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stat.ML2016
Short-term time series prediction using Hilbert space embeddings of autoregressive processes
Edgar A. Valencia, Mauricio A. Álvarez
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic aut…
stat.ML2015
A Parzen-based distance between probability measures as an alternative of summary statistics in Approximate Bayesian Computation
Carlos D. Zuluaga, Edgar A. Valencia, Mauricio A. Álvarez
Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior di…