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A Distributed Algorithm for Fitting Generalized Additive Models
Convex optimization Distributed optimization Generalized additive models
2015/7/9
Generalized additive models are an effective regression tool, popular in the statistics literature, that provide an automatic extension of traditional linear models to nonlinear systems. We pres...
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...