5 citations · 11 across the 11 of their papers we have counts for
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stat.CO2018
Automatic Differentiation in Mixture Models
Siva Rajesh Kasa, Vaibhav Rajan
In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient de…
stat.AP2018★ 3 cited
A Test for detecting Structural Breakdowns in Markets using Eigenvalue Decompositions
Malay Bhattacharyya, Siva Rajesh Kasa
Correlations among stock returns during volatile markets differ substantially compared to those from quieter markets. During times of financial crisis, it has been observed that tr…