43 search results - page 4 / 9 » Bayesian Nonparametric Inference of Switching Dynamic Linear... |
ICA
2007
Springer
13 years 9 months ago
2007
Springer
Abstract. A nonparametric Bayesian extension of Independent Components Analysis (ICA) is proposed where observed data Y is modelled as a linear superposition, G, of a potentially i...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
JMLR
2010
13 years 1 days ago
2010
A non-parametric hierarchical Bayesian framework is developed for designing a classifier, based on a mixture of simple (linear) classifiers. Each simple classifier is termed a loc...
CORR
2010
Springer
13 years 3 months ago
2010
Springer
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
JMLR
2010
13 years 1 days ago
2010
Given several related learning tasks, we propose a nonparametric Bayesian model that captures task relatedness by assuming that the task parameters (i.e., predictors) share a late...