Regime switching models, in which the state of the world is locally stationary, are a useful abstraction for many continuous valued data streams. In this paper we develop an onlin...
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Ada...
Research on maintenance task structure modeling has so far examined only how often program artifacts are modified, and what information can be deduced from modification records....
Many activities may be characterized by a sequence of key frames that are related to important changes in motion rather than dominant characteristics that persist over a long seque...
We study an approximation for the zero-variance change of measure to estimate the probability of a rare event in a continuous-time Markov chain. The rare event occurs when the cha...
Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rub...
Many problems require repeated inference on probabilistic graphical models, with different values for evidence variables or other changes. Examples of such problems include utilit...