Alexander Y. Shestopaloff
- Outlier-robust Kalman Filtering through Generalised Bayes
2024/05/09 by Gerardo Duràn-Martín, Matias Altamirano, Duran-Martin, Gerardo +13 · 14 citations
Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Fault Detection and Control Systems #Inertial Sensor and Navigation
- On Bayesian inference for the M/G/1 queue with efficient MCMC sampling
2014/01/22 by Alexander Y. Shestopaloff, Radford M. Neal, Shestopaloff, Alexander Y. +1 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Stochastic processes and statistical mechanics #stat.CO
- Replica Conditional Sequential Monte Carlo
2019/05/13 by Alexander Y. Shestopaloff, Arnaud Doucet, Shestopaloff, Alexander Y. +1 · 1 citation
Computer Science · Mathematics · #Target Tracking and Data Fusion in Sensor Networks #Markov Chains and Monte Carlo Methods #Bayesian Modeling and Causal Inference
- A unifying framework for generalised Bayesian online learning in non-stationary environments
2024/11/15 by Gerardo Duràn-Martín, Duran-Martin, Gerardo, Leandro Sánchez-Betancourt +5 · 2 citations
Computer Science · #Data Stream Mining Techniques #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
2025/04/29 by Yichi Zhang, Mihai Cucuringu, Zhang, Yichi +5 · 3 voices · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR) #q-fin.TR