Hidden Markov Models (HMMs) model sequential data in many fields such as text/speech processing and biosignal analysis. Active learning algorithms learn faster and/or better by cl...
Active learning methods have been considered with increased interest in the statistical learning community. Initially developed within a classification framework, a lot of extensio...
We present a novel method for learning with Gaussian process regression in a hierarchical Bayesian framework. In a first step, kernel matrices on a fixed set of input points are l...
We introduce an algorithm that learns gradients from samples in the supervised learning framework. An error analysis is given for the convergence of the gradient estimated by the ...
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...