Unconstrained Optimization google
Unconstrained Optimization works, in general, by doing a search, starting at some initial values and taking steps that decrease (or for FindMaximum, increase) an objective or merit function. …

SPCALDA google
A new reduced-rank LDA method which works for high dimensional multi-class data. …

General-to-Specific Model (GETS) google
This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. Central aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection, noting that general-to-specific modeling is the practical embodiment of reduction. …

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