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NIPS
2008
13 years 11 months ago
The Infinite Factorial Hidden Markov Model
We introduce a new probability distribution over a potentially infinite number of binary Markov chains which we call the Markov Indian buffet process. This process extends the IBP...
Jurgen Van Gael, Yee Whye Teh, Zoubin Ghahramani
NIPS
2008
13 years 11 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
NIPS
2008
13 years 11 months ago
Resolution Limits of Sparse Coding in High Dimensions
This paper addresses the problem of sparsity pattern detection for unknown ksparse n-dimensional signals observed through m noisy, random linear measurements. Sparsity pattern rec...
Alyson K. Fletcher, Sundeep Rangan, Vivek K. Goyal
NIPS
2008
13 years 11 months ago
The Conjoint Effect of Divisive Normalization and Orientation Selectivity on Redundancy Reduction
Bandpass filtering, orientation selectivity, and contrast gain control are prominent features of sensory coding at the level of V1 simple cells. While the effect of bandpass filte...
Fabian H. Sinz, Matthias Bethge
NIPS
2008
13 years 11 months ago
QUIC-SVD: Fast SVD Using Cosine Trees
The Singular Value Decomposition is a key operation in many machine learning methods. Its computational cost, however, makes it unscalable and impractical for applications involvi...
Michael P. Holmes, Alexander G. Gray, Charles Lee ...