We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
The study presented in this paper analyses descriptions extracted with MPEG-7-descriptors from visual content from the statistical point of view. Good descriptors should generate ...
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementat...
By providing credit risk information, credit rating systems benefit most participants in financial markets, including issuers, investors, market regulators and intermediaries. In ...
In this work we propose a model for video scenes that contain temporal variability in shape and appearance. We propose a conditionally linear model akin to a dynamic extension of ...