Sciweavers

301 search results - page 4 / 61
» Topic models with power-law using Pitman-Yor process
Sort
View
FS
2011
168views more  FS 2011»
12 years 8 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
ICML
2009
IEEE
14 years 6 months ago
A stochastic memoizer for sequence data
We propose an unbounded-depth, hierarchical, Bayesian nonparametric model for discrete sequence data. This model can be estimated from a single training sequence, yet shares stati...
Frank Wood, Cédric Archambeau, Jan Gasthaus...
EMNLP
2009
13 years 3 months ago
The infinite HMM for unsupervised PoS tagging
We extend previous work on fully unsupervised part-of-speech tagging. Using a non-parametric version of the HMM, called the infinite HMM (iHMM), we address the problem of choosing...
Jurgen Van Gael, Andreas Vlachos, Zoubin Ghahraman...
PR
2007
101views more  PR 2007»
13 years 4 months ago
Use of power law models in detecting region of interest
In this paper, we shall address the issue of semantic extraction of different regions of interest. The proposed approach is based on statistical methods and models inspired from l...
Yves Caron, Pascal Makris, Nicole Vincent
COMSWARE
2007
IEEE
13 years 11 months ago
Analysis of Dynamic Sensor Networks: Power Law Then What?
— Recent studies on wireless sensor networks (WSN) have shown that the duration of contacts and inter-contacts are power law distributed. While this is a strong property of these...
Eric Fleury, Jean-Loup Guillaume, Céline Ro...