Results 21 to 30 of about 70 (70)
Accelerated training of max-margin Markov networks with kernels [PDF]
Theoretical Computer Science, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Xinhua +2 more
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HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES [PDF]
International Journal of Theoretical and Applied Finance, 2012 We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a positive, time-dependent and decreasing weight function, and integrate the product over time.
Jiro Akahori, Andrea Macrina
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Markov Blanket Ranking Using Kernel-Based Conditional Dependence Measures [PDF]
, 2019 10 pages, 4 figures, 2 algorithms, NIPS 2013 Workshop on Causality, code: github.com/ericstrobl/
Strobl, Eric V., Visweswaran, Shyam
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Duality and intertwining for discrete Markov kernels: relations and examples [PDF]
Advances in Applied Probability, 2011 We supply some relations that establish intertwining from duality and give a probabilistic interpretation. This is carried out in the context of discrete Markov chains, fixing up the background of previous relations established for monotone chains and their Siegmund duals. We revisit the duality for birth-and-death chains and the nonneutral Moran model,
Huillet, Thierry, Martinez, Servet
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$V$-geometrical ergodicity of Markov kernels via finite-rank approximations
Electronic Communications in Probability, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hervé, Loïc, Ledoux, James
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Quantum tomography, phase-space observables and generalized Markov kernels [PDF]
Journal of Physics A: Mathematical and Theoretical, 2009 20 pages, 3 ...
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Semispectral Measures and Feller markov Kernels
, 2012 We give a characterization of commutative semispectral measures by means of Feller and Strong Feller Markov kernels. In particular: {itemize} we show that a semispectral measure $F$ is commutative if and only if there exist a self-adjoint operator $A$ and a Markov kernel $ _{(\cdot)}(\cdot): \times\mathcal{B}(\mathbb{R})\to[0,1]$, $ \subset (A ...
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Clustering-Based Construction of Hidden Markov Models for Generative Kernels [PDF]
, 2009 Generative kernels represent theoretically grounded tools able to increase the capabilities of generative classification through a discriminative setting. Fisher Kernel is the first and mostly-used representative, which lies on a widely investigated mathematical background.
Pekalska, Elzbieta +5 more
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Online Learning in Kernelized Markov Decision Processes
, 2018 22nd International Conference on Artificial Intelligence and Statistics (AISTATS ...
Chowdhury, Sayak Ray, Gopalan, Aditya
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