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JMLR
2010
134views more  JMLR 2010»
13 years 7 months ago
Estimation of a Structural Vector Autoregression Model Using Non-Gaussianity
Analysis of causal effects between continuous-valued variables typically uses either autoregressive models or structural equation models with instantaneous effects. Estimation of ...
Aapo Hyvärinen, Kun Zhang, Shohei Shimizu, Pa...
SIAMCO
2000
89views more  SIAMCO 2000»
14 years 12 days ago
Persistence of Excitation Properties for Time-Varying Autoregressive Systems
It is well known that a crucial property for the effective identification of time-varying systems is that the data carry continual information on the parameters to be estimated. As...
Sergio Bittanti, Marco C. Campi
ICML
2008
IEEE
15 years 1 months ago
Causal modelling combining instantaneous and lagged effects: an identifiable model based on non-Gaussianity
Causal analysis of continuous-valued variables typically uses either autoregressive models or linear Gaussian Bayesian networks with instantaneous effects. Estimation of Gaussian ...
Aapo Hyvärinen, Patrik O. Hoyer, Shohei Shimi...
ICML
2009
IEEE
15 years 1 months ago
Learning dictionaries of stable autoregressive models for audio scene analysis
In this paper, we explore an application of basis pursuit to audio scene analysis. The goal of our work is to detect when certain sounds are present in a mixed audio signal. We fo...
Youngmin Cho, Lawrence K. Saul