Publications

Making Democracy Work

Why do some democratic governments succeed and others fail? In a book that has received attention from policymakers and activists in America and around the world, Robert Putnam...

FOUNDATIONS OF STATISTICS

A statistical framework for SNP calling, mutation discovery, association mapping and population genetical parameter estimation from sequencing data

Abstract Motivation: Most existing methods for DNA sequence analysis rely on accurate sequences or genotypes. However, in applications of the next-generation sequencing (NGS), a...

Collaborative Governance in Theory and Practice

Abstract Over the past few decades, a new form of governance has emerged to replace adversarial and managerial modes of policy making and implementation. Collaborative governanc...

From FastQ Data to High‐Confidence Variant Calls: The Genome Analysis Toolkit Best Practices Pipeline

Abstract This unit describes how to use BWA and the Genome Analysis Toolkit (GATK) to map genome sequencing data to a reference and produce high‐quality variant calls that can b...

Sequencing technologies — the next generation

Demand has never been greater for revolutionary technologies that deliver fast, inexpensive and accurate genome information. This challenge has catalysed the development of next...

Scholarship Reconsidered: Priorities of the Professoriate

About Ernest L. Boyer vii About the Editors ix About the Contributors xi Editors Acknowledgments xv A Note to the Reader xvii Foreword: Scholarship Reconsidered s Influence in L...

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

Introduction to Reinforcement Learning

From the Publisher: In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the key ideas and algorithms of reinforcement learning. The...

Handbook of reading research

Contents: Preface. Part I: R. Barr, Society and Literacy. S.B. Heath, The Sense of Being Literate: Historical and Cross-Cultural Features. P. Foster, A. Purves, Literacy and Soc...

Analyzing the past to prepare for the future: writing a literature review

A review of prior, relevant literature is an essential feature of any academic project. An effective review creates a firm foundation for advancing knowledge. It facilitates the...

Learning Deep Architectures for AI