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» Estimation of non-stationary Markov Chain transition models
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ICASSP
2011
IEEE
14 years 3 months ago
A Bernoulli-Gaussian model for gene factor analysis
This paper investigates a Bayesian model and a Markov chain Monte Carlo (MCMC) algorithm for gene factor analysis. Each sample in the dataset is decomposed as a linear combination...
Cecile Bazot, Nicolas Dobigeon, Jean-Yves Tournere...
JCNS
2010
104views more  JCNS 2010»
14 years 10 months ago
A new look at state-space models for neural data
State space methods have proven indispensable in neural data analysis. However, common methods for performing inference in state-space models with non-Gaussian observations rely o...
Liam Paninski, Yashar Ahmadian, Daniel Gil Ferreir...
AI
2006
Springer
14 years 12 months ago
Robot introspection through learned hidden Markov models
In this paper we describe a machine learning approach for acquiring a model of a robot behaviour from raw sensor data. We are interested in automating the acquisition of behaviour...
Maria Fox, Malik Ghallab, Guillaume Infantes, Dere...
IJON
2010
189views more  IJON 2010»
14 years 10 months ago
Inference and parameter estimation on hierarchical belief networks for image segmentation
We introduce a new causal hierarchical belief network for image segmentation. Contrary to classical tree structured (or pyramidal) models, the factor graph of the network contains...
Christian Wolf, Gérald Gavin
DAC
1997
ACM
15 years 4 months ago
Hierarchical Sequence Compaction for Power Estimation
- This paper presents an effective technique for compacting a large sequence of input vectors into a much smaller one such that when the two sequences are applied to any circuit, t...
Radu Marculescu, Diana Marculescu, Massoud Pedram