—We consider distributed estimation of the inverse covariance matrix in Gaussian graphical models. These models factorize the multivariate distribution and allow for efficient d...
We introduce a functional representation of time series which allows forecasts to be performed over an unspecified horizon with progressively-revealed information sets. By virtue...
—One of main issues in point matching is the choice of the mapping function and the computation of its optimal hyperparameters. In this paper, we propose an attractive approach t...
In this paper we introduce a new underlying probabilistic model for principal component analysis (PCA). Our formulation interprets PCA as a particular Gaussian process prior on a ...