These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
When constructing a classifier, the probability of correct classification of future data points should be maximized. We consider a binary classification problem where the mean and...
Gert R. G. Lanckriet, Laurent El Ghaoui, Chiranjib...
Abstract. We present a novel single image deblurring method to estimate spatially non-uniform blur that results from camera shake. We use existing spatially invariant deconvolution...
We introduce a class of robust non-parametric estimation methods which are ideally suited for the reconstruction of signals and images from noise-corrupted or sparsely collected s...
—Adapting the hyperparameters of support vector machines (SVMs) is a challenging model selection problem, especially when flexible kernels are to be adapted and data are scarce....