Sciweavers

800 search results - page 20 / 160
» Gaussian random number generators
Sort
View
NIPS
2007
14 years 11 months ago
Gaussian Process Models for Link Analysis and Transfer Learning
In this paper we model relational random variables on the edges of a network using Gaussian processes (GPs). We describe appropriate GP priors, i.e., covariance functions, for dir...
Kai Yu, Wei Chu
75
Voted
FCCM
2003
IEEE
148views VLSI» more  FCCM 2003»
15 years 2 months ago
A Hardware Gaussian Noise Generator for Channel Code Evaluation
Hardware simulation of channel codes offers the potential of improving code evaluation speed by orders of magnitude over workstation- or PC-based simulation. We describe a hardwar...
Dong-U Lee, Wayne Luk, John D. Villasenor, Peter Y...
ICML
2003
IEEE
15 years 10 months ago
Bayes Meets Bellman: The Gaussian Process Approach to Temporal Difference Learning
We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We define a probabilistic generative model for the value function by i...
Yaakov Engel, Shie Mannor, Ron Meir
WSC
2001
14 years 11 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
IVC
2008
141views more  IVC 2008»
14 years 9 months ago
Segmentation of color images via reversible jump MCMC sampling
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...
Zoltan Kato