70 search results - page 7 / 14 » Adaptive Importance Sampling Technique for Markov Chains Usi... |
ICML
1999
IEEE
14 years 8 months ago
1999
IEEE
We present a learning algorithm for non-parametric hidden Markov models with continuous state and observation spaces. All necessary probability densities are approximated using sa...
CSDA
2011
13 years 2 months ago
2011
Motivated by the application of seismic inversion in the petroleum industry we consider a hidden Markov model with two hidden layers. The bottom layer is a Markov chain and given ...
ETT
2002
13 years 7 months ago
2002
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is appli...
IJCAI
2001
13 years 8 months ago
2001
A new, general approach is described for approximate inference in first-order probabilistic languages, using Markov chain Monte Carlo (MCMC) techniques in the space of concrete po...
SAC
2008
ACM
13 years 7 months ago
2008
ACM
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...