In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underly...
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given ...
Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biolo...
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
3D Bayesian regularization applied to diffusion tensor MRI is presented here. The approach uses Markov Random Field ideas and is based upon the definition of a 3D neighborhood syst...