Abstract: In order to solve various problems in a Bayesian framework efficiently, it is critical to approximate a posterior distribution. This work provides a Gaussian approximation of a general ...
Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...
Abstract: This paper studies the control-oriented recursive identification of finite impulse response systems with binary-valued observations. Inspired by the Maximum Likelihood method, a novel ...