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Compound decision in the presence of proxies with an application to spatio-temporal data
Compound decision presence of proxies application
2011/1/19
We study the problem of incorporating covariates in a compound decision setup.It is desired to estimate the means of n response variables, which are independent and normally distributed, and each is a...
The study of multivariate temporal data using PCA under linear constraints (PCA-LC)
PCA Rayleigh quotient linear constraints R-criteria
2010/9/10
PCA under Linear Constraints (PCA-LC) is a PCA in which we impose to the principal axis and components to belong to some sub-spaces. The Idea is to look for the principal axis and components by the op...