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...
Abstract. In this paper, we consider the problem of filtering in relational hidden Markov models. We present a compact representation for such models and an associated logical par...
Luke S. Zettlemoyer, Hanna M. Pasula, Leslie Pack ...
Adaptive background modeling/subtraction techniques are popular, in particular, because they are able to cope with background variations that are due to lighting variations. Unfor...
Leonid Taycher, John W. Fisher III, Trevor Darrell
Real stochastic processes operating in continuous time can be modeled by sets of stochastic differential equations. On the other hand, several popular model families, including hi...
The new model reduces the impact of local spectral and temporal variability by estimating a finite set of spectral and temporal warping factors which are applied to speech at the f...
Antonio Miguel, Eduardo Lleida, Richard Rose, Luis...