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» Causal inference using the algorithmic Markov condition
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NIPS
2003
14 years 11 months ago
Inferring State Sequences for Non-linear Systems with Embedded Hidden Markov Models
We describe a Markov chain method for sampling from the distribution of the hidden state sequence in a non-linear dynamical system, given a sequence of observations. This method u...
Radford M. Neal, Matthew J. Beal, Sam T. Roweis
IPMU
1992
Springer
15 years 1 months ago
Rule-Based Systems with Unreliable Conditions
This paper deals with the problem of inference under uncertain information. This is a generalization of a paper of Cardona et al. (1991a) where rules were not allowed to contain n...
L. Cardona, Jürg Kohlas, Paul-André Mo...
ICA
2012
Springer
13 years 5 months ago
New Online EM Algorithms for General Hidden Markov Models. Application to the SLAM Problem
In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times ...
Sylvain Le Corff, Gersende Fort, Eric Moulines
ACSD
2008
IEEE
102views Hardware» more  ACSD 2008»
15 years 4 months ago
Performing causality analysis by bounded model checking
Synchronous systems can immediately react to the inputs of their environment which may lead to so-called causality cycles between actions and their trigger conditions. Systems wit...
Klaus Schneider, Jens Brandt
AAAI
2011
13 years 9 months ago
Relational Blocking for Causal Discovery
Blocking is a technique commonly used in manual statistical analysis to account for confounding variables. However, blocking is not currently used in automated learning algorithms...
Matthew J. Rattigan, Marc E. Maier, David Jensen