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Warping is an approach to the reduction and analysis of phase variability in functional observations, by applying a smooth bijection to the function argument. We propose a natural representation of warping functions in terms of a new type of elementary functions named 'warping component...
Persistent link: https://www.econbiz.de/10008670652
We use cumulants to derive Bayesian credible intervals for wavelet regression estimates. The first four cumulants of the posterior distribution of the estimates are expressed in terms of the observed data and integer powers of the mother wavelet functions. These powers are closely approximated...
Persistent link: https://www.econbiz.de/10005658892
We propose a new algorithm, DASSO, for fitting the entire coefficient path of the Dantzig selector with a similar computational cost to the least angle regression algorithm that is used to compute the lasso. DASSO efficiently constructs a piecewise linear path through a sequential simplex-like...
Persistent link: https://www.econbiz.de/10005658825
Persistent link: https://www.econbiz.de/10005658861