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AUTOMATICA
2007
61views more  AUTOMATICA 2007»
15 years 5 months ago
Errors-in-variables methods in system identification
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...
Torsten Söderström
IJCV
2006
79views more  IJCV 2006»
15 years 5 months ago
Splines in Higher Order TV Regularization
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 ...
Gabriele Steidl, Stephan Didas, Julia Neumann
CORR
2007
Springer
147views Education» more  CORR 2007»
15 years 5 months ago
Identifying Small Mean Reverting Portfolios
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...
Alexandre d'Aspremont
JAIR
2006
138views more  JAIR 2006»
15 years 5 months ago
Logical Hidden Markov Models
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...
Kristian Kersting, Luc De Raedt, Tapani Raiko
NN
2006
Springer
128views Neural Networks» more  NN 2006»
15 years 5 months ago
Topographic map formation of factorized Edgeworth-expanded kernels
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...
Marc M. Van Hulle