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Bayesian online algorithms for learning in discrete hidden Markov models
1. | Neural Computing Research Group, Aston University, Main Building, Birmingham, B7 4ET, United Kingdom |
2. | Instituto de Física, Universidade de São Paulo, CP 66318, São Paulo, SP, CEP 05389-970, Brazil |
[1] |
Aude Hofleitner, Tarek Rabbani, Mohammad Rafiee, Laurent El Ghaoui, Alex Bayen. Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO. Discrete and Continuous Dynamical Systems - S, 2014, 7 (3) : 503-523. doi: 10.3934/dcdss.2014.7.503 |
[2] |
Jiping Tao, Ronghuan Huang, Tundong Liu. A $2.28$-competitive algorithm for online scheduling on identical machines. Journal of Industrial and Management Optimization, 2015, 11 (1) : 185-198. doi: 10.3934/jimo.2015.11.185 |
[3] |
Tan Bui-Thanh, Omar Ghattas. A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors. Inverse Problems and Imaging, 2015, 9 (1) : 27-53. doi: 10.3934/ipi.2015.9.27 |
[4] |
Ruiqi Yang, Dachuan Xu, Yicheng Xu, Dongmei Zhang. An adaptive probabilistic algorithm for online k-center clustering. Journal of Industrial and Management Optimization, 2019, 15 (2) : 565-576. doi: 10.3934/jimo.2018057 |
[5] |
Zongwei Chen. An online-decision algorithm for the multi-period bank clearing problem. Journal of Industrial and Management Optimization, 2022, 18 (4) : 2783-2803. doi: 10.3934/jimo.2021091 |
[6] |
Orazio Muscato, Wolfgang Wagner. A stochastic algorithm without time discretization error for the Wigner equation. Kinetic and Related Models, 2019, 12 (1) : 59-77. doi: 10.3934/krm.2019003 |
[7] |
Jiping Tao, Zhijun Chao, Yugeng Xi. A semi-online algorithm and its competitive analysis for a single machine scheduling problem with bounded processing times. Journal of Industrial and Management Optimization, 2010, 6 (2) : 269-282. doi: 10.3934/jimo.2010.6.269 |
[8] |
Ran Ma, Jiping Tao. An improved 2.11-competitive algorithm for online scheduling on parallel machines to minimize total weighted completion time. Journal of Industrial and Management Optimization, 2018, 14 (2) : 497-510. doi: 10.3934/jimo.2017057 |
[9] |
Ran Ma, Lu Zhang, Yuzhong Zhang. A best possible algorithm for an online scheduling problem with position-based learning effect. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021144 |
[10] |
Liping Zhang, Soon-Yi Wu, Shu-Cherng Fang. Convergence and error bound of a D-gap function based Newton-type algorithm for equilibrium problems. Journal of Industrial and Management Optimization, 2010, 6 (2) : 333-346. doi: 10.3934/jimo.2010.6.333 |
[11] |
Jun Takaki, Nobuo Yamashita. A derivative-free trust-region algorithm for unconstrained optimization with controlled error. Numerical Algebra, Control and Optimization, 2011, 1 (1) : 117-145. doi: 10.3934/naco.2011.1.117 |
[12] |
Hatim Tayeq, Amal Bergam, Anouar El Harrak, Kenza Khomsi. Self-adaptive algorithm based on a posteriori analysis of the error applied to air quality forecasting using the finite volume method. Discrete and Continuous Dynamical Systems - S, 2021, 14 (7) : 2557-2570. doi: 10.3934/dcdss.2020400 |
[13] |
Xiaojun Zhou, Chunhua Yang, Weihua Gui. State transition algorithm. Journal of Industrial and Management Optimization, 2012, 8 (4) : 1039-1056. doi: 10.3934/jimo.2012.8.1039 |
[14] |
Eliana Pepa Risma. A deferred acceptance algorithm with contracts. Journal of Dynamics and Games, 2015, 2 (3&4) : 289-302. doi: 10.3934/jdg.2015005 |
[15] |
Jonathan Newton, William H. Sandholm. Stochastic dynamics and Edmonds' algorithm. Journal of Dynamics and Games, 2021 doi: 10.3934/jdg.2021029 |
[16] |
François Béguin. Smale diffeomorphisms of surfaces: a classification algorithm. Discrete and Continuous Dynamical Systems, 2004, 11 (2&3) : 261-310. doi: 10.3934/dcds.2004.11.261 |
[17] |
Ali Fuat Alkaya, Dindar Oz. An optimal algorithm for the obstacle neutralization problem. Journal of Industrial and Management Optimization, 2017, 13 (2) : 835-856. doi: 10.3934/jimo.2016049 |
[18] |
Elena Beretta, Markus Grasmair, Monika Muszkieta, Otmar Scherzer. A variational algorithm for the detection of line segments. Inverse Problems and Imaging, 2014, 8 (2) : 389-408. doi: 10.3934/ipi.2014.8.389 |
[19] |
Hadi Khatibzadeh, Vahid Mohebbi, Mohammad Hossein Alizadeh. On the cyclic pseudomonotonicity and the proximal point algorithm. Numerical Algebra, Control and Optimization, 2018, 8 (4) : 441-449. doi: 10.3934/naco.2018027 |
[20] |
J. Frédéric Bonnans, Justina Gianatti, Francisco J. Silva. On the convergence of the Sakawa-Shindo algorithm in stochastic control. Mathematical Control and Related Fields, 2016, 6 (3) : 391-406. doi: 10.3934/mcrf.2016008 |
2021 Impact Factor: 1.497
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