Abstract: In this paper, the linear gaussian state space model is used to forecast the hourly electricity load. Since the weather variables have significant impacts on electricity demand, thus in our ...

Abstract: Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social ...

We propose an affine extension of the linear Gaussian term structure model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrixes.

Let (Y, (X i ) 1≤i≤p ) be a real zero mean Gaussian vector and V be a subset of {1,...,p}. Suppose we are given n i.i.d. replications of this vector. We propose a new test for testing that Y is ...

Classification task of body positions of skeletal body movements recorded from a Kinect device (Kinect Gesture Dataset). A Bayesian approach is employed using a Linear Gaussian Model and Maximum ...