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Gaussian Process Vine Copulas for Multivariate Dependence
"... Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of highdimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to s ..."
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Cited by 3 (1 self)
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Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of highdimensional copulas by constructing a hierarchy of conditional bivariate copulas. However
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
 Journal of Business and Economic Statistics
, 2002
"... Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled wi ..."
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Cited by 684 (17 self)
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Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled
Probabilistic Visual Learning for Object Representation
, 1996
"... We present an unsupervised technique for visual learning which is based on density estimation in highdimensional spaces using an eigenspace decomposition. Two types of density estimates are derived for modeling the training data: a multivariate Gaussian (for unimodal distributions) and a Mixtureof ..."
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Cited by 705 (15 self)
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We present an unsupervised technique for visual learning which is based on density estimation in highdimensional spaces using an eigenspace decomposition. Two types of density estimates are derived for modeling the training data: a multivariate Gaussian (for unimodal distributions) and a MixtureofGaussians
Survey on Independent Component Analysis
 NEURAL COMPUTING SURVEYS
, 1999
"... A common problem encountered in such disciplines as statistics, data analysis, signal processing, and neural network research, is nding a suitable representation of multivariate data. For computational and conceptual simplicity, such a representation is often sought as a linear transformation of the ..."
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Cited by 2241 (104 self)
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A common problem encountered in such disciplines as statistics, data analysis, signal processing, and neural network research, is nding a suitable representation of multivariate data. For computational and conceptual simplicity, such a representation is often sought as a linear transformation
Graphical models, exponential families, and variational inference
, 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
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Cited by 800 (26 self)
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The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical
ModelBased Clustering, Discriminant Analysis, and Density Estimation
 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
, 2000
"... Cluster analysis is the automated search for groups of related observations in a data set. Most clustering done in practice is based largely on heuristic but intuitively reasonable procedures and most clustering methods available in commercial software are also of this type. However, there is little ..."
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Cited by 557 (28 self)
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for modelbased clustering that provides a principled statistical approach to these issues. We also show that this can be useful for other problems in multivariate analysis, such as discriminant analysis and multivariate density estimation. We give examples from medical diagnosis, mineeld detection, cluster
Mixtures of Probabilistic Principal Component Analysers
, 1998
"... Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a com ..."
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Cited by 537 (6 self)
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Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a
CONDENSATION  conditional density propagation for visual tracking
 International Journal of Computer Vision
, 1998
"... The problem of tracking curves in dense visual clutter is challenging. Kalman filtering is inadequate because it is based on Gaussian densities which, being unimodal, cannot represent simultaneous alternative hypotheses. The Condensation algorithm uses "factored sampling", previously appli ..."
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Cited by 1499 (12 self)
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The problem of tracking curves in dense visual clutter is challenging. Kalman filtering is inadequate because it is based on Gaussian densities which, being unimodal, cannot represent simultaneous alternative hypotheses. The Condensation algorithm uses "factored sampling", previously
An Econometric Study of Vine Copulas
"... We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We prove the asymptotic normality of the vine copula parameter estimator and show that all vin ..."
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We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We prove the asymptotic normality of the vine copula parameter estimator and show that all
Implications of rational inattention
 JOURNAL OF MONETARY ECONOMICS
, 2002
"... A constraint that actions can depend on observations only through a communication channel with finite Shannon capacity is shown to be able to play a role very similar to that of a signal extraction problem or an adjustment cost in standard control problems. The resulting theory looks enough like fa ..."
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Cited by 514 (10 self)
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A constraint that actions can depend on observations only through a communication channel with finite Shannon capacity is shown to be able to play a role very similar to that of a signal extraction problem or an adjustment cost in standard control problems. The resulting theory looks enough like
Results 1  10
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