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46,121
Capacity of Fading Channels with Channel Side Information
, 1997
"... We obtain the Shannon capacity of a fading channel with channel side information at the transmitter and receiver, and at the receiver alone. The optimal power adaptation in the former case is "waterpouring" in time, analogous to waterpouring in frequency for timeinvariant frequencysele ..."
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Cited by 579 (23 self)
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We obtain the Shannon capacity of a fading channel with channel side information at the transmitter and receiver, and at the receiver alone. The optimal power adaptation in the former case is "waterpouring" in time, analogous to waterpouring in frequency for timeinvariant frequency
A unified theory of underreaction, momentum trading and overreaction in asset markets
, 1999
"... We model a market populated by two groups of boundedly rational agents: “newswatchers” and “momentum traders.” Each newswatcher observes some private information, but fails to extract other newswatchers’ information from prices. If information diffuses gradually across the population, prices underre ..."
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Cited by 577 (31 self)
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We model a market populated by two groups of boundedly rational agents: “newswatchers” and “momentum traders.” Each newswatcher observes some private information, but fails to extract other newswatchers’ information from prices. If information diffuses gradually across the population, prices
Stock Returns and the Term Structure
 Journal of Financial Economics
, 1987
"... (Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters. ..."
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Cited by 556 (27 self)
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(Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters.
Graphical models, exponential families, and variational inference
, 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
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Cited by 800 (26 self)
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The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fields, including bioinformatics, communication theory, statistical physics, combinatorial optimization, signal and image processing, information retrieval and statistical machine learning. Many problems that arise in specific instances — including the key problems of computing marginals and modes of probability distributions — are best studied in the general setting. Working with exponential family representations, and exploiting the conjugate duality between the cumulant function and the entropy for exponential families, we develop general variational representations of the problems of computing likelihoods, marginal probabilities and most probable configurations. We describe how a wide varietyof algorithms — among them sumproduct, cluster variational methods, expectationpropagation, mean field methods, maxproduct and linear programming relaxation, as well as conic programming relaxations — can all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in largescale statistical models.
Regression Shrinkage and Selection Via the Lasso
 Journal of the Royal Statistical Society, Series B
, 1994
"... We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactl ..."
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Cited by 4055 (51 self)
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We propose a new method for estimation in linear models. The "lasso" minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly zero and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and treebased models are briefly described. Keywords: regression, subset selection, shrinkage, quadratic programming. 1 Introduction Consider the usual regression situation: we h...
Wireless Communications
, 2005
"... Copyright c ○ 2005 by Cambridge University Press. This material is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University ..."
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Cited by 1129 (32 self)
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Copyright c ○ 2005 by Cambridge University Press. This material is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University
Using SeDuMi 1.02, a MATLAB toolbox for optimization over symmetric cones
, 1998
"... SeDuMi is an addon for MATLAB, that lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This pape ..."
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Cited by 1334 (4 self)
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SeDuMi is an addon for MATLAB, that lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox.
A Framework for Defining Logics
 JOURNAL OF THE ASSOCIATION FOR COMPUTING MACHINERY
, 1993
"... The Edinburgh Logical Framework (LF) provides a means to define (or present) logics. It is based on a general treatment of syntax, rules, and proofs by means of a typed calculus with dependent types. Syntax is treated in a style similar to, but more general than, MartinLof's system of ariti ..."
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Cited by 807 (45 self)
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The Edinburgh Logical Framework (LF) provides a means to define (or present) logics. It is based on a general treatment of syntax, rules, and proofs by means of a typed calculus with dependent types. Syntax is treated in a style similar to, but more general than, MartinLof's system of arities. The treatment of rules and proofs focuses on his notion of a judgement. Logics are represented in LF via a new principle, the judgements as types principle, whereby each judgement is identified with the type of its proofs. This allows for a smooth treatment of discharge and variable occurrence conditions and leads to a uniform treatment of rules and proofs whereby rules are viewed as proofs of higherorder judgements and proof checking is reduced to type checking. The practical benefit of our treatment of formal systems is that logicindependent tools such as proof editors and proof checkers can be constructed.
Macroscopic strings as heavy quarks in large N gauge theory and Antide Sitter supergravity
 PHYS. J. C22
"... Maldacena has put forward large N correspondence between superconformal field theories on the brane and antide Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3brane and maximal supergravity on adS5 × S5 by introducing mac ..."
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Cited by 510 (1 self)
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Maldacena has put forward large N correspondence between superconformal field theories on the brane and antide Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3brane and maximal supergravity on adS5 × S5 by introducing macroscopic strings as heavy (anti)quark probes. The macroscopic strings are semiinfinite Type IIB strings ending on D3brane worldvolume. We first study deformation and fluctuation of D3brane when a macroscopic BPS string is attached. We find that both dynamics and boundary conditions agree with those for macroscopic string in antide Sitter supergravity. As a byproduct we clarify how Polchinski’s Dirichlet and Neumann open string boundary conditions arise. We then study nonBPS macroscopic string antistring pair configuration as physical realization of heavy quark Wilson loop. We obtain Q ¯ Q static potential and again find agreements between the gauge theory and the supergravity results. By turning on RamondRamond zeroform potential, we also study θ vacuum angle dependence of the static potential. We finally discuss dynamical realization of loop equation via turning on local electric field and recoil of heavy quark thereof, and of heavy baryon via of Nprong string junction. Throughout comparisons of the correspondence, we emphasize crucial role played by ‘geometric duality ’ between coordinates perpendicular to D3brane and parallel ones, hinting a possible explanation of emergence of the entire adS5 spacetime.
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