搜索结果: 1-6 共查到“统计核算理论 Monte Carlo”相关记录6条 . 查询时间(0.078 秒)
An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents
Sequential Monte Carlo Permanents Relative Variance
2013/6/14
We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computationa...
Bayesian Multi-Dipole Modeling of Single MEG Topographies by Adaptive Sequential Monte Carlo Samplers
Magnetoencephalography inverse problem Multi-object estimation Multi-dipole models Adaptive Sequential Monte Carlo samplers
2013/6/14
We describe a novel Bayesian approach to the estimation of neural currents from a single distribution of magnetic field, measured by magnetoencephalography. We model neural currents as an unknown numb...
Toward Optimal Stratification for Stratified Monte-Carlo Integration
Toward Optimal Stratification Stratified Monte-Carlo Integration
2013/4/27
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the probl...
Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo
Information visualization Formal Concept Analysis Galois sub-hierarchy
2013/4/27
In [Chen, D., Owen, Ann. Stat., 39, 673--701, 2011] Markov chain Monte Carlo (MCMC) was studied under the assumption that the driver sequence is a deterministic sequence rather than independent U(0,1)...
Monte-Carlo utility estimates for Bayesian reinforcement learning
Monte-Carlo estimates Bayesian reinforcement learning
2013/5/2
This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct ...
Monte Carlo Algorithms for the Partition Function and Information Rates of Two-Dimensional Channels
Two-dimensional channels constrained channels partition function Gibbs sampling importance sampling factor graphs sum-product message passing capacity information rate
2011/6/21
The paper proposes Monte Carlo algorithms for
the computation of the information rate of two-dimensional
source / channel models. The focus of the paper is on binary-input
channels with constraints...