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...
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...
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...
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...
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...