Sciweavers

1084 search results - page 13 / 217
» Hidden Markov Models with Multiple Observation Processes
Sort
View
ICASSP
2011
IEEE
14 years 3 months ago
Learning and inference algorithms for partially observed structured switching vector autoregressive models
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
Balakrishnan Varadarajan, Sanjeev Khudanpur
93
Voted
PERCOM
2007
ACM
15 years 11 months ago
Sensor Scheduling for Optimal Observability Using Estimation Entropy
We consider sensor scheduling as the optimal observability problem for partially observable Markov decision processes (POMDP). This model fits to the cases where a Markov process ...
Mohammad Rezaeian
TSP
2008
106views more  TSP 2008»
14 years 11 months ago
An EM Algorithm for Ion-Channel Current Estimation
Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likeli...
William J. J. Roberts, Yariv Ephraim
PR
2010
147views more  PR 2010»
14 years 10 months ago
Minimum classification error learning for sequential data in the wavelet domain
Wavelet analysis has found widespread use in signal processing and many classification tasks. Nevertheless, its use in dynamic pattern recognition have been much more restricted ...
D. Tomassi, Diego H. Milone, L. Forzani
ICIAP
2003
ACM
15 years 12 months ago
Using hidden Markov models and wavelets for face recognition
Manuele Bicego, Umberto Castellani, Vittorio Murin...