4 citations · 4 across the 1 of their papers we have counts for
2 papers
stat.ML2019★ 4 cited
Rotation Invariant Householder Parameterization for Bayesian PCA
Rajbir S. Nirwan, Nils Bertschinger
We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a rotational symmetry. This…
cs.CE2018
Applications of Gaussian Process Latent Variable Models in Finance
Rajbir-Singh Nirwan, Nils Bertschinger
Estimating covariances between financial assets plays an important role in risk management. In practice, when the sample size is small compared to the number of variables, the empi…