Results 201 to 210 of about 61,881 (336)

Full-Jacobian Representation of Neural Networks [PDF]

open access: green, 2019
Suraj Srinivas, François Fleuret
openalex  

The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

open access: yesInternational Statistical Review, EarlyView.
Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised
Gianfranco Lovison   +3 more
wiley   +1 more source

Data-driven identification of biological systems using multi-scale analysis. [PDF]

open access: yesPLoS Comput Biol
Muhammed I   +3 more
europepmc   +1 more source

ADAPTIVE VISUAL SERVOING FOR CONSTRAINED ROBOTS UNDER JACOBIAN, JOINT DYNAMIC AND CONTACT VISCOUS FRICTION UNCERTAINTIES

open access: green, 2005
Emmanuel Dean‐Leon   +3 more
openalex   +2 more sources

Regional cerebellar structural deficits distinguish psychostimulant‐free ADHD youth with and without familial risk for bipolar I disorder: a cross‐sectional morphometric analysis

open access: yesJournal of Child Psychology and Psychiatry, EarlyView.
Background Although attention‐deficit/hyperactivity disorder (ADHD) with familial risk for bipolar I disorder (BD) may represent a more severe illness conferring greater risk for developing BD, associated neurostructural substrates remain poorly understood.
Biqiu Tang   +5 more
wiley   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte   +4 more
wiley   +1 more source

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