986 citations · 2k across the 50 of their papers we have counts for
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3 papers · 1 filter
cs.LG2017★ 1 cited
Online Forecasting Matrix Factorization
San Gultekin, John Paisley
In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In additio…
stat.ML2017
Location Dependent Dirichlet Processes
Shiliang Sun, John Paisley, Qiuyang Liu
Dirichlet processes (DP) are widely applied in Bayesian nonparametric modeling. However, in their basic form they do not directly integrate dependency information among data arisin…
math.OC2017★ 50 cited
Nonlinear Kalman Filtering with Divergence Minimization
San Gultekin, John Paisley
We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and -divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman…