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» Estimation of non-stationary Markov Chain transition models
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AAAI
2008
15 years 2 months ago
A Variance Analysis for POMDP Policy Evaluation
Partially Observable Markov Decision Processes have been studied widely as a model for decision making under uncertainty, and a number of methods have been developed to find the s...
Mahdi Milani Fard, Joelle Pineau, Peng Sun
ICIP
1999
IEEE
16 years 1 months ago
Uncertainties in Bayesian Geometric Models
Deformable geometric models fit very naturally into the context of Bayesian analysis. The prior probability of boundary shapes is taken to proportional to the negative exponential...
Kenneth M. Hanson, Gregory S. Cunningham, Robert J...
NIPS
2008
15 years 1 months ago
Evaluating probabilities under high-dimensional latent variable models
We present a simple new Monte Carlo algorithm for evaluating probabilities of observations in complex latent variable models, such as Deep Belief Networks. While the method is bas...
Iain Murray, Ruslan Salakhutdinov
TCAD
1998
115views more  TCAD 1998»
14 years 11 months ago
Probabilistic modeling of dependencies during switching activity analysis
—This paper addresses, from a probabilistic point of view, the issue of switching activity estimation in combinational circuits under the zero-delay model. As the main theoretica...
Radu Marculescu, Diana Marculescu, Massoud Pedram
ICASSP
2011
IEEE
14 years 3 months ago
Variational methods for spectral unmixing of hyperspectral images
This paper studies a variational Bayesian unmixing algorithm for hyperspectral images based on the standard linear mixing model. Each pixel of the image is modeled as a linear com...
Olivier Eches, Nicolas Dobigeon, Jean-Yves Tourner...