223 citations · 435 across the 41 of their papers we have counts for
3 papers · 2 filters
Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States
Xu Gao, Babak Shahbaba, Hernando Ombao
Motivated by the problem of predicting sleep states, we develop a mixed effects model for binary time series with a stochastic component represented by a Gaussian process. The fixe…
Flexible Bayesian Dynamic Modeling of Correlation and Covariance Matrices
Shiwei Lan, Andrew Holbrook, Gabriel A. Elias +3
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the co…
The nonparametric Fisher geometry and the chi-square process density prior
Andrew Holbrook, Shiwei Lan, Jeffrey Streets +1
It is well known that the Fisher information induces a Riemannian geometry on parametric families of probability density functions. Following recent work, we consider the nonparame…