70 search results - page 2 / 14 » Adaptive Importance Sampling Technique for Markov Chains Usi... |
UAI
2001
13 years 8 months ago
2001
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the ...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 7 months ago
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...
CAV
2009
Springer
14 years 8 months ago
2009
Springer
Window Abstraction for Infinite Markov Chains Thomas A. Henzinger1 , Maria Mateescu1 , and Verena Wolf1,2 1 EPFL, Switzerland 2 Saarland University, Germany Abstract. We present an...
UAI
2004
13 years 8 months ago
2004
Bayesian learning in undirected graphical models--computing posterior distributions over parameters and predictive quantities-is exceptionally difficult. We conjecture that for ge...