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DAGM
2010
Springer
14 years 10 months ago
Gaussian Mixture Modeling with Gaussian Process Latent Variable Models
Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristi...
Hannes Nickisch, Carl Edward Rasmussen
WSC
2007
14 years 12 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber
KDD
2010
ACM
250views Data Mining» more  KDD 2010»
15 years 1 months ago
Modeling relational events via latent classes
Many social networks can be characterized by a sequence of dyadic interactions between individuals. Techniques for analyzing such events are of increasing interest. In this paper,...
Christopher DuBois, Padhraic Smyth
ICML
2010
IEEE
14 years 10 months ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling
AIME
2007
Springer
15 years 3 months ago
Hierarchical Latent Class Models and Statistical Foundation for Traditional Chinese Medicine
Traditional Chinese medicine (TCM) is an important avenue for disease prevention and treatment for the Chinese people and is gaining popularity among others. However, many remain s...
Nevin Lianwen Zhang, Shihong Yuan, Tao Chen, Yi Wa...