Abstract--This paper presents local spline regression for semisupervised classification. The core idea in our approach is to introduce splines developed in Sobolev space to map the...
We present an algorithm to estimate the parameters of a linear model in the presence of heteroscedastic noise, i.e., each data point having a different covariance matrix. The algor...
In the identification of nonlinear dynamical models it may happen that not only the system dynamics have to be modeled but also the noise has a dynamic character. We show how to ad...
Identification and comparison of nonlinear dynamical system models using noisy and sparse experimental data is a vital task in many fields, however current methods are computation...
We consider the task of estimating, from observed data, a probabilistic model that is parameterized by a finite number of parameters. In particular, we are considering the situat...