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Foygel, Rina; Drton, Mathias
Exact block-wise optimization in group lasso and sparse group lasso for linear regression
Preprint
2010
Foygel, R., Drton, M.
Extended Bayesian Information Criteria for Gaussian Graphical Models
Advances in Neural Information Processing Systems 22 (NIPS 2010)
2010
23
Apr
2020-2028
Drton, Mathias; Xiao, Han
Smoothness of Gaussian Conditional Independence Models
Algebraic Methods in Statistics and Probability II (Contemporary Mathematics)
2010
516
Jul
155-177
Drton, Mathias; Yu, Josephine
On a Parametrization of Positive Semidefinite Matrices with Zeros
SIAM Journal on Matrix Analysis and Applications
2010
31
5
Sep
2665-2680
Drton, Mathias; Xiao, Han
Finiteness of small factor analysis models
Annals of the Institute of Statistical Mathematics
2010
62
4
Aug
775-783
Drton, Mathias; Klivans, Caroline J.
A geometric interpretation of the characteristic polynomial of reflection arrangements
Proceedings of the American Mathematical Society
2010
138
08
Apr
2873-2887
Müller, G.
Böcker, K. (Ed.)
Market Correlations in the Euro Changeover Period With a View to Portfolio Management.
107-125
Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, Vol. I.
Risk Books
2010
Ferrazzano, V.
Windspeed recording process and related issues
2010
Gebhard, Ph., Müller, G., Böcker, K.
Bayesian estimation of Lévy copulas for multivariate operational risks.
439-463
Böcker, K.: Rethinking Risk Measurement and Reporting: Uncertainty, Bayesian Analysis and Expert Judgement, Vol. II.
Risk Books
2010
Klüppelberg, C., Lindner, A.
Cont, R. (Ed.)
Stochastic volatility models: extremal behavior
1741-1748
Cont, R.: Encyclopedia of Quantitative Finance
Wiley
2010
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