63 citations · 95 across the 8 of their papers we have counts for
4 papers · 1 filter
Rebuttal of the 'Letter to the Editor' of Annals of Applied Statistics on Lambert W x F Distributions and the IGMM Algorithm
Georg M. Goerg
I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definitio…
Mixed LICORS: A Nonparametric Algorithm for Predictive State Reconstruction
Georg M. Goerg, Cosma Rohilla Shalizi
We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS ext…
LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatio-Temporal Systems
Georg M. Goerg, Cosma Rohilla Shalizi
We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (L…
Forecastable Component Analysis (ForeCA)
Georg M. Goerg
I introduce Forecastable Component Analysis (ForeCA), a novel dimension reduction technique for temporally dependent signals. Based on a new forecastability measure, ForeCA finds a…