Ke Yuan

Summary

Affiliation: University of Southampton
Country: UK

Publications

  1. doi request reprint Markov chain Monte Carlo methods for state-space models with point process observations
    Ke Yuan
    School of Electronics and Computer Science, University of Southampton, Southampton, SO17 1BJ, UK
    Neural Comput 24:1462-86. 2012
  2. doi request reprint Estimating a state-space model from point process observations: a note on convergence
    Ke Yuan
    School of Electronics and Computer Science, University of Southampton, Southampton, UK
    Neural Comput 22:1993-2001. 2010

Collaborators

Detail Information

Publications2

  1. doi request reprint Markov chain Monte Carlo methods for state-space models with point process observations
    Ke Yuan
    School of Electronics and Computer Science, University of Southampton, Southampton, SO17 1BJ, UK
    Neural Comput 24:1462-86. 2012
    ..Results indicate similar performance on the large data sets and superior performance on small ones. The work offers an extensive suite of MCMC algorithms evaluated on an important class of models for physiological signal analysis...
  2. doi request reprint Estimating a state-space model from point process observations: a note on convergence
    Ke Yuan
    School of Electronics and Computer Science, University of Southampton, Southampton, UK
    Neural Comput 22:1993-2001. 2010
    ..Simulations show that the likelihood is unimodal in the unknown parameters, and hence the EM iterations are always able to find the globally optimal solution...