On trajectories of Gaussian Markov random fields

Approximating Hidden Gaussian Markov Random Fields

This paper discusses how to construct approximations to a unimodal hidden Gaussian Markov random field on a graph of dimensionnwhen the likelihood consists of mutually independent data. We demonstrate that a class of non-Gaussian approximations can be constructed for a wide range of likelihood models. They have the appealing properties that exact samples can be drawn from them, the normalisatio...

Subset Selection for Gaussian Markov Random Fields

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, called Gaussian free fields, which arise in semi-supervised learning and computer ...

Gaussian Markov Random Fields: Theory and Applications

Classification of textures using Gaussian Markov random fields

The problem of texture classification arises in several disciplines such as remote sensing, computer vision, and image analysis. In this paper we present two feature extraction methods for the classification of textures using two-dimensional (2-D) Markov random field (MRF) models. It is assumed that the given M x M texture is generated by a Gaussian MRF model. In the first method, the least squ...

Horde of Bandits using Gaussian Markov Random Fields

The gang of bandits (GOB) model [7] is a recent contextual bandits framework that shares information between a set of bandit problems, related by a known (possibly noisy) graph. This model is useful in problems like recommender systems where the large number of users makes it vital to transfer information between users. Despite its effectiveness, the existing GOB model can only be applied to sm...