no code implementations • 15 Nov 2018 • Shunsuke Tsuzuki, Yu Nishiyama
In machine learning, a nonparametric forecasting algorithm for time series data has been proposed, called the kernel spectral hidden Markov model (KSHMM).
no code implementations • 18 Sep 2014 • Yu Nishiyama, Motonobu Kanagawa, Arthur Gretton, Kenji Fukumizu
Our contribution in this paper is to introduce a novel approach, termed the {\em model-based kernel sum rule} (Mb-KSR), to combine a probabilistic model and kernel Bayesian inference.
no code implementations • 28 Mar 2014 • Yu Nishiyama, Kenji Fukumizu
If $P, Q$, and kernel $k$ are Gaussians, then computation (i) and (ii) results in Gaussian pdfs that is tractable.
no code implementations • 17 Dec 2013 • Motonobu Kanagawa, Yu Nishiyama, Arthur Gretton, Kenji Fukumizu
In particular, the sampling and resampling procedures are novel in being expressed using kernel mean embeddings, so we theoretically analyze their behaviors.