This paper presents a novel method for learning from a labeled dataset to accurately classify unknown data. The recursive algorithm, termed Recursive Hyperspheric Classification, ...
Classical dynamic Bayesian networks (DBNs) are based on the homogeneous Markov assumption and cannot deal with heterogeneity and non-stationarity in temporal processes. Various ap...
We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
A new method for classification is proposed. This is based on kernel orthonormalized partial least squares (PLS) dimensionality reduction of the original data space followed by a ...