Literatura académica sobre el tema "Von Mises-Fisher prior"
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Artículos de revistas sobre el tema "Von Mises-Fisher prior"
Ma, He y Weipeng Wu. "A deep clustering framework integrating pairwise constraints and a VMF mixture model". Electronic Research Archive 32, n.º 6 (2024): 3952–72. http://dx.doi.org/10.3934/era.2024177.
Texto completoMichel, Nicolas, Giovanni Chierchia, Romain Negrel y Jean-François Bercher. "Learning Representations on the Unit Sphere: Investigating Angular Gaussian and Von Mises-Fisher Distributions for Online Continual Learning". Proceedings of the AAAI Conference on Artificial Intelligence 38, n.º 13 (24 de marzo de 2024): 14350–58. http://dx.doi.org/10.1609/aaai.v38i13.29348.
Texto completoCao, Mingxuan, Kai Xie, Feng Liu, Bohao Li, Chang Wen, Jianbiao He y Wei Zhang. "Recognition of Occluded Goods under Prior Inference Based on Generative Adversarial Network". Sensors 23, n.º 6 (22 de marzo de 2023): 3355. http://dx.doi.org/10.3390/s23063355.
Texto completoFang, Jinyuan, Shangsong Liang, Zaiqiao Meng y Maarten De Rijke. "Hyperspherical Variational Co-embedding for Attributed Networks". ACM Transactions on Information Systems 40, n.º 3 (31 de julio de 2022): 1–36. http://dx.doi.org/10.1145/3478284.
Texto completoHornik, Kurt y Bettina Grün. "On conjugate families and Jeffreys priors for von Mises–Fisher distributions". Journal of Statistical Planning and Inference 143, n.º 5 (mayo de 2013): 992–99. http://dx.doi.org/10.1016/j.jspi.2012.11.003.
Texto completoLewin, Peter. "Rothbard and Mises on Interest: An Exercise in Theoretical Purity". Journal of the History of Economic Thought 19, n.º 1 (1997): 141–59. http://dx.doi.org/10.1017/s1053837200004727.
Texto completoAndreella, Angela y Livio Finos. "Procrustes Analysis for High-Dimensional Data". Psychometrika, 18 de mayo de 2022. http://dx.doi.org/10.1007/s11336-022-09859-5.
Texto completoNakhaei Rad, Najmeh, Andriette Bekker, Mohammad Arashi y Christophe Ley. "Coming Together of Bayesian Inference and Skew Spherical Data". Frontiers in Big Data 4 (8 de febrero de 2022). http://dx.doi.org/10.3389/fdata.2021.769726.
Texto completoTesis sobre el tema "Von Mises-Fisher prior"
Hornik, Kurt y Bettina Grün. "On conjugate families and Jeffreys priors for von Mises-Fisher distributions". Elsevier, 2013. http://dx.doi.org/10.1016/j.jspi.2012.11.003.
Texto completoTraullé, Benjamin. "Techniques d’échantillonnage pour la déconvolution aveugle bayésienne". Electronic Thesis or Diss., Toulouse, ISAE, 2024. http://www.theses.fr/2024ESAE0004.
Texto completoThese thesis works address two main challenges in the field of Bayesian blind deconvolution using Markov chain Monte Carlo (MCMC) methods. Firstly, in Bayesian blind deconvolution, it is common to use Gaussian-type priors. However, these priors do not solve the scale ambiguity problem. The latter poses difficulties in the convergence of classical MCMC algorithms, which exhibit slow scale sampling, and complicates the design of scale-free estimators. To overcome this limitation, a von Mises–Fisher prior is proposed, which alleviates the scale ambiguity. This approach has already demonstrated its regularization effect in other inverse problems, including optimization-based blind deconvolution. The advantages of this prior within MCMC algorithms are discussed compared to conventional Gaussian priors, both theoretically and experimentally, especially in low dimensions. However, the multimodal nature of the posterior distribution still poses challenges and decreases the quality of the exploration of the state space, particularly when using algorithms such as the Gibbs sampler. These poor mixing properties lead to suboptimal performance in terms of inter-mode and intra-mode exploration and can limit the usefulness of Bayesian estimators at this stage. To address this issue, we propose an original approach based on the use of a reversible jump MCMC (RJMCMC) algorithm, which significantly improves the exploration of the state space by generating new states in high probability regions identified in a preliminary stage. The effectiveness of the RJMCMC algorithm is empirically demonstrated in the context of highly multimodal posteriors, particularly in low dimensions, for both Gaussian and von Mises–Fisher priors. Furthermore, the observed behavior of RJMCMC in increasing dimensions provides support for the applicability of this approach for sampling multimodal distributions in the context of Bayesian blind deconvolution
Actas de conferencias sobre el tema "Von Mises-Fisher prior"
Traulle, Benjamin, Stephanie Bidon y Damien Roque. "A von Mises—Fisher prior to Remove Scale Ambiguity in Blind Deconvolution". En 2022 30th European Signal Processing Conference (EUSIPCO). IEEE, 2022. http://dx.doi.org/10.23919/eusipco55093.2022.9909710.
Texto completoЧерняев, Сергей, Sergey Chernyaev, Олег Лукашенко y Oleg Lukashenko. "Comparative Analysis of Methods for Segmentation of FMRI Images Based on Markov Random Fields". En 29th International Conference on Computer Graphics, Image Processing and Computer Vision, Visualization Systems and the Virtual Environment GraphiCon'2019. Bryansk State Technical University, 2019. http://dx.doi.org/10.30987/graphicon-2019-1-143-147.
Texto completoJin, Yujie, Xu Chu, Yasha Wang y Wenwu Zhu. "Domain Generalization through the Lens of Angular Invariance". En Thirty-First International Joint Conference on Artificial Intelligence {IJCAI-22}. California: International Joint Conferences on Artificial Intelligence Organization, 2022. http://dx.doi.org/10.24963/ijcai.2022/139.
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