Least-squares estimation has always been the main approach when applying prediction error methods (PEM) in the identification of linear dynamical systems. Regardless of the estim...
Independent Component Analysis is becoming a popular exploratory method for analysing complex data such as that from FMRI experiments. The application of such `model-free' me...
We often seek to identify co-occurring hidden features in a set of observations. The Indian Buffet Process (IBP) provides a nonparametric prior on the features present in each obs...
Abstract--We consider inference in a general data-driven object-based model of multichannel audio data, assumed generated as a possibly underdetermined convolutive mixture of sourc...
Constructing tractable dependent probability distributions over structured continuous random vectors is a central problem in statistics and machine learning. It has proven diffic...