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CSDA
2007
13 years 8 months ago
2007
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
CSDA
2007
13 years 8 months ago
2007
Stability in cluster analysis is strongly dependent on the data set, especially on how well separated and how homogeneous the clusters are. In the same clustering, some clusters m...
CSDA
2007
13 years 8 months ago
2007
Given a sample of n observations y1, . . . , yn at time points t1, . . . , tn we consider the problem of specifying a function ˜f such that ˜f • is smooth, • fits the data ...
CSDA
2007
13 years 8 months ago
2007
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
CSDA
2007
13 years 8 months ago
2007
Ridge regression is a well established method to shrink regression parameters towards zero, thereby securing existence of estimates. The present paper investigates several approac...