A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
Topic models provide a powerful tool for analyzing large text collections by representing high dimensional data in a low dimensional subspace. Fitting a topic model given a set of...
Recent years have witnessed a dramatic increase in the quantity of image data collected, due to advances in fields such as medical imaging, reconnaissance, surveillance, astronomy...
Feature selection is an important task in order to achieve better generalizability in high dimensional learning, and structure learning of Markov random fields (MRFs) can automat...