Abstract. Support Vector Machines Regression (SVMR) is a learning technique where the goodness of fit is measured not by the usual quadratic loss function (the mean square error),...
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
Pel-recursive motion estimation is a well-established approach. However, in the presence of noise, it becomes an ill-posed problem that requires regularization. In this paper, mot...
Given a classification problem, our goal is to find a low-dimensional linear transformation of the feature vectors which retains information needed to predict the class labels. We...