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» Bayesian Parameter Estimation: A Monte Carlo Approach
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AUTOMATICA
2010
122views more  AUTOMATICA 2010»
13 years 4 months ago
Bayesian system identification via Markov chain Monte Carlo techniques
The work here explores new numerical methods for supporting a Bayesian approach to parameter estimation of dynamic systems. This is primarily motivated by the goal of providing ac...
Brett Ninness, Soren J. Henriksen
ICML
2008
IEEE
14 years 5 months ago
Bayesian probabilistic matrix factorization using Markov chain Monte Carlo
Low-rank matrix approximation methods provide one of the simplest and most effective approaches to collaborative filtering. Such models are usually fitted to data by finding a MAP...
Ruslan Salakhutdinov, Andriy Mnih
AAAI
2006
13 years 6 months ago
Bayesian Calibration for Monte Carlo Localization
Localization is a fundamental challenge for autonomous robotics. Although accurate and efficient techniques now exist for solving this problem, they require explicit probabilistic...
Armita Kaboli, Michael H. Bowling, Petr Musí...
OR
2002
Springer
13 years 4 months ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis