Fixed versus Dynamic Co-Occurrence Windows in TextRank Term Weights for Information Retrieval

TextRank is a variant of PageRank typically used in graphs that represent documents, and where vertices denote terms and edges denote relations between terms. Quite often the relation between terms is simple term co-occurrence within a fixed window of k terms. The output of TextRank when applied iteratively is a score for each vertex, i.e. a term weight, that can be used for information retrieval (IR) just like conventional term frequency based term weights. So far, when computing TextRank term weights over co- occurrence graphs, the window of term co-occurrence is al- ways ?xed. This work departs from this, and considers dy- namically adjusted windows of term co-occurrence that fol- low the document structure on a sentence- and paragraph- level. The resulting TextRank term weights are used in a ranking function that re-ranks 1000 initially returned search results in order to improve the precision of the ranking. Ex- periments with two IR collections show that adjusting the vicinity of term co-occurrence when computing TextRank term weights can lead to gains in early precision

Estimating spatial quantile regression with functional coefficients: A robust semiparametric framework

This paper considers an estimation of semiparametric functional (varying)-coefficient quantile regression with spatial data. A general robust framework is developed that treats quantile regression for spatial data in a natural semiparametric way. The local M-estimators of the unknown functional-coefficient functions are proposed by using local linear approximation, and their asymptotic distributions are then established under weak spatial mixing conditions allowing the data processes to be either stationary or nonstationary with spatial trends. Application to a soil data set is demonstrated with interesting findings that go beyond traditional analysis.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ480 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Replacement Paths via Row Minima of Concise Matrices

Matrix $M$ is {\em $k$-concise} if the finite entries of each column of $M$ consist of $k$ or less intervals of identical numbers. We give an $O(n+m)$-time algorithm to compute the row minima of any $O(1)$-concise $n\times m$ matrix. Our algorithm yields the first $O(n+m)$-time reductions from the replacement-paths problem on an $n$-node $m$-edge undirected graph (respectively, directed acyclic graph) to the single-source shortest-paths problem on an $O(n)$-node $O(m)$-edge undirected graph (respectively, directed acyclic graph). That is, we prove that the replacement-paths problem is no harder than the single-source shortest-paths problem on undirected graphs and directed acyclic graphs. Moreover, our linear-time reductions lead to the first $O(n+m)$-time algorithms for the replacement-paths problem on the following classes of $n$-node $m$-edge graphs (1) undirected graphs in the word-RAM model of computation, (2) undirected planar graphs, (3) undirected minor-closed graphs, and (4) directed acyclic graphs.Comment: 23 pages, 1 table, 9 figures, accepted to SIAM Journal on Discrete Mathematic

Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle

This study provides evidence that there exist long-run benefits for investors from diversifying in two Chinese share markets over the period January 5, 2000 to December 31, 2005. The evidence is based on tests for pairwise cointegration between the Shanghai and Shenzhen¡¦s A-share and B-share stock price indexes, using five cointegration tests, namely PO, HI, JJ, KSS, and BN approaches. The results from these five tests are robust and consistent in suggesting that these two Chinese share markets are not pairwise cointegrated with each other. These findings could be valuable to individual investors and financial institutions holding long-run investment portfolios in these two Chinese share markets.