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NECO
2002
145views more  NECO 2002»
13 years 7 months ago
Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
In this work, we discuss practical methods for the assessment, comparison, and selection of complex hierarchical Bayesian models. A natural way to assess the goodness of the model...
Aki Vehtari, Jouko Lampinen
CORR
2010
Springer
168views Education» more  CORR 2010»
13 years 6 months ago
Gaussian Process Structural Equation Models with Latent Variables
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by...
Ricardo Silva
ICASSP
2011
IEEE
12 years 11 months ago
Non-parametric bayesian measurement noise density estimation in non-linear filtering
In this study, we investigate online Bayesian estimation of the measurement noise density of a given state space model using particle filters and Dirichlet process mixtures. Diri...
Emre Özkan, Saikat Saha, Fredrik Gustafsson, ...
TR
2010
140views Hardware» more  TR 2010»
13 years 2 months ago
Modeling Failure Modes for Residual Life Prediction Using Stochastic Filtering Theory
This paper reports on a theoretical Bayesian modeling development for residual life prediction in the context of condition-based maintenance. At each monitoring point during a comp...
Matthew J. Carr, Wenbin Wang
ICDM
2010
IEEE
166views Data Mining» more  ICDM 2010»
13 years 5 months ago
Exponential Family Tensor Factorization for Missing-Values Prediction and Anomaly Detection
In this paper, we study probabilistic modeling of heterogeneously attributed multi-dimensional arrays. The model can manage the heterogeneity by employing an individual exponential...
Kohei Hayashi, Takashi Takenouchi, Tomohiro Shibat...