Results 1 - 10 of 43,648

Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics

by Geir Evensen - J. Geophys. Res , 1994
"... . A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter. The ..."
Abstract - Cited by 782 (22 self) - Add to MetaCart
. A new sequential data assimilation method is discussed. It is based on forecasting the error statistics using Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter

Sequential Monte Carlo Samplers

by Pierre Del Moral, Arnaud Doucet, Toulouse France , 2002
"... In this paper, we propose a general algorithm to sample sequentially from a sequence of probability distributions known up to a normalizing constant and de ned on a common space. A sequence of increasingly large arti cial joint distributions is built; each of these distributions admits a marginal ..."
Abstract - Cited by 311 (48 self) - Add to MetaCart
which is a distribution of interest. To sample from these distributions, we use sequential Monte Carlo methods. We show that these methods can be interpreted as interacting particle approximations of a nonlinear Feynman-Kac ow in distribution space. One interpretation of the Feynman-Kac ow corresponds

Toward the next generation of recommender systems: A survey of the state-of-the-art and possible extensions

by Gediminas Adomavicius, Alexander Tuzhilin - IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING , 2005
"... This paper presents an overview of the field of recommender systems and describes the current generation of recommendation methods that are usually classified into the following three main categories: content-based, collaborative, and hybrid recommendation approaches. This paper also describes vario ..."
Abstract - Cited by 1420 (21 self) - Add to MetaCart
This paper presents an overview of the field of recommender systems and describes the current generation of recommendation methods that are usually classified into the following three main categories: content-based, collaborative, and hybrid recommendation approaches. This paper also describes

Markov chain monte carlo convergence diagnostics

by Kathryn Cowles, Bradley P. Carlin - JASA , 1996
"... A critical issue for users of Markov Chain Monte Carlo (MCMC) methods in applications is how to determine when it is safe to stop sampling and use the samples to estimate characteristics of the distribution of interest. Research into methods of computing theoretical convergence bounds holds promise ..."
Abstract - Cited by 367 (6 self) - Add to MetaCart
A critical issue for users of Markov Chain Monte Carlo (MCMC) methods in applications is how to determine when it is safe to stop sampling and use the samples to estimate characteristics of the distribution of interest. Research into methods of computing theoretical convergence bounds holds promise

Convergence of Sequential Monte Carlo Methods

by Dan Crisan, Arnaud Doucet - SEQUENTIAL MONTE CARLO METHODS IN PRACTICE , 2000
"... Bayesian estimation problems where the posterior distribution evolves over time through the accumulation of data arise in many applications in statistics and related fields. Recently, a large number of algorithms and applications based on sequential Monte Carlo methods (also known as particle filter ..."
Abstract - Cited by 240 (15 self) - Add to MetaCart
Bayesian estimation problems where the posterior distribution evolves over time through the accumulation of data arise in many applications in statistics and related fields. Recently, a large number of algorithms and applications based on sequential Monte Carlo methods (also known as particle

Graphical models, exponential families, and variational inference

by Martin J. Wainwright, Michael I. Jordan , 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building large-scale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
Abstract - Cited by 800 (26 self) - Add to MetaCart
all be understood in terms of exact or approximate forms of these variational representations. The variational approach provides a complementary alternative to Markov chain Monte Carlo as a general source of approximation methods for inference in large-scale statistical models.

A high-performance, portable implementation of the MPI message passing interface standard

by Ewing Lusk, Nathan Doss, Anthony Skjellum - Parallel Computing , 1996
"... MPI (Message Passing Interface) is a specification for a standard library for message passing that was defined by the MPI Forum, a broadly based group of parallel computer vendors, library writers, and applications specialists. Multiple implementations of MPI have been developed. In this paper, we d ..."
Abstract - Cited by 888 (67 self) - Add to MetaCart
MPI (Message Passing Interface) is a specification for a standard library for message passing that was defined by the MPI Forum, a broadly based group of parallel computer vendors, library writers, and applications specialists. Multiple implementations of MPI have been developed. In this paper, we

Multipoint quantitative-trait linkage analysis in general pedigrees

by Laura Almasy, John Blangero - Am. J. Hum. Genet , 1998
"... Multipoint linkage analysis of quantitative-trait loci (QTLs) has previously been restricted to sibships and small pedigrees. In this article, we show how variance-component linkage methods can be used in pedigrees of arbitrary size and complexity, and we develop a general framework for multipoint i ..."
Abstract - Cited by 549 (56 self) - Add to MetaCart
and the increase in power pro-vided by multipoint analysis with 5-, 10-, and 20-cM marker maps. The general pedigree variance component and IBD estimation methods have been implemented in the SOLAR (Sequential Oligogenic Linkage Analysis Routines) computer package.

A simple parallel algorithm for the maximal independent set problem

by Michael Luby - SIAM Journal on Computing , 1986
"... Simple parallel algorithms for the maximal independent set (MIS) problem are presented. The first algorithm is a Monte Carlo algorithm with a very local property. The local property of this algorithm may make it a useful protocol design tool in distributed computing environments and artificial intel ..."
Abstract - Cited by 458 (10 self) - Add to MetaCart
Simple parallel algorithms for the maximal independent set (MIS) problem are presented. The first algorithm is a Monte Carlo algorithm with a very local property. The local property of this algorithm may make it a useful protocol design tool in distributed computing environments and artificial

Bayes Factors

by Robert E. Kass, Adrian E. Raftery , 1995
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
Abstract - Cited by 1766 (74 self) - Add to MetaCart
scientific applications in genetics, sports, ecology, sociology and psychology.
Results 1 - 10 of 43,648