We consider the problem of improving the Gaussian approximate posterior marginals computed by expectation propagation and the Laplace method in latent Gaussian models and propose ...
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by...
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...
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
Assume that cause-effect relationships between variables can be described as a directed acyclic graph and the corresponding linear structural equation model We consider the identi...