2 papers
stat.ML2008
Local Procrustes for Manifold Embedding: A Measure of Embedding Quality and Embedding Algorithms
Y. Goldberg, Y. Ritov
We present the Procrustes measure, a novel measure based on Procrustes rotation that enables quantitative comparison of the output of manifold-based embedding algorithms (such as L…
math.ST2007
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Randal Douc, Eric Moulines, Ya'Acov Ritov
We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupli…