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TIT
2010
128views Education» more  TIT 2010»
12 years 11 months ago
General classes of performance lower bounds for parameter estimation: part II: Bayesian bounds
In this paper, a new class of Bayesian lower bounds is proposed. Derivation of the proposed class is performed via projection of each entry of the vector-function to be estimated ...
Koby Todros, Joseph Tabrikian
ECAI
2006
Springer
13 years 8 months ago
Improving Bound Propagation
Abstract. This paper extends previously proposed bound propagation algorithm [11] for computing lower and upper bounds on posterior marginals in Bayesian networks. We improve the b...
Bozhena Bidyuk, Rina Dechter
ICAART
2010
INSTICC
14 years 2 months ago
Complexity of Stochastic Branch and Bound Methods for Belief Tree Search in Bayesian Reinforcement Learning
There has been a lot of recent work on Bayesian methods for reinforcement learning exhibiting near-optimal online performance. The main obstacle facing such methods is that in most...
Christos Dimitrakakis
JMLR
2002
115views more  JMLR 2002»
13 years 4 months ago
PAC-Bayesian Generalisation Error Bounds for Gaussian Process Classification
Approximate Bayesian Gaussian process (GP) classification techniques are powerful nonparametric learning methods, similar in appearance and performance to support vector machines....
Matthias Seeger
NIPS
2000
13 years 6 months ago
On Reversing Jensen's Inequality
Jensen's inequality is a powerful mathematical tool and one of the workhorses in statistical learning. Its applications therein include the EM algorithm, Bayesian estimation ...
Tony Jebara, Alex Pentland