Dimension Estimation And Models
DOWNLOAD
Download Dimension Estimation And Models PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Dimension Estimation And Models book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Dimension Estimation And Models
DOWNLOAD
Author : Howell Tong
language : en
Publisher: World Scientific
Release Date : 1993
Dimension Estimation And Models written by Howell Tong and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.
This volume is the first in the new series Nonlinear Time Series and Chaos. The general aim of the series is to provide a bridge between the two communities by inviting prominent researchers in their respective fields to give a systematic account of their chosen topics, starting at the beginning and ending with the latest state. It is hoped that researchers in both communities will find the topics relevant and thought provoking. In this volume, the first chapter, written by Professor Colleen Cutler, is a comprehensive account of the theory and estimation of fractal dimension, a topic of central importance in dynamical systems, which has recently attracted the attention of the statisticians. As it is natural to study a stochastic dynamical system within the framework of Markov chains, it is therefore relevant to study their limiting behaviour. The second chapter, written by Professor Kung-Sik Chan, reviews some limit theorems of Markov chains and illustrates their relevance to chaos. The next three chapters are concerned with specific models. Briefly, Chapter Three by Professor Peter Lewis and Dr Bonnie Ray and Chapter Four by Professor Peter Brockwell generalise the class of self-exciting threshold autoregressive models in different directions. In Chapter Three, the new and powerful methodology of multivariate adaptive regression splines (MARS) is adapted to time series data. Its versatility is illustrated by reference to the very interesting and complex sea surface temperature data. Chapter Four exploits the greater tractability of continuous-time Markov approach to discrete-time data. The approach is particularly relevant to irregularly sampled data. The concluding chapter, by Professor Pham Dinh Tuan, is likely to be the most definitive account of bilinear models in discrete time to date.
High Dimensional Covariance Matrix Estimation
DOWNLOAD
Author : Aygul Zagidullina
language : en
Publisher: Springer Nature
Release Date : 2021-10-29
High Dimensional Covariance Matrix Estimation written by Aygul Zagidullina and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-29 with Business & Economics categories.
This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way. The aim of this book is to inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.
Dimension Based Quality Modeling Of Transmitted Speech
DOWNLOAD
Author : Marcel Wältermann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-03
Dimension Based Quality Modeling Of Transmitted Speech written by Marcel Wältermann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-03 with Technology & Engineering categories.
In this book, speech transmission quality is modeled on the basis of perceptual dimensions. The author identifies those dimensions that are relevant for today's public-switched and packet-based telecommunication systems, regarding the complete transmission path from the mouth of the speaker to the ear of the listener. Both narrowband (300-3400 Hz) as well as wideband (50-7000 Hz) speech transmission is taken into account. A new analytical assessment method is presented that allows the dimensions to be rated by non-expert listeners in a direct way. Due to the efficiency of the test method, a relatively large number of stimuli can be assessed in auditory tests. The test method is applied in two auditory experiments. The book gives the evidence that this test method provides meaningful and reliable results. The resulting dimension scores together with respective overall quality ratings form the basis for a new parametric model for the quality estimation of transmitted speech based on the perceptual dimensions. In a two-step model approach, instrumental dimension models estimate dimension impairment factors in a first step. The resulting dimension estimates are combined by a Euclidean integration function in a second step in order to provide an estimate of the total impairment.
Inverse Problems And High Dimensional Estimation
DOWNLOAD
Author : Pierre Alquier
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-07
Inverse Problems And High Dimensional Estimation written by Pierre Alquier and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-07 with Mathematics categories.
The “Stats in the Château” summer school was held at the CRC château on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty members of three French academic institutions ─ ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris ─ which cooperate through a scientific foundation devoted to the decision sciences. The scientific content of the summer school was conveyed in two courses, one by Laurent Cavalier (Université Aix-Marseille I) on "Ill-posed Inverse Problems", and one by Victor Chernozhukov (Massachusetts Institute of Technology) on "High-dimensional Estimation with Applications to Economics". Ten invited researchers also presented either reviews of the state of the art in the field or of applications, or original research contributions. This volume contains the lecture notes of the two courses. Original research articles and a survey complement these lecture notes. Applications to economics are discussed in various contributions.
Handbook Of Item Response Theory Modeling
DOWNLOAD
Author : Steven P. Reise
language : en
Publisher: Routledge
Release Date : 2014-11-20
Handbook Of Item Response Theory Modeling written by Steven P. Reise and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-20 with Psychology categories.
