Predictive state representations (PSRs) have recently been proposed as an alternative to partially observable Markov decision processes (POMDPs) for representing the state of a dy...
Matthew Rosencrantz, Geoffrey J. Gordon, Sebastian...
Bayesian Reinforcement Learning has generated substantial interest recently, as it provides an elegant solution to the exploration-exploitation trade-off in reinforcement learning...
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
Jangmin O, Jae Won Lee, Sung-Bae Park, Byoung-Tak ...
Hidden Markov Models (HMMs) are important tools for modeling sequence data. However, they are restricted to discrete latent states, and are largely restricted to Gaussian and disc...
Le Song, Sajid M. Siddiqi, Geoffrey J. Gordon, Ale...
Hsu et al. (2009) recently proposed an efficient, accurate spectral learning algorithm for Hidden Markov Models (HMMs). In this paper we relax their assumptions and prove a tighte...