Ted Meeds
I am currently a Postdoctoral Fellow at the University of Toronto, working with Brendan Frey analyzing yeast gene interactions.  I just completed a PhD in the Machine Learning Group at the University of Toronto. My advisor was Sam Roweis.
 
My research focused on the application nonparametric Bayesian priors to novel machine learning models.
 
I am seeking employment as a Quantitative Researcher at hedge funds, prop trading firms, and investment banks.  I am interested in applying Machine Learning techniques to financial time-series modeling and automated/systematic trading strategies.  
Publications
 
Edward Meeds,
Nonparametric Bayesian Methods for Extracting Structure from Data,  
PhD Thesis, Department of Computer Science, University of Toronto, 2008. [pdf]
 
Edward Meeds, David Ross, Richard Zemel, and Sam Roweis,
Learning Stick-figure Models using Nonparametric Bayesian Priors over Trees,
Computer Vision and Pattern Recognition, 2008 (to appear). [pdf]
 
Edward Meeds and Sam Roweis,
Nonparametric Bayesian Biclustering,
UTML-TR-2007-001, Technical Report, University of Toronto, 2007. [pdf]
 
Edward Meeds, Zoubin Ghahramani, Radford Neal, and Sam Roweis,  
Modeling Dyadic Data with Binary Latent Factors,  
Neural Information Processing Systems,  2006. [pdf]
 
Edward Meeds and Simon Osindero,
An Alternative Infinite Mixture of Gaussian Process Experts,
Neural Information Processing Systems, 2005.  [pdf]
 
Edward Meeds,
Novelty Detection Model Selection Using Volume Selection,
UMTL-TR-2005-004, Technical Report, University of Toronto, 2005. [pdf]
CV: [pdf]
email: ewm[at]cs[dot]toronto[dot]edu