PMTK
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Cited in
(only showing first 100 items - show all)- Numerical Gaussian processes for time-dependent and nonlinear partial differential equations
- Glauber dynamics for Ising model on convergent dense graph sequences
- Learning extended tree augmented naive structures
- Reduced order modeling for nonlinear structural analysis using Gaussian process regression
- Smart finite elements: a novel machine learning application
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Condition estimation for regression and feature selection
- Parametric Gaussian process regression for big data
- Limit theorems for network dependent random variables
- A classifier for multi-dimensional datasets based on Bayesian multiple kernel grouping learning
- Data-driven dynamic treatment planning for chronic diseases
- Optimized realization of Bayesian networks in reduced normal form using latent variable model
- Continuous-time convergence rates in potential and monotone games
- Sparse precision matrices for minimum variance portfolios
- Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC
- Stochastic reconstruction of 3D microstructures from 2D cross-sectional images using machine learning-based characterization
- Statistical comparison of classifiers through Bayesian hierarchical modelling
- Towards stability results for global radial basis function based quadrature formulas
- Robust and structure exploiting optimisation algorithms: an integral quadratic constraint approach
- Machine learning for combinatorial optimization: a methodological tour d'horizon
- A Bayesian approach for comparing cross-validated algorithms on multiple data sets
- Variance reduction in feature hashing using MLE and control variate method
- Bayesian ranking for strategy scheduling in automated theorem provers
- Estimating the conditional distribution in functional regression problems
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Instance-dependent cost-sensitive learning for detecting transfer fraud
- Inference of finite mixture models and the effect of binning
- Composable models for online Bayesian analysis of streaming data
- Model selection via marginal likelihood estimation by combining thermodynamic integration and gradient matching
- An all-pair quantum SVM approach for big data multiclass classification
- A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers
- Quantum speedup of Bayes’ classifiers
- Detecting structural changes in longitudinal network data
- Frequentist consistency of variational Bayes
- Statistical Finite Elements via Langevin Dynamics
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Gradient conjugate priors and multi-layer neural networks
- A survey on HHL algorithm: from theory to application in quantum machine learning
- Entropy-based closure for probabilistic learning on manifolds
- Collocation based training of neural ordinary differential equations
- Deciding when to quit the gambler's ruin game with unknown probabilities
- An extension of the \(K\)-means algorithm to clustering skewed data
- Making sense of sensory input
- Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
- JAXopt
- Computational mechanics enhanced by deep learning
- Model-based hierarchical clustering with Bregman divergences and Fishers mixture model: application to depth image analysis
- Reasoning about discrete and continuous noisy sensors and effectors in dynamical systems
- Quantum approximate optimization algorithm for Bayesian network structure learning
- Bayesian estimation of constrained mean-covariance of normal distributions
- Generative Bayesian neural network model for risk-neutral pricing of American index options
- Generalized network psychometrics: combining network and latent variable models
- A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
- Indirect image registration with large diffeomorphic deformations
- Learning algorithm of Boltzmann machine based on spatial Monte Carlo integration method
- Wombit: a portfolio bit-vector solver using word-level propagation
- Clustering in Hilbert's projective geometry: the case studies of the probability simplex and the elliptope of correlation matrices
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
- Uncertainty quantification for Markov random fields
- Gaussian-Gamma collaborative filtering: a hierarchical Bayesian model for recommender systems
- Geometric optimization in machine learning
- Hidden Markov models for stochastic thermodynamics
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
- Robust optimization of attenuation bands of three-dimensional periodic frame structures
- Tool path optimization of selective laser sintering processes using deep learning
- A minimal cardinality solution to fitting sawtooth piecewise-linear functions
- ProCount: weighted projected model counting with graded project-join trees
- Sequential convex programming for computing information-theoretic minimal partitions: nonconvex nonsmooth optimization
- A FastMap-based algorithm for block modeling
- Lifted generative learning of Markov logic networks
- Inequality spectra
- Tracking hedge funds returns using sparse clones
- Adjusted regularization of cortical covariance
- Matrix-variate Dirichlet process priors with applications
- A tutorial on variational Bayes for latent linear stochastic time-series models
- QNG: a quasi-natural gradient method for large-scale statistical learning
- A surface-to-surface contact search method enhanced by deep learning
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- Gaussian process regression for maximum entropy distribution
- Gaussian process repetitive control: beyond periodic internal models through kernels
- Permuted and augmented stick-breaking Bayesian multinomial regression
- Uncovering Characteristic Response Paths of a Population
- Integrative analysis using coupled latent variable models for individualizing prognoses
- Portfolio theorem proving and prover runtime prediction for geometry
- Inferring solutions of differential equations using noisy multi-fidelity data
- Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations
- Discovering patterns in time-varying graphs: a triclustering approach
- Bayesian spatiotemporal modeling using hierarchical spatial priors, with applications to functional magnetic resonance imaging (with discussion)
- Active inference, belief propagation, and the Bethe approximation
- Nonlinear sparse Bayesian learning for physics-based models
- A comparative study of machine learning models for predicting the state of reactive mixing
- Time-delayed collective flow diffusion models for inferring latent people flow from aggregated data at limited locations
- Equivalence class selection of categorical graphical models
- Applying machine learning for the anticipation of complex nesting solutions in hierarchical production planning
- Robust and sparse banking network estimation
- Non-linear causal inference using Gaussianity measures
- Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
- A multiple criteria nominal classification method based on the concepts of similarity and dissimilarity
- Game Plan: What AI can do for Football, and What Football can do for AI
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