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CORR
2010
Springer
171views Education» more  CORR 2010»
13 years 9 months ago
Solving Inverse Problems with Piecewise Linear Estimators: From Gaussian Mixture Models to Structured Sparsity
A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP...
Guoshen Yu, Guillermo Sapiro, Stéphane Mall...
CORR
2008
Springer
97views Education» more  CORR 2008»
13 years 9 months ago
Gaussian Belief Propagation Based Multiuser Detection
In this work, we present a novel construction for solving the linear multiuser detection problem using the Gaussian Belief Propagation algorithm. Our algorithm yields an efficient,...
Danny Bickson, Danny Dolev, Ori Shental, Paul H. S...
EOR
2008
150views more  EOR 2008»
13 years 9 months ago
Portfolio optimization when asset returns have the Gaussian mixture distribution
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
Ian Buckley, David Saunders, Luis Seco
CSDA
2006
142views more  CSDA 2006»
13 years 9 months ago
Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models
Fitting of non-Gaussian hierarchical random effects models by approximate maximum likelihood can be made automatic to the same extent that Bayesian model fitting can be automated ...
Hans J. Skaug, David A. Fournier
JMLR
2008
141views more  JMLR 2008»
13 years 9 months ago
Graphical Methods for Efficient Likelihood Inference in Gaussian Covariance Models
In graphical modelling, a bi-directed graph encodes marginal independences among random variables that are identified with the vertices of the graph. We show how to transform a bi...
Mathias Drton, Thomas S. Richardson