Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Gorynin, Ivan"'
Autor:
Gorynin, Ivan
Cette thèse porte sur l'estimation bayésienne d'état dans les séries temporelles modélisées à l'aide des variables latentes hybrides, c'est-à-dire dont la densité admet une composante discrète-finie et une composante continue. Des algorithm
Externí odkaz:
http://www.theses.fr/2017SACLL009/document
Publikováno v:
In Signal Processing April 2018 145:183-192
Publikováno v:
In Computational Statistics and Data Analysis October 2017 114:38-46
Publikováno v:
Science and education: future development
Научные исследования: векторы развития
Научные исследования: векторы развития
актуальность выбранной авторами темы определяется, прежде всего, тем, что проблемы, касающиеся отгрузки материала, выпускаемого фабрик
The aim of the paper is twofold. The first aim is to present a mini tutorial on « pairwise Markov models » (PMMs) and " triplet Markov models " (TMMs) which extend the popular " hidden Markov models " (HMMs). The originality of these extensions is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b19c6e06c57968323d4972d1dc836fc2
https://hal.archives-ouvertes.fr/hal-01864473
https://hal.archives-ouvertes.fr/hal-01864473
Publikováno v:
Actes GRETSI 2017 : XXVIe Colloque
GRETSI 2017 : XXVIe Colloque
GRETSI 2017 : XXVIe Colloque, Sep 2017, Juan Les Pins, France. pp.1-4
GRETSI 2017 : XXVIe Colloque
GRETSI 2017 : XXVIe Colloque, Sep 2017, Juan Les Pins, France. pp.1-4
In the stochastic variance models, the variance of the observed variable is assumed to be a hidden stochastic process. Estimation of the state process in these models is challenging due to their nonlinearity. This study is about estimating the stocha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6d216246aa587fe3397074c1b942266f
https://hal.archives-ouvertes.fr/hal-01885262
https://hal.archives-ouvertes.fr/hal-01885262
Publikováno v:
International journal of mathematical and computational methods (IJMCM)
International journal of mathematical and computational methods (IJMCM), 2016, 1, pp.259-263
International journal of mathematical and computational methods (IJMCM), 2016, 1, pp.259-263
International audience; In a hidden Markov model (HMM), the system goes through a hidden Markovian sequence of states (X) and produces a sequence of emissions (Y). We define the hidden Gaussian Markov model (HGMM) as the HMM where the hidden process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f958059841d3c6d4526ae26e046d7460
https://hal.archives-ouvertes.fr/hal-01461630
https://hal.archives-ouvertes.fr/hal-01461630
Publikováno v:
International journal of mathematical and computational methods (IJMCM)
International journal of mathematical and computational methods (IJMCM), 2016, 1, pp.253-258
International journal of mathematical and computational methods (IJMCM), 2016, 1, pp.253-258
International audience; In a hidden Markov model (HMM), one observes a sequence of emissions (Y) but lacks a Markovian sequence of states (X) the model went through to generate these emissions. The hidden Markov chain allows recovering the sequence o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a7df6eb20ec38fe21dfbc83fac1df049
https://hal.archives-ouvertes.fr/hal-01461636
https://hal.archives-ouvertes.fr/hal-01461636
Publikováno v:
GRETSI'2015
GRETSI'2015, Sep 2015, Lyon, France
GRETSI'2015, Sep 2015, Lyon, France
We consider here the problem of statistical ltering and smoothing in nonlinear non-Gaussian systems. The noveltyconsists in approximating the nonlinear system by a recent switching system, in which exact fast optimal ltering and smoothingare workable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::710c0dedccf3e1677dca628fcd4f9078
https://hal.archives-ouvertes.fr/hal-01169898/document
https://hal.archives-ouvertes.fr/hal-01169898/document
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.