The Conditional Restricted Boltzmann Machine (CRBM) is a recently proposed model for time series that has a rich, distributed hidden state and permits simple, exact inference. We ...
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Exploring gene regulatory network is a key topic in molecular biology. In this paper, we present a new dynamic Bayesian network (DBN) framework embedded with structural expectatio...