Time series are found widely in engineering and science. We study multiagent forecasting in time series, drawing from literature on time series, graphical models, and multiagent s...
We propose an unbounded-depth, hierarchical, Bayesian nonparametric model for discrete sequence data. This model can be estimated from a single training sequence, yet shares stati...
This work casts the traffic analysis of anonymity systems, and in particular mix networks, in the context of Bayesian inference. A generative probabilistic model of mix network ar...
Poisson regression models the noisy output of a counting function as a Poisson random variable, with a log-mean parameter that is a linear function of the input vector. In this wo...
Bayesian networks are directed acyclic graphs that represent dependencies between variables in a probabilistic model. Many time series models, including the hidden Markov models (H...