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» Estimation of non-stationary Markov Chain transition models
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IJON
2010
138views more  IJON 2010»
14 years 10 months ago
A dynamic Bayesian network to represent discrete duration models
Originally devoted to specific applications such as biology, medicine and demography, duration models are now widely used in economy, finance or reliability. Recent works in var...
Roland Donat, Philippe Leray, Laurent Bouillaut, P...
DSN
2007
IEEE
15 years 6 months ago
Variational Bayesian Approach for Interval Estimation of NHPP-Based Software Reliability Models
In this paper, we present a variational Bayesian (VB) approach to computing the interval estimates for nonhomogeneous Poisson process (NHPP) software reliability models. This appr...
Hiroyuki Okamura, Michael Grottke, Tadashi Dohi, K...
SAC
2008
ACM
14 years 11 months ago
Particle methods for maximum likelihood estimation in latent variable models
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
Adam M. Johansen, Arnaud Doucet, Manuel Davy
ICPR
2008
IEEE
16 years 1 months ago
Dual generative models for human motion estimation from an uncalibrated monocular camera
We propose a new approach to estimate gait kinematics from image sequences taken by a monocular uncalibrated camera. This approach involves two generative models for gait represen...
Guoliang Fan, Xin Zhang
WSC
2007
15 years 2 months ago
Estimating the probability of a rare event over a finite time horizon
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rub...