Concept

Bayes factor

Related publications (39)

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Linear Bayesian Reinforcement Learning

Christos Dimitrakakis, Nikolaos Tziortziotis

This paper proposes a simple linear Bayesian approach to reinforcement learning. We show that with an appropriate basis, a Bayesian linear Gaussian model is sufficient for accurately estimating the system dynamics, and in particular when we allow for corre ...

2013

ABC Reinforcement Learning

Christos Dimitrakakis, Nikolaos Tziortziotis

This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators (generative mode ...

2013

Hierarchical wavelet modelling of environmental sensor data

Anthony Christopher Davison, Yann Ruffieux

Motivated by the need to smooth and to summarize multiple simultaneous time series arising from networks of environmental monitors, we propose a hierarchical wavelet model for which estimation of hyperparameters can be performed by marginal maximum likelih ...

2011

On the hazard rate and reversed hazard rate orderings in two-component series systems with active redundancies

The lifetimes of two-component series systems with two active redundancies are compared using the hazard rate and the reversed hazard rate orders. We study the problem of where to allocate the spares in a system to obtain the best configuration. We compare ...

2011

Optimal Linear Fusion for Distributed Detection Via Semidefinite Programming

Ali H. Sayed

Consider the problem of signal detection via multiple distributed noisy sensors. We study a linear decision fusion rule of [Z. Quan, S. Cui, and A. H. Sayed, ¿Optimal Linear Cooperation for Spectrum Sensing in Cognitive Radio Networks,¿ IEEE J. Sel. Topics ...

IEEE2010

Speeding up Markov Chain Monte Carlo without Likelihood

Jonas Helfer

This article presents the implementation and initial test results for an algorithm called SuffStat MCMC, which aims to speed up Approximate Bayesian Computation without likelihood. ...

2010

Safe density ratio modeling

Kjell Konis

An important problem in logistic regression modeling is the existence of the maximum likelihood estimators. In particular, when the sample size is small, the maximum likelihood estimator of the regression parameters does not exist if the data are completel ...

2009

Hierarchical wavelet modelling of environmental sensor data

Anthony Christopher Davison, Yann Ruffieux

2007

Comparing Different Word Lattice Rescoring Approaches Towards Keyword Spotting

Hervé Bourlard, Hynek Hermansky, Joel Praveen Pinto

In this paper, we further investigate the large vocabulary continuous speech recognition approach to keyword spotting. Given a speech utterance, recognition is performed to obtain a word lattice. The posterior probability of keyword hypotheses in the latti ...

IDIAP2007

Motion models for robust 3D human body tracking

Raquel Urtasun

In this work, we propose new ways to learn pose and motion priors models and show that they can be used to increase the performance of 3D body tracking algorithms, resulting in very realistic motions under very challenging conditions. We first explored an ...

EPFL2006