3 papers · 1 filter
Generalized Factor Neural Network Model for High-dimensional Regression
Zichuan Guo, Mihai Cucuringu, Alexander Y. Shestopaloff
We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationship…
A unifying framework for generalised Bayesian online learning in non-stationary environments
Gerardo Duran-Martin, Leandro Sánchez-Betancourt, Alexander Y. Shestopaloff +1
We propose a unifying framework for methods that perform probabilistic online learning in non-stationary environments. We call the framework BONE, which stands for generalised (B)a…
Outlier-robust Kalman Filtering through Generalised Bayes
Gerardo Duran-Martin, Matias Altamirano, Alexander Y. Shestopaloff +5
We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models.…