Michael Markov

Bayesian Estimation of Time-Varying Regression with Changing Time-Volatility for Detection of Hidden Events in Non-Stationary Signals

Vadim Mottl, Andrey Kopylov, Olga Krasotkina, 2010 .

Methods of Hyperparameter Estimation in Time-Varying Regression Models with Application to Dynamic Style Analysis of Investment Portfolios

Vadim Mottl, Olga Krasotkina, Michael Markov, 2017, MLDM.

Constrained Regularized Regression Model Search in Large Sets of Regressors

Vadim Mottl, Alexey Morozov, Olga Krasotkina, 2018, MLDM.