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NIPS
2007
13 years 9 months ago
Gaussian Process Models for Link Analysis and Transfer Learning
In this paper we model relational random variables on the edges of a network using Gaussian processes (GPs). We describe appropriate GP priors, i.e., covariance functions, for dir...
Kai Yu, Wei Chu
FCCM
2003
IEEE
148views VLSI» more  FCCM 2003»
14 years 1 months ago
A Hardware Gaussian Noise Generator for Channel Code Evaluation
Hardware simulation of channel codes offers the potential of improving code evaluation speed by orders of magnitude over workstation- or PC-based simulation. We describe a hardwar...
Dong-U Lee, Wayne Luk, John D. Villasenor, Peter Y...
ICML
2003
IEEE
14 years 8 months ago
Bayes Meets Bellman: The Gaussian Process Approach to Temporal Difference Learning
We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We define a probabilistic generative model for the value function by i...
Yaakov Engel, Shie Mannor, Ron Meir
WSC
2001
13 years 9 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
IVC
2008
141views more  IVC 2008»
13 years 7 months ago
Segmentation of color images via reversible jump MCMC sampling
Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of...
Zoltan Kato