50 citations · 97 across the 10 of their papers we have counts for
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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…
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…