In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a compu...
A common approach to split selection in classification trees is to search through all possible splits generated by predictor variables. A splitting criterion is then used to evalu...
In this investigation, the problem of estimating the probability density function of a function of m independent identically distributed random variables, g(X1, X2, ..., Xm) is co...
The greedy search approach to variable selection in regression trees with constant fits is considered. At each node, the method usually compares the maximally selected statistic a...