On the Swiss franc front, investors are focusing on the speech from SNB Governor Thomas J. Jordan, which is due on Friday. This will provide insights into the likely monetary policy action by the SNB in its upcoming monetary policy meeting. Meanwhile, investors have shrugged off...
…the Factorial HMMs Factorial HMMs (Ghahramani and Jordan, 1997) A kind of dynamic Bayesian network. Inference using variational methods or sampling. Have been in a variety of applications (e.g. condition monitoring, biological sequences, speech recognition).From factorial HMMs to infinite ...