Multivariate Time Series Search

An Algorithm, Kanishka Bhaduri's Collection - 13 years, 5 months ago

Shared By: Kanishka Bhaduri

Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical monitoring, and ...

stableGP

An Algorithm, Ashok Srivastava's Collection - 11 years, 1 month ago

Shared By: Ashok Srivastava

The code in the stableGP package implements Gaussian process calculations using efficient and numerically stable algorithms. Description of the algorithms is in the paper "Stable ...

Mixture Density Mercer Kernels

An Algorithm, Ashok Srivastava's Collection - 11 years, 1 month ago

Shared By: Ashok Srivastava

We present a method of generating Mercer Kernels from an ensemble of probabilistic mixture models, where each mixture model is generated from a Bayesian mixture ...