This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
Evaluating sums of multivariate Gaussians is a common computational task in computer vision and pattern recognition, including in the general and powerful kernel density estimatio...
Changjiang Yang, Ramani Duraiswami, Nail A. Gumero...
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...