We present a novel method for learning with Gaussian process regression in a hierarchical Bayesian framework. In a first step, kernel matrices on a fixed set of input points are l...
We propose a new method of classifying documents into categories. We define for each category a finite mixture model based on soft clustering of words. We treat the problem of cla...
This note is best described as a ‘Research Challenge’, and concerns building an ultra high frequency (UHF) trading system. The emphasis is on addressing the problems posed by ...
R package flexmix provides flexible modelling of finite mixtures of regression models using the EM algorithm. Several new features of the software such as fixed and nested var...
We consider the problem of estimating the feedback coefficients of a linear feedback shift register (LFSR) based on noisy observations. In the current approach, the coefficients a...