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A Remarkable Equivalence between Non-Stationary Precise and Stationary Imprecise Uncertainty Models in Computable Randomness.
Floris Persiau
Jasper De Bock
Gert de Cooman
Published in:
ISIPTA (2021)
Keyphrases
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non stationary
random fields
autoregressive
adaptive algorithms
empirical mode decomposition
stock price
image processing
computer vision
probabilistic model
gaussian mixture model
concept drift
temporal evolution
white noise