We present the first PAC bounds for learning parameters of Conditional Random Fields [12] with general structures over discrete and real-valued variables. Our bounds apply to com...
The paradigm of the proxel ("probability element") was recently introduced in order to provide a new algorithmic approach to analysing discrete-state stochastic models s...
Obtaining performance models, like Markov chains and queueing networks, for systems of significant complexity and magnitude is a difficult task that is usually tackled using human...
We propose an analytic moment-based filter for nonlinear stochastic dynamic systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matr...
Marc Peter Deisenroth, Marco F. Huber, Uwe D. Hane...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...