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Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Time Series Clustering Approach
2012/9/18
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Time Series Clustering Approach
2012/9/18
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Bayesian Analysis of Multiway Tables in Association Studies: A Model Comparison Approach
Bayesian Analysis Multiway Tables Association Studies Model Comparison Approach
2012/9/17
We consider the problem of statistical inference on unknown quantities structured as a multiway table. We show that such multiway tables are naturally formed by arranging regression coecients in comp...
A Unified Approach for Modeling and Recognition of Individual Actions and Group Activities
A Unified Approach for Modeling Recognition of Individual Actions Group Activities
2012/9/18
Recognizing group activities is challenging due to the di-culties in isolating individual entities, nding the respective roles played by the individuals and representing the complex interactions amo...
Inter-Coder Agreement for Nominal Scales: A Model-based Approach
Inter-Coder Agreement Nominal Scales Model-based Approach
2012/9/17
Inter-coder agreement measures, like Cohen’sκ, correct the relative frequency of agreement between coders to account for agreement which simply occurs by
chance. However, in some situations these mea...
Learning Theory Approach to Minimum Error Entropy Criterion
minimum error entropy learning theory Renyi’s entropy empirical risk minimization approximation error
2012/9/18
We consider the minimum error entropy (MEE) criterion and anempirical risk minimization learning algorithm in a regression setting. Alearning theory approach is presented for this MEE algorithm and ex...
A Random Weighting Approach for Posterior Distributions
posterior distribution asymptotic expansion random weighting method
2012/9/19
In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, th...
Dealing with nonresponse in survey sampling: a latent modeling approach
unit nonresponse item nonresponse latent trait models response propensity non-ignorable nonresponse
2012/9/19
Nonresponse is present in almost all surveys and can severely bias estimates. It is usually distinguished between unit and item nonresponse: in the former, we completely fail to have information from ...
Non-Convex Rank Minimization via an Empirical Bayesian Approach
Non-Convex Rank Minimization via Empirical Bayesian Approach
2012/9/19
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem.Consequently, the convex nuclear ...
Sequential detection of multiple change points in networks: a graphical model approach
Sequential detection of multiple change points in networks graphical model approach
2012/9/19
We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for cer-tain functionals of ch...
A perturbative approach to the reconstruction of the eigenvalue spectrum of a normal covariance matrix from a spherically truncated counterpart
A perturbative approach the reconstruction the eigenvalue spectrum a normal covariance matrix a spherically truncated counterpart
2012/9/18
In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the co...
A Bayesian Approach to Detection of Small Low Emission Sources
Bayes factor Model selection Parallel tempering Radiation source detection
2011/7/19
The article addresses the problem of detecting presence and location of a small low emission source inside of an object, when the background noise dominates. This problem arises, for instance, in some...
A Variational Bayes Approach to Decoding in a Phase-Uncertain Digital Receiver
Variational Bayes approximation phase synchronization
2011/7/19
This paper presents a Bayesian approach to symbol and phase inference in a phase-unsynchronized digital receiver. It primarily extends [Quinn 2011] to the multi-symbol case, using the variational Baye...
Wavelet block thresholding for samples with random design: A minimax approach under the Lp risk
Regression with random design wavelets block thresholding
2009/9/18
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the Lp risk with p >2 over Besov balls. W...
Functional approach for excess mass estimation in the density model
exceexcess mass functional estimation multivariate probability density rates of convergence upper bounds of the risk error
2009/9/16
We consider a multivariate density model where we estimate the excess mass of the unknown probability density $f$ at a given level $nu>0$ from $n$ i.i.d. observed random variables. This problem has se...