We estimate the variance parameter of a stationary simulation-generated process using “folded” versions of standardized time series area estimators. We formulate improved vari...
Claudia Antonini, Christos Alexopoulos, David Gold...
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...
Abstract. This article presents a method for training Dynamic Factor Graphs (DFG) with continuous latent state variables. A DFG includes factors modeling joint probabilities betwee...
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...