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MA
2010
Springer
172views Communications» more  MA 2010»
15 years 6 days ago
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
Vivekananda Roy, James P. Hobert
IPPS
2008
IEEE
15 years 8 months ago
Reducing the run-time of MCMC programs by multithreading on SMP architectures
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...
112
Voted
SAC
2008
ACM
15 years 1 months ago
Particle methods for maximum likelihood estimation in latent variable models
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
Adam M. Johansen, Arnaud Doucet, Manuel Davy
392
Voted
CVPR
2012
IEEE
13 years 3 months ago
A Unified Framework for Event Summarization and Rare Event Detection
A novel approach for event summarization and rare event detection is proposed. Unlike conventional methods that deal with event summarization and rare event detection independently...
Junseok Kwon and Kyoung Mu Lee
PR
2011
14 years 4 months ago
Generalized darting Monte Carlo
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 ...
Cristian Sminchisescu, Max Welling