Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes.
- Published in:
- Machine Learning, 2019, v. 108, n. 12, p. 2159, doi. 10.1007/s10994-019-05818-x
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- Publication type:
- Article
Works matching IS 08856125 AND DT 2019 AND VI 108 AND IP 12
Results: 5
1
2
The kernel Kalman rule: Efficient nonparametric inference by recursive least-squares and subspace projections.
- Published in:
- Machine Learning, 2019, v. 108, n. 12, p. 2113, doi. 10.1007/s10994-019-05816-z
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- Publication type:
- Article
3
Speculate-correct error bounds for k-nearest neighbor classifiers.
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- Machine Learning, 2019, v. 108, n. 12, p. 2087, doi. 10.1007/s10994-019-05814-1
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- Publication type:
- Article
4
A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data.
- Published in:
- Machine Learning, 2019, v. 108, n. 12, p. 2061, doi. 10.1007/s10994-019-05810-5
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- Publication type:
- Article
5
2D compressed learning: support matrix machine with bilinear random projections.
- Published in:
- Machine Learning, 2019, v. 108, n. 12, p. 2035, doi. 10.1007/s10994-019-05804-3
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- Publication type:
- Article