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» Variational inference for Markov jump processes
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IPSN
2004
Springer
13 years 10 months ago
Estimation from lossy sensor data: jump linear modeling and Kalman filtering
Due to constraints in cost, power, and communication, losses often arise in large sensor networks. The sensor can be modeled as an output of a linear stochastic system with random...
Alyson K. Fletcher, Sundeep Rangan, Vivek K. Goyal
JMLR
2010
169views more  JMLR 2010»
13 years 6 hour ago
Matrix-Variate Dirichlet Process Mixture Models
We are concerned with a multivariate response regression problem where the interest is in considering correlations both across response variates and across response samples. In th...
Zhihua Zhang, Guang Dai, Michael I. Jordan
3DPVT
2006
IEEE
188views Visualization» more  3DPVT 2006»
13 years 9 months ago
Statistical Inference of Biological Structure and Point Spread Functions in 3D Microscopy
We present a novel method for detecting and quantifying 3D structure in stacks of microscopic images captured at incremental focal lengths. We express the image data as stochastic...
Joseph Schlecht, Kobus Barnard, Barry Pryor
JMLR
2010
140views more  JMLR 2010»
13 years 6 hour ago
Mean Field Variational Approximation for Continuous-Time Bayesian Networks
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact r...
Ido Cohn, Tal El-Hay, Nir Friedman, Raz Kupferman
ICA
2007
Springer
13 years 9 months ago
Conjugate Gamma Markov Random Fields for Modelling Nonstationary Sources
In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underly...
Ali Taylan Cemgil, Onur Dikmen