Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
In distributional semantics studies, there is a growing attention in compositionally determining the distributional meaning of word sequences. Yet, compositional distributional mo...
Fabio Massimo Zanzotto, Ioannis Korkontzelos, Fran...
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
Abstract. A variational problem characterizing the density estimator defined by the maximum a posteriori method with Gaussian process priors is derived. It is shown that this probl...
The performance of m-out-of-n bagging with and without replacement in terms of the sampling ratio (m/n) is analyzed. Standard bagging uses resampling with replacement to generate ...