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CONCUR
2009
Springer
14 years 2 months ago
Strict Divergence for Probabilistic Timed Automata
Abstract. Probabilistic timed automata are an extension of timed automata with discrete probability distributions. In previous work, a probabilistic notion of time divergence for p...
Jeremy Sproston
ICDM
2006
IEEE
226views Data Mining» more  ICDM 2006»
14 years 1 months ago
Converting Output Scores from Outlier Detection Algorithms into Probability Estimates
Current outlier detection schemes typically output a numeric score representing the degree to which a given observation is an outlier. We argue that converting the scores into wel...
Jing Gao, Pang-Ning Tan
COLT
2008
Springer
13 years 9 months ago
Injective Hilbert Space Embeddings of Probability Measures
A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing and independence testing. ...
Bharath K. Sriperumbudur, Arthur Gretton, Kenji Fu...
JMLR
2010
118views more  JMLR 2010»
13 years 2 months ago
Hilbert Space Embeddings and Metrics on Probability Measures
A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing....
Bharath K. Sriperumbudur, Arthur Gretton, Kenji Fu...
HICSS
2002
IEEE
119views Biometrics» more  HICSS 2002»
14 years 17 days ago
An Inverse-Quantile Function Approach for Modeling Electricity Price
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
Shi-Jie Deng, Wenjiang Jiang