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Lecture Notes
561views
16 years 9 months ago
Financial Econometrics
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models Event Studies, Ti...
Paul Söderlind
MCS
2006
Springer
14 years 10 months ago
Variable projections neural network training
8 The training of some types of neural networks leads to separable non-linear least squares problems. These problems may be9 ill-conditioned and require special techniques. A robus...
V. Pereyra, G. Scherer, F. Wong
KDD
2006
ACM
113views Data Mining» more  KDD 2006»
15 years 10 months ago
A new multi-view regression approach with an application to customer wallet estimation
Motivated by the problem of customer wallet estimation, we propose a new setting for multi-view regression, where we learn a completely unobserved target (in our case, customer wa...
Srujana Merugu, Saharon Rosset, Claudia Perlich
ICASSP
2011
IEEE
14 years 1 months ago
Image compression using learned dictionaries by RLS-DLA and compared with K-SVD
The recently presented recursive least squares dictionary learning algorithm (RLS-DLA) is tested in a general image compression application. Dictionaries are learned in the pixel ...
Karl Skretting, Kjersti Engan
ICASSP
2011
IEEE
14 years 1 months ago
Reproduction of independent narrowband soundfields in a multizone surround system and its extension to speech signal sources
While higher order ambisonic approaches can be used to generate multiple zone soundfields, this paper adopts a Least Squares matching approach which provides a more flexible formu...
Nasim Radmanesh, Ian S. Burnett