A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribu...
— Use of a Gaussian Sum filter (GSF) to efficiently solve the initialisation problem in bearing-only simultaneous localisation and mapping (SLAM) is the main contribution of th...
Abstract. Financial applications are one of many fields where a multivariate Gaussian random number generator plays a key role in performing computationally extensive simulations. ...
Gaussian Mixture Model (GMM) is one of the most popular data clustering methods which can be viewed as a linear combination of different Gaussian components. In GMM, each cluster ...
We present a new framework based on walks in a graph for analysis and inference in Gaussian graphical models. The key idea is to decompose the correlation between each pair of var...
Dmitry M. Malioutov, Jason K. Johnson, Alan S. Wil...