24 search results - page 1 / 5 » Nonparametric statistical inference for ergodic processes |
TIT
2010
12 years 11 months ago
2010
In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only as...
JACM
2010
13 years 3 months ago
2010
clustering of documents according to sharing of topics at multiple levels of abstraction. Given a corpus of documents, a posterior inference algorithm finds an approximation to a ...
ICML
2010
IEEE
13 years 6 months ago
2010
IEEE
The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of co...
CORR
2006
Springer
13 years 5 months ago
2006
Springer
We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, ba...
CSDA
2007
13 years 4 months ago
2007
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...