The scores returned by support vector machines are often used as a confidence measures in the classification of new examples. However, there is no theoretical argument sustaining ...
Least-squares estimation has always been the main approach when applying prediction error methods (PEM) in the identification of linear dynamical systems. Regardless of the estim...
Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likeli...
A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likeli...
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...