Particle filters (PFs) are powerful samplingbased inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of prob...
Arnaud Doucet, Nando de Freitas, Kevin P. Murphy, ...
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
Robert Marschinski, Pietro Rossi, Massimo Tavoni, ...
?Gibbsian fields or Markov random fields are widely used in Bayesian image analysis, but learning Gibbs models is computationally expensive. The computational complexity is pronoun...
Randomization is an efficient tool for global optimization. We here define a method which keeps : – the order 0 of evolutionary algorithms (no gradient) ; – the stochastic as...
This paper presents an improved version of a simple evolution strategy (SES) to solve global nonlinear optimization problems. As its previous version, the approach does not require...