Markov Random Walk Representations with Continuous Distributions

التفاصيل البيبلوغرافية
العنوان: Markov Random Walk Representations with Continuous Distributions
المؤلفون: Yeang, Chen-Hsiang, Szummer, Martin
سنة النشر: 2012
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Computer Science - Learning, Statistics - Machine Learning
الوصف: Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the data density. We relate this diffusion equation to a path integral and derive the corresponding path probability measure. The framework is useful for incorporating continuous data densities and prior knowledge.
Comment: Appears in Proceedings of the Nineteenth Conference on Uncertainty in Artificial Intelligence (UAI2003)
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1212.2510
رقم الأكسشن: edsarx.1212.2510
قاعدة البيانات: arXiv