Fast and Robust Least Squares Estimation in Corrupted Linear Models Brian McWilliams∗ Gabriel Krummenacher∗ Mario Lucic Joachim M. Buhmann Department of Computer Science

Source URL: las.inf.ethz.ch

Administrative Notes StatisticsLecture 7 •  Homework 1 due in recitation: Friday, Feb. 5 •  Homework 2 now posted on course website:

Source URL: www-stat.wharton.upenn.edu

• Covariance and correlation
• Statistics
• Regression analysis
• Estimation theory
• Independence
• Parametric statistics
• Correlation and dependence
• Linear regression
• Correlation does not imply causation
• Least squares
• Partial correlation
• Multiple correlation

Asset pricing with fluctuating riskless rates* Konark Saxena University of New South Wales, UNSW Business School, Room 316, Sydney, NSW 2052, Australia February 15, 2016

Source URL: www.istfin.eco.usi.ch

• Economy
• Finance
• Money
• Mathematical finance
• Capital asset pricing model
• Beta
• Covariance
• Intertemporal CAPM
• Futures contract
• Cost of capital
• Ordinary least squares
• Untradable assets

Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares Garvesh Raskutti RASKUTTI @ STAT. WISC . EDU University of Wisconsin, Madison, Department of Statistics, Department of Computer

Source URL: www.stat.berkeley.edu

• Statistics
• Regression analysis
• Leverage
• Influential observation
• Ordinary least squares
• Importance sampling
• Linear regression
• Matrix
• Degrees of freedom
• Sampling
• Orthogonal matrix
• Variance

Iterative Maximum Likelihood on Networks Elchanan Mossel∗ and Omer Tamuz† arXiv:0904.4903v2 [math.ST] 4 MayMay 4, 2009

Source URL: people.hss.caltech.edu

• Estimation theory
• Statistical theory
• Estimator
• Bias of an estimator
• Variance
• Efficient estimator
• Minimum-variance unbiased estimator
• Efficiency
• Normal distribution
• Maximum likelihood estimation
• Consistent estimator
• Generalized least squares

A Lyapunov Based Stable Online Learning Algorithm For Nonlinear Dynamical Systems Using Extreme Learning Machines Vijay Manikandan Janakiraman∗ , XuanLong Nguyen† , Dennis Assanis‡ ∗ Department of Mechanical Eng

Source URL: dept.stat.lsa.umich.edu

• Control theory
• Dynamical systems
• Dimension reduction
• Mathematical optimization
• Statistical classification
• Nonlinear system identification
• Principal component analysis
• Recursive least squares filter
• Adaptive control
• Support vector machine
• Artificial neural network
• Lyapunov stability

EuroCG 2013, Braunschweig, Germany, March 17–20, 2013 On the complexity of the partial least-squares matching Voronoi diagram Matthias Henze∗ Rafel Jaume†

Source URL: page.mi.fu-berlin.de

Averaged Least-Mean-Squares: Bias-Variance Trade-offs and Optimal Sampling Distributions Alexandre Défossez and Francis Bach Département d’Informatique de l’Ecole Normale Supérieure (INRIA/ENS/CNRS)

Source URL: jmlr.org

Fast and Robust Least Squares Estimation in Corrupted Linear Models Brian McWilliams⇤ Gabriel Krummenacher⇤ Mario Lucic Joachim M. Buhmann Department of Computer Science

Source URL: las.inf.ethz.ch

1 Robust and Low Complexity Distributed Kernel Least Squares Learning in Sensor Networks Fernando P´erez-Cruz, Senior Member, IEEE and Sanjeev R. Kulkarni, Fellow, IEEE

Source URL: www.tsc.uc3m.es