One of the important approaches for Knowledge discovery and Data mining is to estimate unobserved variables because latent variables can indicate hidden and specific properties o...
Abstract: Structure learning of dynamic Bayesian networks provide a principled mechanism for identifying conditional dependencies in time-series data. This learning procedure assum...
—Inferring latent structures from observations helps to model and possibly also understand underlying data generating processes. A rich class of latent structures are the latent ...
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulate...