Monte Carlo Hidden Markov Models: Learning Non-Parametric Models of Partially Observable Stochastic Processes
By Sebastian Thrun, J. Langford, Dieter Fox. 1999
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Dieter Fox
- Kenji Fukumizu
- Arthur Gretton
- Bernhard Schölkopf
- Le Song
- Yoshua Bengio
- Sergey Levine
- Motonobu Kanagawa
Citations in the corpus
- A Probabilistic Approach to Collaborative Multi-Robot Localization (2000, background): “The tree is grown by recursive ly splitting each node until a certain stopping condition is fulfilled (see [69] for details).”
- Adapting the Sample Size in Particle Filters Through KLD-Sampling (2003, methodology): “…a bound on the approximation error, we assume that the true posterior is given by a discrete, piecewise constant distribution such as a discrete density tree or a multidimensional histogram (Koller and Fratkina 1998; Moore, Schneider, and Deng 1997; Omohundro 1991; Thrun, Langford, and Fox 1999).”
- Inferring High-Level Behavior from Low-Level Sensors (2003, methodology): “The Monte Carlo version of the Baum-Welch algorithm [19] performs at each iteration both a forward and a backward (in time) particle filtering step.”
- Kernel Bayes' rule: Bayesian inference with positive definite kernels (2013, methodology): “Alternatively, nonparametric estimates of conditional density functions can be employed, including kernel density estimation or distribution estimates on a partitioning of the space (Monbet et al., 2008; Thrun et al., 1999).”