458 search results - page 36 / 92 » Bayesian estimation of the Gaussian mixture GARCH model |
ITCC
2003
IEEE
14 years 1 months ago
2003
IEEE
The Cluster-Weighted Modeling (CWM) is emerging as a versatile tool for modeling dynamical systems. It is a mixture density estimator around local models. To be specific, the inpu...
IVC
2010
13 years 7 months ago
2010
In this paper we propose a Gaussian-kernel-based online kernel density estimation which can be used for applications of online probability density estimation and online learning. ...
JMLR
2010
13 years 3 months ago
2010
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
ICML
2003
IEEE
14 years 9 months ago
2003
IEEE
We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We define a probabilistic generative model for the value function by i...
JMLR
2011
13 years 3 months ago
2011
We propose a fully Bayesian methodology for generalized kernel mixed models (GKMMs), which are extensions of generalized linear mixed models in the feature space induced by a repr...