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JAMDS
2000
109views more  JAMDS 2000»
15 years 4 months ago
Robust estimation in Capital Asset Pricing Model
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
Wing-Keung Wong, Guorui Bian
WAW
2007
Springer
144views Algorithms» more  WAW 2007»
15 years 11 months ago
Approximating Betweenness Centrality
Betweenness is a centrality measure based on shortest paths, widely used in complex network analysis. It is computationally-expensive to exactly determine betweenness; currently th...
David A. Bader, Shiva Kintali, Kamesh Madduri, Mil...
LREC
2010
176views Education» more  LREC 2010»
15 years 6 months ago
There's no Data like More Data? Revisiting the Impact of Data Size on a Classification Task
In the paper we investigate the impact of data size on a Word Sense Disambiguation task (WSD). We question the assumption that the knowledge acquisition bottleneck, which is known...
Ines Rehbein, Josef Ruppenhofer
ICIP
2003
IEEE
16 years 6 months ago
Image features that draw fixations
The ability to automatically detect `visually interesting' regions in an image has many practical applications especially in the design of active machine vision systems. This...
Umesh Rajashekar, Lawrence K. Cormack, Alan C. Bov...
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UAI
2001
15 years 6 months ago
Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
John D. Lafferty, Larry A. Wasserman