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Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension
Predictive Correlation Screening Application Two-stage Predictor Design High Dimension
2013/4/27
We introduce a new approach to variable selection, called Predictive Correlation Screening, for predictor design. Predictive Correlation Screening (PCS) implements false positive control on the select...
A relation between dimension of the harmonic measure，entropy and drift for a random walk on a hyperbolic space
harmonic measure entropy drift hyperbolic space
2009/3/19
We establish in this paper an exact formula which links the dimension of the harmonic measure, the asymptotic entropy and the rate of escape for a random walk on a discrete subgroup of the isometry gr...