Item response theory (IRT) has moved beyond the confines of educational measurement into assessment domains such as personality, psychopathology, and patient-reported outcomes. Classic and emerging IRT methods and applications that are revolutionizing psychological measurement, particularly for health assessments used to demonstrate treatment effectiveness, are reviewed in this new volume. World renowned contributors present the latest research and methodologies about these models along with their applications and related challenges. Examples using real data, some from NIH-PROMIS, show how to apply these models in actual research situations. Chapters review fundamental issues of IRT, modern estimation methods, testing assumptions, evaluating fit, item banking, scoring in multidimensional models, and advanced IRT methods. New multidimensional models are provided along with suggestions for deciding among the family of IRT models available. Each chapter provides an introduction, describes state-of-the art research methods, demonstrates an application, and provides a summary. The book addresses the most critical IRT conceptual and statistical issues confronting researchers and advanced students in psychology, education, and medicine today. Although the chapters highlight health outcomes data the issues addressed are relevant to any content domain. The book addresses: IRT models applied to non-educational data especially patient reported outcomes Differences between cognitive and non-cognitive constructs and the challenges these bring to modeling. The application of multidimensional IRT models designed to capture typical performance data. Cutting-edge methods for deriving a single latent dimension from multidimensional data A new model designed for the measurement of constructs that are defined on one end of a continuum such as substance abuse Scoring individuals under different multidimensional IRT models and item banking for patient-reported health outcomes How to evaluate measurement invariance, diagnose problems with response categories, and assess growth and change. Part 1 reviews fundamental topics such as assumption testing, parameter estimation, and the assessment of model and person fit. New, emerging, and classic IRT models including modeling multidimensional data and the use of new IRT models in typical performance measurement contexts are examined in Part 2. Part 3 reviews the major applications of IRT models such as scoring, item banking for patient-reported health outcomes, evaluating measurement invariance, linking scales to a common metric, and measuring growth and change. The book concludes with a look at future IRT applications in health outcomes measurement. The book summarizes the latest advances and critiques foundational topics such a multidimensionality, assessment of fit, handling non-normality, as well as applied topics such as differential item functioning and multidimensional linking. Intended for researchers, advanced students, and practitioners in psychology, education, and medicine interested in applying IRT methods, this book also serves as a text in advanced graduate courses on IRT or measurement. Familiarity with factor analysis, latent variables, IRT, and basic measurement theory is assumed.
High Dimensional Covariance Estimation
DOWNLOAD
Author : Mohsen Pourahmadi
language : en
Publisher: John Wiley & Sons
Release Date : 2013-05-28
High Dimensional Covariance Estimation written by Mohsen Pourahmadi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-28 with Mathematics categories.
Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
The Data Warehouse Toolkit
DOWNLOAD
Author : Ralph Kimball
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-08
The Data Warehouse Toolkit written by Ralph Kimball and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-08 with Computers categories.
This old edition was published in 2002. The current and final edition of this book is The Data Warehouse Toolkit: The Definitive Guide to Dimensional Modeling, 3rd Edition which was published in 2013 under ISBN: 9781118530801. The authors begin with fundamental design recommendations and gradually progress step-by-step through increasingly complex scenarios. Clear-cut guidelines for designing dimensional models are illustrated using real-world data warehouse case studies drawn from a variety of business application areas and industries, including: Retail sales and e-commerce Inventory management Procurement Order management Customer relationship management (CRM) Human resources management Accounting Financial services Telecommunications and utilities Education Transportation Health care and insurance By the end of the book, you will have mastered the full range of powerful techniques for designing dimensional databases that are easy to understand and provide fast query response. You will also learn how to create an architected framework that integrates the distributed data warehouse using standardized dimensions and facts.
Exploration Of A Nonlinear World
DOWNLOAD
Author : Kung-sik Chan
language : en
Publisher: World Scientific
Release Date : 2009
Exploration Of A Nonlinear World written by Kung-sik Chan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
Extensions of Howell Tong's threshold approach to other fields of statistics abound. This volume is dedicated to his 65th birthday and consists of in-depth contributions from leading experts in a variety of fields of statistics, ecology, economics and finance as well as some of Tong's reprints.
Data Mining And Analysis
DOWNLOAD
Author : Mohammed J. Zaki
language : en
Publisher: Cambridge University Press
Release Date : 2014-05-12
Data Mining And Analysis written by Mohammed J. Zaki and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-12 with Computers categories.
A comprehensive overview of data mining from an algorithmic perspective, integrating related concepts from machine learning and statistics.
Large Dimensional Panel Data Econometrics
DOWNLOAD
Author : Qu Feng
language : en
Publisher: World Scientific Publishing Company
Release Date : 2020
Large Dimensional Panel Data Econometrics written by Qu Feng and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Business & Economics categories.
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on "big data", especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.