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» Condition Numbers of Gaussian Random Matrices
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CORR
2010
Springer
104views Education» more  CORR 2010»
13 years 8 months ago
Support Recovery of Sparse Signals
We study the tradeoffs between the number of measurements, the signal sparsity level, and the measurement noise level for exact support recovery of sparse signals via random noisy ...
Yuzhe Jin, Young-Han Kim, Bhaskar D. Rao
SAC
2011
ACM
13 years 2 months ago
Slice sampling mixture models
We propose a more efficient version of the slice sampler for Dirichlet process mixture models described by Walker (2007). This sampler allows the fitting of infinite mixture mod...
Maria Kalli, Jim E. Griffin, Stephen G. Walker
BMCBI
2008
122views more  BMCBI 2008»
13 years 8 months ago
Effects of dependence in high-dimensional multiple testing problems
Background: We consider effects of dependence among variables of high-dimensional data in multiple hypothesis testing problems, in particular the False Discovery Rate (FDR) contro...
Kyung In Kim, Mark A. van de Wiel

Book
3101views
15 years 6 months ago
Steven Shreve: Stochastic Calculus and Finance
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Prasad Chalasani, Somesh Jha
SIAMJO
2011
12 years 10 months ago
Rank-Sparsity Incoherence for Matrix Decomposition
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-ran...
Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Pa...