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» Predicting non-stationary processes
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ICML
2010
IEEE
15 years 7 months ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling
ICASSP
2010
IEEE
15 years 6 months ago
Optimized intrinsic dimension estimator using nearest neighbor graphs
We develop an approach to intrinsic dimension estimation based on k-nearest neighbor (kNN) distances. The dimension estimator is derived using a general theory on functionals of k...
Kumar Sricharan, Raviv Raich, Alfred O. Hero III
ICASSP
2010
IEEE
15 years 6 months ago
Performance following: Tracking a performance without a score
We present a technique for following a live performance in the situation where a score is not available. Making use of a local alignment between recent and longer term musical inf...
Adam M. Stark, Mark D. Plumbley
ENTCS
2010
119views more  ENTCS 2010»
15 years 6 months ago
Bio-PEPA for Epidemiological Models
Many models have been defined in order to describe the evolution of a disease in a population. The modelling of diseases is helpful to understand the mechanisms for their spread a...
Federica Ciocchetta, Jane Hillston
ICIP
2010
IEEE
15 years 4 months ago
Learning denoising bounds for noisy images
In [1], we derived an expression for the fundamental limit to image denoising assuming that the noise-free image is available. In this paper, we propose an estimator for the bound...
Priyam Chatterjee, Peyman Milanfar