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pro vyhledávání: '"Mullhaupt, Andrew P."'
In this paper, we study the stochastic multi-armed bandit problem, where the reward is driven by an unknown random variable. We propose a new variant of the Upper Confidence Bound (UCB) algorithm called Hellinger-UCB, which leverages the squared Hell
Externí odkaz:
http://arxiv.org/abs/2404.10207
Autor:
Mullhaupt, Andrew, Riedel, Kurt
A new class of canonical forms is given proposed in which $(A, C)$ is in Hessenberg observer or Schur form and output normal: $\bf{I} - A^*A =C^*C$. Here, $C$ is the $d \times n$ measurement matrix and $A$ is the advance matrix. The $(C, A)$ stack is
Externí odkaz:
http://arxiv.org/abs/1803.06571
Autor:
Mullhaupt, Andrew, Riedel, Kurt
Publikováno v:
IEEE Transactions on Signal Processing, Volume: 52, Issue: 5, May 2004, pgs. 1257 - 1265
The condition number of the $n\ x\ n$ matrix $P$ is examined, where $P$ solves %the discete Lyapunov equation, $P - A P A^* = BB^*$, and $B$ is a $n\ x\ d$ matrix. Lower bounds on the condition number, $\kappa$, of $P$ are given when $A$ is normal, a
Externí odkaz:
http://arxiv.org/abs/1803.04046
Autor:
Mullhaupt, Andrew P., Riedel, Kurt S.
Publikováno v:
IEEE Transactions on Signal Processing, Volume: 45, Issue: 10, Oct 1997, pgs. 2616 - 2619
The adaptive identification of the impulse response of an innovation filter is considered. The impulse response is a finite sum of known basis functions with unknown coefficients. These unknown coefficients are estimated using a pseudolinear regressi
Externí odkaz:
http://arxiv.org/abs/1803.03908
Autor:
Mullhaupt, Andrew P., Riedel, Kurt S.
Publikováno v:
IEEE Transactions on Automatic Control ( Volume: 46, Issue: 12, Dec 2001 ) Page(s): 2018 - 2022
An input pair $(A,B)$ is triangular input normal if and only if $A$ is triangular and $AA^* + BB^* = I_n$, where $I_n$ is theidentity matrix. Input normal pairs generate an orthonormal basis for the impulse response. Every input pair may be transform
Externí odkaz:
http://arxiv.org/abs/1803.03904
Autor:
Choi, Jaehyung, Mullhaupt, Andrew P.
Publikováno v:
AIP Conf. Proc. 1641, 113 (2015)
We review the information geometry of linear systems and its application to Bayesian inference, and the simplification available in the K\"ahler manifold case. We find conditions for the information geometry of linear systems to be K\"ahler, and the
Externí odkaz:
http://arxiv.org/abs/1409.4398
Autor:
Choi, Jaehyung, Mullhaupt, Andrew P.
Publikováno v:
Entropy 17(3), 1347-1357 (2015)
We construct geometric shrinkage priors for K\"ahlerian signal filters. Based on the characteristics of K\"ahler manifolds, an efficient and robust algorithm for finding superharmonic priors which outperform the Jeffreys prior is introduced. Several
Externí odkaz:
http://arxiv.org/abs/1408.6800
Autor:
Choi, Jaehyung, Mullhaupt, Andrew P.
Publikováno v:
Entropy 17(4), 1581-1605 (2015)
We prove the correspondence between the information geometry of a signal filter and a K\"ahler manifold. The information geometry of a minimum-phase linear system with a finite complex cepstrum norm is a K\"ahler manifold. The square of the complex c
Externí odkaz:
http://arxiv.org/abs/1404.2006
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Autor:
Werneburg, Glenn T., Werneburg, Eric A., Goldman, Howard B., Mullhaupt, Andrew P., Vasavada, Sandip P.
Publikováno v:
International Urogynecology Journal; May2023, Vol. 34 Issue 5, p1009-1016, 8p