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SAC
2011
ACM
13 years 3 months ago
Stochastic matching pursuit for Bayesian variable selection
This article proposes a stochastic version of the matching pursuit algorithm for Bayesian variable selection in linear regression. In the Bayesian formulation, the prior distributi...
Ray-Bing Chen, Chi-Hsiang Chu, Te-You Lai, Ying Ni...
CORR
2012
Springer
235views Education» more  CORR 2012»
12 years 4 months ago
An Incremental Sampling-based Algorithm for Stochastic Optimal Control
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Vu Anh Huynh, Sertac Karaman, Emilio Frazzoli
PIMRC
2010
IEEE
13 years 6 months ago
Low-complexity admission control for distributed power-controlled networks with stochastic channels
This study addresses the general problem of efficient resource management in wireless networks with arbitrary timevarying topologies. Communication channels are assumed to generall...
Stepán Kucera, Bing Zhang
JSAC
2011
159views more  JSAC 2011»
13 years 3 months ago
An Anti-Jamming Stochastic Game for Cognitive Radio Networks
—Various spectrum management schemes have been proposed in recent years to improve the spectrum utilization in cognitive radio networks. However, few of them have considered the ...
Beibei Wang, Yongle Wu, K. J. Ray Liu, T. Charles ...
SIAMCO
2008
66views more  SIAMCO 2008»
13 years 8 months ago
Partial Information Linear Quadratic Control for Jump Diffusions
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
Yaozhong Hu, Bernt Oksendal