Combining these results lead to the proposed Adaptive Optimizable Gaussian Process Regression Linear Least Squares Regression (AO-GPRLLSR) Filtering pipeline. The AO-GPRLLSR method generated an ...

Our approach avoids nested simulation or simulation and regression of cashflows by learning a Gaussian metamodel for the mark-to-market cube of a derivative portfolio. We model the joint posterior of ...

Human force estimation has numerous applications, including biomedical models, rehabilitation, biomechanical system control, and human-machine interfaces. To enable such applications, it is necessary ...