Abstract. We propose a convex optimization approach to solving the nonparametric regression estimation problem when the underlying regression function is Lipschitz continuous. This...
Dimitris Bertsimas, David Gamarnik, John N. Tsitsi...
Estimating the conditional mean of an input-output relation is the goal of regression. However, regression analysis is not sufficiently informative if the conditional distribution...
We show how a generic feature selection algorithm returning strongly relevant variables can be turned into a causal structure learning algorithm. We prove this under the Faithfuln...
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
A lift curve, with the true positive rate on the y-axis and the customer pull (or contact) rate on the x-axis, is often used to depict the model performance in many data mining ap...