This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
This paper addresses the estimation of symmetric χ2 -divergence between two point processes. We propose a novel approach by, first, mapping the space of spike trains in an appro...
Nonparametric methods are widely applicable to statistical learning problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeat...
It is well known that in situations involving the study of large datasets where influential observations or outliers maybe present, regression models based on the Maximum Likeliho...
This paper proposes a Bayesian algorithm to estimate the parameters of a smooth transition regression model. With in this model, time series are divided into segments and a linear...