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 ...
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...
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...
Approximate Bayesian Gaussian process (GP) classification techniques are powerful nonparametric learning methods, similar in appearance and performance to support vector machines....
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 ...