Abstract: The paper gives a survey of errors-in-variables methods in system identification. Background and motivation are given, and examples illustrate why the identification pr...
Splines play an important role as solutions of various interpolation and approximation problems that minimize special functionals in some smoothness spaces. In this paper, we show ...
Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
Logical hidden Markov models (LOHMMs) upgrade traditional hidden Markov models to deal with sequences of structured symbols in the form of logical atoms, rather than flat characte...
We introduce a new learning algorithm for topographic map formation of Edgeworth-expanded Gaussian activation kernels. In order to avoid the rapid increase in kernel parameters, a...