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06/02/2023
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
Reduced-rank regression recognises the possibility of a rank-deficient m...
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05/31/2023
Low-rank extended Kalman filtering for online learning of neural networks from streaming data
We propose an efficient online approximate Bayesian inference algorithm ...
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05/11/2023
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
In multivariate time series systems, key insights can be obtained by dis...
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04/06/2020
Graph Distances and Clustering
With a view on graph clustering, we present a definition of vertex-to-ve...
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05/13/2019