Inference About Predictive Ability When There are Many Predictors
نویسندگان
چکیده
منابع مشابه
Solving Quadratic Equations via PhaseLift when There Are About As Many Equations As Unknowns
This note shows that we can recover any complex vector x0 ∈ C exactly from on the order of n quadratic equations of the form |〈ai,x0〉| = bi, i = 1, . . . ,m, by using a semidefinite program known as PhaseLift. This improves upon earlier bounds in [3], which required the number of equations to be at least on the order of n log n. Further, we show that exact recovery holds for all input vectors s...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.958900