We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
Support vector machines utilizing the 1-norm, typically set up as linear programs (Mangasarian, 2000; Bradley and Mangasarian, 1998), are formulated here as a completely unconstra...
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
Kernels are two-placed functions that can be interpreted as inner products in some Hilbert space. It is this property which makes kernels predestinated to carry linear models of l...
A classical approach in multi-class pattern classification is the following. Estimate probability distributions that generated the observations for each label class, and then labe...