation with known or unknown noise distribution

Smooth minimization of nonsmooth functions

by Yu. Nesterov - Math. Programming , 2005
"... In this paper we propose a new approach for constructing efficient schemes for nonsmooth convex optimization. It is based on a special smoothing technique, which can be applied to the functions with explicit max-structure. Our approach can be considered as an alternative to black-box minimization. F ..."
Abstract - Cited by 523 (1 self) - Add to MetaCart
In this paper we propose a new approach for constructing efficient schemes for nonsmooth convex optimization. It is based on a special smoothing technique, which can be applied to the functions with explicit max-structure. Our approach can be considered as an alternative to black-box minimization

Singular Combinatorics

by Philippe Flajolet - ICM 2002 VOL. III 1-3 , 2002
"... Combinatorial enumeration leads to counting generating functions presenting a wide variety of analytic types. Properties of generating functions at singularities encode valuable information regarding asymptotic counting and limit probability distributions present in large random structures. " ..."
Abstract - Cited by 800 (10 self) - Add to MetaCart
Combinatorial enumeration leads to counting generating functions presenting a wide variety of analytic types. Properties of generating functions at singularities encode valuable information regarding asymptotic counting and limit probability distributions present in large random structures
Next 10 →
Results 1 - 10 of 46,390
Powered by: Apache Solr
  • About CiteSeerX
  • Submit and Index Documents
  • Privacy Policy
  • Help
  • Data
  • Source
  • Contact Us

Developed at and hosted by The College of Information Sciences and Technology

© 2007-2019 The Pennsylvania State University