48 search results - page 1 / 10 » Estimating Dynamic Graphical Models from Multivariate Time-s... |
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Graphical models are useful for capturing interdependencies of statistical variables in various fields. Estimating parameters describing sparse graphical models of stationary mul...
ICML
2007
IEEE
14 years 5 months ago
2007
IEEE
We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...
AINA
2008
IEEE
13 years 11 months ago
2008
IEEE
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
IDA
2003
Springer
13 years 9 months ago
2003
Springer
Abstract. Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any mode...
CSDA
2006
13 years 4 months ago
2006
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...