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Exploring wind direction and SO2 concentration by circular-linear density estimation
Circular distributions Circular kernel estimation Circular{linear data Copula.
2012/9/17
The study of environmental problems usually requires the description of variables with di er-ent nature and the assessment of relations between them. In this work, an algorithm for exible estimation o...
Finite sample posterior concentration in high-dimensional regression
asymptotics Bayesian compressible prior high-dimensional posterior contraction regression shrinkage prior.
2012/9/19
We study the behavior of the posterior distribution in ultra high-dimensional Bayesian Gaussian linear regression models havingp佲n,withpthe number of predictors and nthe sample size. In particular, ou...
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Linear model Lasso Dantzig Sparsity Model selection Sign consistency
2009/9/16
We derive the l∞ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and...