75 search results - page 2 / 15 » Approximate inference by Markov chains on union spaces |
JMLR
2010
12 years 12 months ago
2010
We present an approximate inference approach to parameter estimation in a spatio-temporal stochastic process of the reaction-diffusion type. The continuous space limit of an infer...
JCNS
2010
13 years 3 months ago
2010
State space methods have proven indispensable in neural data analysis. However, common methods for performing inference in state-space models with non-Gaussian observations rely o...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 5 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
This paper studies the input design problem for system identification where time domain constraints have to be considered. A finite Markov chain is used to model the input of the s...
SIGMETRICS
2000
ACM
13 years 9 months ago
2000
ACM
We present a new approximation algorithm based on an exact representation of the state space S, using decision diagrams, and of the transition rate matrix R, using Kronecker algeb...