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CEC
2011
IEEE
13 years 11 months ago
Stochastic Natural Gradient Descent by estimation of empirical covariances
—Stochastic relaxation aims at finding the minimum of a fitness function by identifying a proper sequence of distributions, in a given model, that minimize the expected value o...
Luigi Malagò, Matteo Matteucci, Giovanni Pi...
AMC
2008
94views more  AMC 2008»
14 years 11 months ago
Modeling and inversion of net ecological exchange data using an Ito stochastic differential equation approach
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
Luther White, Yiqi Luo
ICPR
2008
IEEE
16 years 23 days ago
An adaptive Monte Carlo approach to nonlinear image denoising
This paper introduces a novel stochastic approach to image denoising using an adaptive Monte Carlo scheme. Random samples are generated from the image field using a spatially-adap...
Alexander Wong, Akshaya Kumar Mishra, Paul W. Fieg...
SAC
2008
ACM
14 years 11 months ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead
WSC
2001
15 years 28 days ago
Accounting for input model and parameter uncertainty in simulation
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...
Faker Zouaoui, James R. Wilson