implements the Lasso, an attractive version of ordinary least squares that constrains the sum of the absolute regression coefficients; the LARS modification calculates all possible Lasso estimates for a given problem, using an order of magnitude less computer time than previous methods. (2) A different LARS

in the tail of the distribution. In particular, standard methods such as least-squares fitting are known to produce systematically biased estimates of parameters for power-law distributions and should not be used in most circumstances. Here we describe statistical techniques for making accurate parameter

Many problems in signal processing and statistical inference involve finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined with a

in different situations. The results reveal that a new feature selection metric we call ‘Bi-Normal Separation ’ (BNS), outperformed the others by a substantial margin in most situations. This margin widened in tasks with high class skew, which is rampant in text classification problems and is particularly

Using an algebraic formulation, we explore two well-known degeneracies involving the mass-squared differences for three-neutrino oscillations assuming CP symmetry is conserved. For vacuum oscillation, we derive the expression for the mixing angles that permit invariance under the interchange of two

Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient

these techniques are currently being used in IS research, the article presents a running example which analyzes the same dataset via three very different statistical techniques. It then compares two classes of SEM: covariance-based SEM and partial-least-squares-based SEM. Finally, the article discusses linear

Abstract not found

K-means clustering is a very popular clustering technique, which is used in numerous applications. Given a set of n data points in R d and an integer k, the problem is to determine a set of k points R d , called centers, so as to minimize the mean squared distance from each data point to its

rates, r 10 t . To capture potential non-linear effects due to convexity, we also include the squared level of the term structure, (r 10 t ) 2 . Slope of Yield Curve We define the slope of the yield curve as the difference between Datastream's 10-year and 2-year Benchmark Treasury yields, slope