| Chou, KC, Willsky, AS & Nikoukhah, R (1994). Multiscale systems, Kalman filters, and Riccati equations. IEEE Transactions on Automatic Control, 39, 479-492. |
....region, and so forth, we build up a scheme for changing resolutions. Then, an acyclic directed graph can be constructed by drawing arrows from larger parent regions to smaller child regions, which provides a framework for a statistical model that is autoregressive in levels of resolution (Chou et al. 1994; Huang and Cressie, 2000) This article concentrates on the special case of autoregressive tree structured models (e.g. Chou et al. 1994; Luettgen and Willsky, 1995a, 1995b; Fieguth and Willsky, 1996) where the optimal spatial prediction procedures are shown to be extremely fast. Imagine a ....
.... from larger parent regions to smaller child regions, which provides a framework for a statistical model that is autoregressive in levels of resolution (Chou et al. 1994; Huang and Cressie, 2000) This article concentrates on the special case of autoregressive tree structured models (e.g. Chou et al. 1994; Luettgen and Willsky, 1995a, 1995b; Fieguth and Willsky, 1996) where the optimal spatial prediction procedures are shown to be extremely fast. Imagine a bathtub whose tap is always running. The tub has a capacity of one day of water and we need to keep emptying it so that no overflow occurs. ....
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Chou, K. C., Willsky, A. S., and Nikoukhah, R. (1994). Multiscale systems, Kalman filters, and Riccati equations. IEEE Transactions on Automatic Control, 39, 479-492.
.... mixing proportions to vary under the control of a gating network (Jacobs, Jordan, Nowlan, and Hinton 1991) Another possibility is to build a hierarchical model (Ghahramani and Hinton, personal communication; Rao and Ballard 1995) Willsky and his colleagues (Chou, Willsky, and Benveniste 1994; Chou, Willsky, and Nikoukhah 1994; Krim, Willsky, and Karl 1994; Luettgen and Willsky 1995) have built a sophisticated multi resolution tree architecture for images that combines interconnected factor analysers at different spatial resolutions. The advantage of the tree is that the E step of EM can be done using a single ....
Chou, K. C., Willsky, A. S. and Nikoukhah, R. (1994) Multiscale systems, Kalman filters, and Riccati equations, IEEE Transactions on Automatic Control, 39, 479-492.
....vectors with covariance matrices, W t j var (w t ) t 2 T n ft 0 g; V t j var (ffl t ) t 2 T; fy t g and fffl t g are independent, and y pa(t) and w t are independent for t 2 T n ft 0 g. The goal is to obtain the optimal predictors of state vectors fy t g based on all the data fz t g. Chou et al. 1994) developed a fast optimal prediction Kalman filter algorithm for these models. The algorithm consists of two steps, the uptree filtering step, followed by the downtree smoothing step. In the uptree filtering step, the algorithm goes upward from the leaves of the tree, and successively computes the ....
Chou, K.C., Willsky, A.S., and Nikoukhah, R. (1994). Multiscale systems, Kalman filters, and Riccati equations. IEEE Transactions on Automatic Control, 39, 479-492.
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Chou, KC, Willsky, AS & Nikoukhah, R (1994). Multiscale systems, Kalman filters, and Riccati equations. IEEE Transactions on Automatic Control, 39, 479-492.
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