We present a new nonlinear optimization procedure for the computation of generalized Gaussian quadratures for a broad class of square integrable functions on intervals. While some ...
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
We propose an efficient scheme for evaluating nonlinear subspace forces (and Jacobians) associated with subspace deformations. The core problem we address is efficient integration...
In this work, we present a general method for approximating nonlinear transformations of Gaussian mixture random variables. It is based on transforming the individual Gaussians wi...
We introduce a variational inference framework for training the Gaussian process latent variable model and thus performing Bayesian nonlinear dimensionality reduction. This method...