116 citations · 137 across the 24 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
cs.LG2012★ 2 cited
Mixture Gaussian Process Conditional Heteroscedasticity
Emmanouil A. Platanios, Sotirios P. Chatzis
Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in f…
cs.LG2012★ 1 cited
The Kernel Pitman-Yor Process
Sotirios P. Chatzis, Dimitrios Korkinof, Yiannis Demiris
In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by fi…