MA 2010 - PDF Preprint Papers

MA 2010 International Workshop/Symposium on Mobile Agents

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MA
2010
Springer

206views Communications» more MA 2010»

Quantization and clustering with Bregman divergences

13 years 3 months ago

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This paper deals with the quantization problem of a random variable X taking values in a separable and reexive Banach space, and with the related question of clustering independ...

Aurélie Fischer

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Id	Views	Title	Status

1	206	Quantization and clustering with Bregman divergences	claim
2	177	Conditional information criteria for selecting variables in linear mixed models	claim
3	172	On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors	claim
4	168	Bounds for the sum of dependent risks having overlapping marginals	claim
5	153	Testing quasi-independence for truncation data	claim
6	150	Cokriging for spatial functional data	claim
7	149	A nonparametric approach to 3D shape analysis from digital camera images - I	claim
8	147	On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)	claim
9	143	From Archimedean to Liouville copulas	claim
10	143	The pairwise beta distribution: A flexible parametric multivariate model for extremes	claim
11	140	The Dirichlet Markov Ensemble	claim
12	140	On the limiting spectral distribution of the covariance matrices of time-lagged processes	claim
13	135	Asymptotic expansion of the minimum covariance determinant estimators	claim
14	135	Nonparametric comparison of regression functions	claim
15	132	Model selection by sequentially normalized least squares	claim
16	131	Functional nonparametric estimation of conditional extreme quantiles	claim
17	128	Single-index quantile regression	claim
18	127	Depth notions for orthogonal regression	claim
19	123	On the simplified pair-copula construction - Simply useful or too simplistic?	claim
20	122	The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation	claim
21	122	Thresholding methods to estimate copula density	claim
22	117	Thresholding projection estimators in functional linear models	claim
23	115	On the singularity of multivariate skew-symmetric models	claim
24	114	Finite-sample inference with monotone incomplete multivariate normal data, II	claim
25	111	Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band	claim
26	110	Multivariate comonotonicity	claim
27	107	The multiple hybrid bootstrap - Resampling multivariate linear processes	claim
28	106	Meta densities and the shape of their sample clouds	claim
29	104	Representations of SO(3) and angular polyspectra	claim
30	101	On Riesz and Wishart distributions associated with decomposable undirected graphs	claim
31	99	Marginal parameterizations of discrete models defined by a set of conditional independencies	claim
32	98	The Stein phenomenon for monotone incomplete multivariate normal data	claim
33	96	Testing the stability of the functional autoregressive process	claim
34	94	On sparse estimation for semiparametric linear transformation models	claim
35	93	Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation	claim
36	93	Projection based scatter depth functions and associated scatter estimators	claim
37	93	Robustness of reweighted Least Squares Kernel Based Regression	claim
38	88	PRIM analysis	claim
39	86	Tests for multiple regression based on simplicial depth	claim
40	85	K-sample subsampling in general spaces: The case of independent time series	claim
41	85	Tail dependence functions and vine copulas	claim
42	80	A two-sample test for comparison of long memory parameters	claim

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