activity
20142025
most citedNon-parametric Estimation of Stochastic Differential Equations with Sparse Gaussian Processes

41 citations · 60 across the 6 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

stat.ML2025

Bayesian Nonparametric Dynamical Clustering of Time Series

Adrián Pérez-Herrero, Paulo Félix, Jesús Presedo +1

We present a method that models the evolution of an unbounded number of time series clusters by switching among an unknown number of regimes with linear dynamics. We develop a Baye…