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Efficient Estimation of Nonparametric Simultaneous Equations Models
Local Polynomial Regression Nonparametric Additive Models Structural Models Instrumental Variables
2016/1/26
This paper defines a new procedure to efficiently estimate nonparametric simultaneous e-quations models that have been explored by Newey et al (1999) and Su and Ullah (2008).The proposed estimation pr...
An Efficient Method for Large-scale Slack Allocation
timing graph, slack allocation delay budgeting convex optimization
2015/7/9
We consider a timing or project graph, with given delays on the edges and given arrival times at the source and sink nodes. We are to find the arrival times at the other nodes; these determine the tim...
Efficient Regularized Least-Squares Algorithms for Conditional Ranking on Relational Data
Efficient Regularized；Least-Squares；Algorithms；Conditional Ranking；Relational Data
2012/11/23
In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular ta...
Data-Efficient Quickest Change Detection with On-Off Observation Control
Data-Efficient Change Detection On-Off Observation Control
2011/6/16
In the classical version of the Bayesian quickest change detection problem proposed by Shiryaev,
there is a sequence of observations whose distribution changes at a random time, and the goal is to
m...