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26,535
Discrete Choice Methods with Simulation
, 2002
"... This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logi ..."
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Cited by 1326 (20 self)
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This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered
Stochastic volatility: likelihood inference and comparison with ARCH models
 Review of Economic Studies
, 1998
"... In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihoodbased framework for the analysis of stochastic volatility models. A highly effective method is developed that samples all the unobserved volatilities at once using an approximating offse ..."
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Cited by 592 (40 self)
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offset mixture model, followed by an importance reweighting procedure. This approach is compared with several alternative methods using real data. The paper also develops simulationbased methods for filtering, likelihood evaluation and model failure diagnostics. The issue of model choice using non
Bundle Adjustment  A Modern Synthesis
 VISION ALGORITHMS: THEORY AND PRACTICE, LNCS
, 2000
"... This paper is a survey of the theory and methods of photogrammetric bundle adjustment, aimed at potential implementors in the computer vision community. Bundle adjustment is the problem of refining a visual reconstruction to produce jointly optimal structure and viewing parameter estimates. Topics c ..."
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Cited by 562 (13 self)
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covered include: the choice of cost function and robustness; numerical optimization including sparse Newton methods, linearly convergent approximations, updating and recursive methods; gauge (datum) invariance; and quality control. The theory is developed for general robust cost functions rather than
Numerical integration of the Cartesian equations of motion of a system with constraints: molecular dynamics of nalkanes
 J. Comput. Phys
, 1977
"... A numerical algorithm integrating the 3N Cartesian equations of motion of a system of N points subject to holonomic constraints is formulated. The relations of constraint remain perfectly fulfilled at each step of the trajectory despite the approximate character of numerical integration. The method ..."
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Cited by 704 (6 self)
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(MD), which has been widely used in the past for studying simple liquids and solids, has more recently been applied to molecular systems with internal degrees of freedom such as N, [l], H,O [2] and even C,H,, [3]. In applying the MD method three problems arise: (a) the choice of a suitable mechanical
A MetaAnalytic Review of Experiments Examining the Effects of Extrinsic Rewards on Intrinsic Motivation
"... A metaanalysis of 128 studies examined the effects of extrinsic rewards on intrinsic motivation. As predicted, engagementcontingent, completioncontingent, and performancecontingent rewards significantly undermined freechoice intrinsic motivation (d =0.40,0.36, and0.28, respectively), as did ..."
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Cited by 664 (18 self)
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A metaanalysis of 128 studies examined the effects of extrinsic rewards on intrinsic motivation. As predicted, engagementcontingent, completioncontingent, and performancecontingent rewards significantly undermined freechoice intrinsic motivation (d =0.40,0.36, and0.28, respectively
Theoretical improvements in algorithmic efficiency for network flow problems

, 1972
"... This paper presents new algorithms for the maximum flow problem, the Hitchcock transportation problem, and the general minimumcost flow problem. Upper bounds on ... the numbers of steps in these algorithms are derived, and are shown to compale favorably with upper bounds on the numbers of steps req ..."
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Cited by 560 (0 self)
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required by earlier algorithms. First, the paper states the maximum flow problem, gives the FordFulkerson labeling method for its solution, and points out that an improper choice of flow augmenting paths can lead to severe computational difficulties. Then rules of choice that avoid these difficulties
Adapting to unknown smoothness via wavelet shrinkage
 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
, 1995
"... We attempt to recover a function of unknown smoothness from noisy, sampled data. We introduce a procedure, SureShrink, which suppresses noise by thresholding the empirical wavelet coefficients. The thresholding is adaptive: a threshold level is assigned to each dyadic resolution level by the princip ..."
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Cited by 1006 (18 self)
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on the choice of mother wavelet. We know from a previous paper by the authors that traditional smoothing methods  kernels, splines, and orthogonal series estimates  even with optimal choices of the smoothing parameter, would be unable to perform
Clustering by passing messages between data points
 Science
, 2007
"... Clustering data by identifying a subset of representative examples is important for processing sensory signals and detecting patterns in data. Such “exemplars ” can be found by randomly choosing an initial subset of data points and then iteratively refining it, but this works well only if that initi ..."
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Cited by 696 (8 self)
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if that initial choice is close to a good solution. We devised a method called “affinity propagation,” which takes as input measures of similarity between pairs of data points. Realvalued messages are exchanged between data points until a highquality set of exemplars and corresponding clusters gradually emerges
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
, 2001
"... Variable selection is fundamental to highdimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore stochastic errors in the variable selection process. In this article, penalized ..."
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Cited by 948 (62 self)
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likelihood approaches are proposed to handle these kinds of problems. The proposed methods select variables and estimate coefficients simultaneously. Hence they enable us to construct confidence intervals for estimated parameters. The proposed approaches are distinguished from others in that the penalty
Least angle regression
, 2004
"... The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a large collection of possible covariates from which we hope to s ..."
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Cited by 1326 (37 self)
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to select a parsimonious set for the efficient prediction of a response variable. Least Angle Regression (LARS), a new model selection algorithm, is a useful and less greedy version of traditional forward selection methods. Three main properties are derived: (1) A simple modification of the LARS algorithm
Results 1  10
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