Motivated by parallel optimization, we experiment EDA-like adaptation-rules in the case of λ large. The rule we use, essentially based on estimation of multivariate normal algorit...
We consider on-line density estimation with the multivariate Gaussian distribution. In each of a sequence of trials, the learner must posit a mean µ and covariance Σ; the learner...
A new method for estimating multivariate autoregressive (MVAR) models of cortical connectivity from surface EEG or MEG measurements is presented. Conventional approaches to this p...
Abstract. We present a novel algorithm for approximating the parameters of a multivariate t-distribution. At the expense of a slightly decreased accuracy in the estimates, the prop...