One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge ...
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given ...
We address the problem of automatic interpretation of nonexaggerated human facial and body behaviours captured in video. We illustrate our approach by three examples. (1) We intro...
The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov Chain Mont...
Jonathan M. R. Byrd, Stephen A. Jarvis, A. H. Bhal...
In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underly...