Results 191 to 200 of about 43,983 (273)
Advanced channel estimation in OTFS and NOMA using deep bayesian gaussian processes and compressive sensing. [PDF]
Anilkumar N, Sengan S.
europepmc +1 more source
A hidden Markov model and reinforcement learning‐based strategy for fault‐tolerant control
Abstract This study introduces a data‐driven control strategy integrating hidden Markov models (HMM) and reinforcement learning (RL) to achieve resilient, fault‐tolerant operation against persistent disturbances in nonlinear chemical processes. Called hidden Markov model and reinforcement learning (HMMRL), this strategy is evaluated in two case studies
Tamera Leitao +2 more
wiley +1 more source
Bayesian inference of RNA velocity incorporating timepoints, lineage bifurcations, and count data. [PDF]
Gu Y, Song Y, Blaauw D, Welch JD.
europepmc +1 more source
Schematic representation of artificial intelligence approaches in enzyme catalysis, integrating bibliometric analysis, emerging research trends, and machine learning tools for enzyme design, prediction, and industrial biocatalytic applications. Abstract This study systematically explores the applications of artificial intelligence (AI) in enzyme ...
Misael Bessa Sales +6 more
wiley +1 more source
Bayesian deep learning for probabilistic aquifer vulnerability and uncertainty prediction. [PDF]
Mengistu TD, Kim MG, Chung IM, Chang SW.
europepmc +1 more source
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Collapsed Variational Bayesian Inference for PCFGs.
Wang, P, Blunsom, P
openaire +2 more sources
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Residual bayesian attention networks for uncertainty quantification in regression tasks. [PDF]
Chen Y, Guan W, Azzam R.
europepmc +1 more source

