36 citations · 212 across the 30 of their papers we have counts for
4 papers · 1 filter
Ludometrics: Luck, and How to Measure It
Daniel E. Gilbert, Martin T. Wells
Game theory is the study of tractable games which may be used to model more complex systems. Board games, video games and sports, however, are intractable by design, so "ludologica…
Rank-based approach for estimating correlations in mixed ordinal data
Xiaoyun Quan, James G. Booth, Martin T. Wells
High-dimensional mixed data as a combination of both continuous and ordinal variables are widely seen in many research areas such as genomic studies and survey data analysis. Estim…
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Liao Zhu, Sumanta Basu, Robert A. Jarrow +1
The paper proposes a new algorithm for the high-dimensional financial data -- the Groupwise Interpretable Basis Selection (GIBS) algorithm, to estimate a new Adaptive Multi-Factor…
A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
Haim Bar, James Booth, Martin T. Wells
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of pu…