A presentation for meeting of statistics in Japan.
https://connpass.com/event/204931/
Topics:
Methods and their properties to measure dependencies between variables
神戸大学政治学研究会2015年12月例会報告資料
一部の表が見にくい場合は
http://www.JaySong.net/wp-content/uploads/2015/12/Kobepolisci_Conjoint.pdf
をご参照下さい。
( PDF version is also available in http://www.jaysong.net )
A presentation for meeting of statistics in Japan.
https://connpass.com/event/204931/
Topics:
Methods and their properties to measure dependencies between variables
神戸大学政治学研究会2015年12月例会報告資料
一部の表が見にくい場合は
http://www.JaySong.net/wp-content/uploads/2015/12/Kobepolisci_Conjoint.pdf
をご参照下さい。
( PDF version is also available in http://www.jaysong.net )
NIPS KANSAI Reading Group #7: 逆強化学習の行動解析への応用Eiji Uchibe
Can AI predict animal movements? Filling gaps in animal trajectories using inverse reinforcement learning, Ecosphere,
Modeling sensory-motor decisions in natural behavior, PLoS Comp. Biol.
1. The presentation compared two methods for estimating the eigenvalues of spot cross volatility matrices: Fourier series and quadratic variation.
2. Empirical studies showed that the quadratic variation method avoids problems with negative eigenvalues and is easier to implement and faster than the Fourier series method.
3. Analysis of interest rate and foreign exchange data found that the quadratic variation method identified more significant factors than typically assumed, with three eigenvalues explaining 70-90% of variance.