In this paper, an original result in terms of a sufficient condition to test identifiability of nonlinear delayed-differential models with constant delays and multi-inputs is give...
The Conditional Restricted Boltzmann Machine (CRBM) is a recently proposed model for time series that has a rich, distributed hidden state and permits simple, exact inference. We ...
This paper addresses the problem of discriminative training of language models that does not require any transcribed acoustic data. We propose to minimize the conditional entropy ...
We provide a polyhedral description of the conditions for the existence of the maximum likelihood estimate (MLE) for a hierarchical log-linear model. The MLE exists if and only if...
Nicholas Eriksson, Stephen E. Fienberg, Alessandro...
In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...