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ICASSP
2011
IEEE
12 years 11 months ago
Langevin and hessian with fisher approximation stochastic sampling for parameter estimation of structured covariance
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
Cornelia Vacar, Jean-François Giovannelli, ...
ADCM
1998
94views more  ADCM 1998»
13 years 7 months ago
On a vector q-d algorithm
Using the framework provided by Clifford algebras, we consider a noncommutative quotient-difference algorithm for obtaining the elements of a continued fraction corresponding to...
D. E. Roberts
PLDI
2011
ACM
12 years 10 months ago
EnerJ: approximate data types for safe and general low-power computation
Energy is increasingly a first-order concern in computer systems. Exploiting energy-accuracy trade-offs is an attractive choice in applications that can tolerate inaccuracies. Re...
Adrian Sampson, Werner Dietl, Emily Fortuna, Danus...
CORR
2011
Springer
215views Education» more  CORR 2011»
12 years 11 months ago
Lasserre Hierarchy, Higher Eigenvalues, and Approximation Schemes for Quadratic Integer Programming with PSD Objectives
We present an approximation scheme for optimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. Thi...
Venkatesan Guruswami, Ali Kemal Sinop
CORR
2012
Springer
170views Education» more  CORR 2012»
12 years 3 months ago
What Cannot be Learned with Bethe Approximations
We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its B...
Uri Heinemann, Amir Globerson