Sciweavers

55 search results - page 9 / 11
» Linear Regression With Gaussian Model Uncertainty: Algorithm...
Sort
View
NIPS
1998
13 years 8 months ago
Learning Nonlinear Dynamical Systems Using an EM Algorithm
The Expectation Maximization EM algorithm is an iterative procedure for maximum likelihood parameter estimation from data sets with missing or hidden variables 2 . It has been app...
Zoubin Ghahramani, Sam T. Roweis
EOR
2007
165views more  EOR 2007»
13 years 7 months ago
Adaptive credit scoring with kernel learning methods
Credit scoring is a method of modelling potential risk of credit applications. Traditionally, logistic regression, linear regression and discriminant analysis are the most popular...
Yingxu Yang
SIAMCO
2000
71views more  SIAMCO 2000»
13 years 7 months ago
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
In this paper, a perturbation expansion technique is introduced to decompose the tracking error of a general adaptive tracking algorithm in a linear regression model. This method ...
Rafik Aguech, Eric Moulines, Pierre Priouret
MP
2007
95views more  MP 2007»
13 years 6 months ago
Smoothed analysis of integer programming
We present a probabilistic analysis of integer linear programs (ILPs). More specifically, we study ILPs in a so-called smoothed analysis in which it is assumed that first an adve...
Heiko Röglin, Berthold Vöcking
SIGGRAPH
2000
ACM
13 years 11 months ago
Out-of-core simplification of large polygonal models
We present an algorithm for out-of-core simplification of large polygonal datasets that are too complex to fit in main memory. The algorithm extends the vertex clustering scheme o...
Peter Lindstrom