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» Information matrix for hidden Markov models with covariates
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CORR
2010
Springer
147views Education» more  CORR 2010»
14 years 11 months ago
High-Rate Quantization for the Neyman-Pearson Detection of Hidden Markov Processes
This paper investigates the decentralized detection of Hidden Markov Processes using the NeymanPearson test. We consider a network formed by a large number of distributed sensors....
Joffrey Villard, Pascal Bianchi, Eric Moulines, Pa...
SDM
2009
SIAM
202views Data Mining» more  SDM 2009»
15 years 8 months ago
Proximity-Based Anomaly Detection Using Sparse Structure Learning.
We consider the task of performing anomaly detection in highly noisy multivariate data. In many applications involving real-valued time-series data, such as physical sensor data a...
Tsuyoshi Idé, Aurelie C. Lozano, Naoki Abe,...
ICASSP
2011
IEEE
14 years 2 months ago
Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
Cornelia Vacar, Jean-François Giovannelli, ...
WSDM
2010
ACM
322views Data Mining» more  WSDM 2010»
15 years 8 months ago
Inferring Search Behaviors Using Partially Observable Markov (POM) Model
This article describes an application of the partially observable Markov (POM) model to the analysis of a large scale commercial web search log. Mathematically, POM is a variant o...
Kuansan Wang, Nikolas Gloy, Xiaolong Li
ICML
2000
IEEE
15 years 11 months ago
Maximum Entropy Markov Models for Information Extraction and Segmentation
Hidden Markov models (HMMs) are a powerful probabilistic tool for modeling sequential data, and have been applied with success to many text-related tasks, such as part-of-speech t...
Andrew McCallum, Dayne Freitag, Fernando C. N. Per...