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- Massachusetts Institute of TechnologyUS134 papers
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Showing 2012 · math.STShow all
3 papers · 2 filters
math.ST2012★ 1 cited
Coherence-Based Performance Guarantees of Orthogonal Matching Pursuit
Yuejie Chi, Robert Calderbank
In this paper, we present coherence-based performance guarantees of Orthogonal Matching Pursuit (OMP) for both support recovery and signal reconstruction of sparse signals when the…
math.ST2012★ 314 cited
Criteria for Bayesian model choice with application to variable selection
M. J. Bayarri, J. O. Berger, A. Forte +1
In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed an…
math.ST2012★ 34 cited
Realized Laplace transforms for pure-jump semimartingales
Viktor Todorov, George Tauchen
We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable Lévy densities in the setting where both the t…