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A Markov Chain approach to determine the optimal performance period and bad definition for credit scorecard
Markov Chain approach optimal performance period bad definition credit scorecard
2011/7/6
Performance period determination and bad definition for credit scorecard has been a mix of fortune for the typical data modeler.
On tail trend detection: modeling relative risk
extreme value distribution regular variation extreme rainfall
2011/7/6
A simple and natural model is introduced for studying a trend in the tail of a probability distribution over time (or over space).
Distortion risk measures for sums of dependent losses
Coherence Dependence structure Distortion function Risk measure Risk theory
2011/7/5
We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates o...
Lipschitz Bandits without the Lipschitz Constant
Lipschitz Bandits Constant strategy environments
2011/6/20
We consider the setting of stochastic bandit problems with
a continuum of arms. We first point out that the strategies considered so
far in the literature only provided theoretical guarantees of the...
Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Bahadur representation Conditional quantile function Local polynomial estimation Econometrics of Auctions
2011/6/20
This paper investigates the bias and the weak Bahadur representation of a local
polynomial estimator of the conditional quantile function and its derivatives.
The bias and Bahadur remainder term are...
Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?
reconstructions of surface temperatures statistical analysis
2011/6/17
McShane andWyner (2011) (henceforthMW) analyze a dataset of “proxy”
climate records previously used by Mann et al. (2008) (henceforth M08) to
attempt to assess their utility in reconstructing past t...
Exploiting Correlation in Sparse Signal Recovery Problems: Multiple Measurement Vectors, Block Sparsity, and Time-Varying Sparsity
Multiple Measurement Vectors Block Sparsity Time-Varying Sparsity
2011/6/16
A trend in compressed sensing (CS) is to exploit struc-
ture for improved reconstruction performance. In the
basic CS model (i.e. the single measurement vec-
tor model), exploiting the clustering s...
中国大豆资源的虚拟土贸易及进口依存度分析
自然资源学 大豆资源 虚拟土 进口依存度
2011/12/15
论文把大豆、豆粕和豆油及其它大豆加工制成品等统称为大豆资源,而豆粕和豆油是两大最主要的大豆加工制品。受中国耕地资源限制和国际大豆市场的影响,中国大豆产量徘徊不前;而随着饲料业、畜牧业的发展,以及人们对植物油需求的增加,国内对大豆资源的需求不断增加,大豆及其加工制品的进口量也逐年增加。包括大豆资源在内的农产品及其加工制品,均含有一定的虚拟土。根据生产地生产该产品实际所需要的土地资源数量计算,能反映一...
We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values.
Reduced long-range dependence combining Poisson bursts with on--off sources
Teletraffic fractional Brownian motion on–off process
2011/7/5
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed...
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
anisotropy inhomogeneity piecewise polynomial
2011/3/22
This article is devoted to nonlinear approximation and estimation via piecewise polynomials built on partitions into dyadic rectangles. The approximation rate is studied over possibly inhomogeneous an...
Integral representations and properties of operator fractional Brownian motions
dichotomy principle integral representations long-range dependence multivariate Brownian motion operator fractional Brownian motion operator self-similarity
2011/3/18
Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studie...
Predictors of short-term decay of cell phone contacts in a large scale communication network
edge persistence edge decay link prediction dynamic networks embeddedness tie strength weighted networks
2011/3/25
Under what conditions is an edge present in a social network at time t likely to decay or persist by some future time t + Delta(t)? Previous research addressing this issue suggests that the network ra...
Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors
Bayesian Sparsity-Path-Analysis Genetic Association Signal
2011/7/5
We explore the use of generalized t priors on regression coefficients to help understand the nature of association signal within "hit regions" of genome-wide association studies.
Deriving chemosensitivity from cell lines: Forensic bioinformatics and reproducible research in high-throughput biology
Microarrays, reproducibility forensic bioinformatics
2010/10/19
High-throughput biological assays such as microarrays let us ask very detailed questions about how diseases operate, and promise to let us personalize therapy. Data processing, however, is often not d...