A new method for selecting variables in nonparametric models without assuming specific forms.
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problem Variable selection in sparse generalized additive models without assuming specific functional forms.
method Incremental forward stagewise regression with roughening to adjust residuals.
result The method performs competitively and is demonstrated on real datasets.
Dynamic scaling approach to study time series fluctuationsphysics.data-an
We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval plays the role of time variable, whereas the physical time is treated as the analog…
An elementary family of local Hamiltonians , is described for a dimensional quantum mechanical system of spin particles. On the torus, the ground state space is extensively degenerate but should collapse under perturbation" to an anyonic syste…