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- W2963888335 abstract "We introduce mixed LICORS, an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS extends the recent LICORS algorithm (Goerg and Shalizi, 2012) from hard clustering of predictive distributions to a non-parametric, EM-like soft clustering. This retains the asymptotic predictive optimality of LICORS, but, as we show in simulations, greatly improves out-of-sample forecasts with limited data. The new method is implemented in the publicly-available R package LICORS." @default.
- W2963888335 created "2019-07-30" @default.
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- W2963888335 date "2013-01-01" @default.
- W2963888335 modified "2023-09-23" @default.
- W2963888335 title "Mixed LICORS: A Nonparametric Algorithm for Predictive State Reconstruction." @default.
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