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» Using Gaussian Processes to Optimize Expensive Functions
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JMLR
2006
116views more  JMLR 2006»
13 years 7 months ago
Point-Based Value Iteration for Continuous POMDPs
We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are ...
Josep M. Porta, Nikos A. Vlassis, Matthijs T. J. S...
ICCV
2011
IEEE
12 years 7 months ago
From Learning Models of Natural Image Patches to Whole Image Restoration
Learning good image priors is of utmost importance for the study of vision, computer vision and image processing applications. Learning priors and optimizing over whole images can...
Daniel Zoran, Yair Weiss
ICASSP
2009
IEEE
14 years 2 months ago
A generalized family of parameter estimation techniques
The Extended Baum-Welch (EBW) Transformations is one of a variety of techniques to estimate parameters of Gaussian mixture models. In this paper, we provide a theoretical framewor...
Dimitri Kanevsky, Tara N. Sainath, Bhuvana Ramabha...
NIPS
2008
13 years 9 months ago
Stochastic Relational Models for Large-scale Dyadic Data using MCMC
Stochastic relational models (SRMs) [15] provide a rich family of choices for learning and predicting dyadic data between two sets of entities. The models generalize matrix factor...
Shenghuo Zhu, Kai Yu, Yihong Gong
ICDM
2009
IEEE
163views Data Mining» more  ICDM 2009»
14 years 2 months ago
Kernel Conditional Quantile Estimation via Reduction Revisited
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
Novi Quadrianto, Kristian Kersting, Mark D. Reid, ...