Particle filters (PFs) are powerful samplingbased inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of prob...
Arnaud Doucet, Nando de Freitas, Kevin P. Murphy, ...
A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical dist...
We consider a discrete time state estimation problem over a packet-based network. In each discrete time step, a measurement packet is sent across a lossy network to an estimator u...
Michael Epstein, Ling Shi, Abhishek Tiwari, Richar...
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
In real-life decision analysis, the probabilities and values of consequences are in general vague and imprecise. One way to model imprecise probabilities is to represent a probabi...