458 search results - page 18 / 92 » Bayesian estimation of the Gaussian mixture GARCH model |
CSDA
2007
13 years 8 months ago
2007
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
SDM
2004
SIAM
13 years 9 months ago
2004
SIAM
This paper presents a method of generating Mercer Kernels from an ensemble of probabilistic mixture models, where each mixture model is generated from a Bayesian mixture density e...
SOCO
2008
Springer
13 years 8 months ago
2008
Springer
We introduce a new method for data clustering based on a particular Gaussian mixture model (GMM). Each cluster of data, modeled as a GMM into an input space, is interpreted as a hy...
ICASSP
2010
IEEE
13 years 8 months ago
2010
IEEE
Gaussian mixture models (GMMs) are a convenient and essential tool for the estimation of probability density functions. Although GMMs are used in many research domains from image ...
CORR
2010
Springer
13 years 8 months ago
2010
Springer
Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has running ...