458 search results - page 5 / 92 » Bayesian estimation of the Gaussian mixture GARCH model |
CSDA
2007
13 years 7 months ago
2007
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...
IWANN
2005
Springer
14 years 26 days ago
2005
Springer
In many practical applications, the data is organized along a manifold of lower dimension than the dimension of the embedding space. This additional information can be used when le...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
In many applications non-stationary Gaussian or stationary nonGaussian noises can be observed. In this paper we present a maximum a posteriori estimation jointly of spectral ampli...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
In this study, we investigate online Bayesian estimation of the measurement noise density of a given state space model using particle filters and Dirichlet process mixtures. Diri...
CVPR
2008
IEEE
14 years 9 months ago
2008
IEEE
We propose a variational bayes approach to the problem of robust estimation of gaussian mixtures from noisy input data. The proposed algorithm explicitly takes into account the un...