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» Multivariate matrix-exponential distributions
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JMLR
2010
173views more  JMLR 2010»
13 years 2 months ago
Elliptical slice sampling
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Mo...
Iain Murray, Ryan Prescott Adams, David J. C. MacK...
EUROPAR
2003
Springer
14 years 1 months ago
Branch Elimination via Multi-variable Condition Merging
William C. Kreahling, David B. Whalley, Mark W. Ba...
MA
2010
Springer
114views Communications» more  MA 2010»
13 years 6 months ago
Finite-sample inference with monotone incomplete multivariate normal data, II
We continue our recent work on finite-sample, i.e., non-asymptotic, inference with two-step, monotone incomplete data from Nd(µ, Σ), a multivariate normal population with mean ...
Wan-Ying Chang, Donald St. P. Richards
ORL
2008
88views more  ORL 2008»
13 years 7 months ago
Approximating integrals of multivariate exponentials: A moment approach
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value...
Dimitris Bertsimas, Xuan Vinh Doan, Jean B. Lasser...
ADCM
2004
58views more  ADCM 2004»
13 years 7 months ago
Classification of Bivariate Configurations with Simple Lagrange Interpolation Formulae
In 1977 Chung and Yao introduced a geometric characterization in multivariate interpolation in order to identify distributions of points such that the Lagrange functions are produc...
Jesús M. Carnicer, Mariano Gasca