Reading some recent blogs, I sense a level of angst among Data Science practitioners about the nature of their field. What exactly IS Data Science - a question that seems to lurk just below the surface . . .
As a young field of study and work, it will naturally take time for a definition of Data Science to crystallize. In the meantime, see if this works for you . . .…Continue
In my recent blog, Marrying Kalman Filtering & Machine Learning, we saw the merger of Bayesian exact recursive estimation (algorithm for which is Kalman Filter/Smoother in the linear, Gaussian case) and Machine Learning. We developed a solution called Kernel Projection Kalman Filter for business applications that…Continue
When you Google “Kalman Filter AND Machine Learning”, very few interesting references pop up! Perhaps my search terms are not the best, perhaps Fintech guys keep such algorithms close to their vests, perhaps there is not much of work done in bringing these two incredibly powerful tools together...
In any case, Part II of my new book, “Systems Analytics: Adaptive Machine Learning workbook” focuses exactly on this merger.
I am happy to report that pre-publication copy…Continue