Simulated tempering (ST) is an established Markov Chain Monte Carlo (MCMC) methodology for sampling from a multimodal density π(θ). The technique involves introducing an auxilia...
Iterative aggregation/disaggregation methods (IAD) belong to competitive tools for computation the characteristics of Markov chains as shown in some publications devoted to testing...
A novel approach for event summarization and rare event detection is proposed. Unlike conventional methods that deal with event summarization and rare event detection independently...
In this paper we deal with a perturbed algebraic Riccati equation in an infinite dimensional Banach space. Besides the interest in its own right, this class of equations appears, ...
The problem of learning tree-structured Gaussian graphical models from independent and identically distributed (i.i.d.) samples is considered. The influence of the tree structure a...
Vincent Y. F. Tan, Animashree Anandkumar, Alan S. ...