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» Estimating Likelihoods for Topic Models
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CVPR
2010
IEEE
15 years 9 months ago
Nonparametric Higher-Order Learning for Interactive Segmentation
In this paper, we deal with a generative model for multi-label, interactive segmentation. To estimate the pixel likelihoods for each label, we propose a new higher-order formulatio...
Tae Hoon Kim (Seoul National University), Kyoung M...
ICML
2008
IEEE
16 years 1 months ago
An asymptotic analysis of generative, discriminative, and pseudolikelihood estimators
Statistical and computational concerns have motivated parameter estimators based on various forms of likelihood, e.g., joint, conditional, and pseudolikelihood. In this paper, we ...
Percy Liang, Michael I. Jordan
114
Voted
TSP
2010
14 years 7 months ago
Efficient recursive estimators for a linear, time-varying Gaussian model with general constraints
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
Stefan Uhlich, Bin Yang
101
Voted
WSC
2004
15 years 2 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
98
Voted
NECO
2008
108views more  NECO 2008»
15 years 22 days ago
Optimal Approximation of Signal Priors
In signal restoration by Bayesian inference, one typically uses a parametric model of the prior distribution of the signal. Here, we consider how the parameters of a prior model s...
Aapo Hyvärinen