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JMLR
2006
107views more  JMLR 2006»
13 years 4 months ago
Bounds for the Loss in Probability of Correct Classification Under Model Based Approximation
In many pattern recognition/classification problem the true class conditional model and class probabilities are approximated for reasons of reducing complexity and/or of statistic...
Magnus Ekdahl, Timo Koski
EOR
2010
125views more  EOR 2010»
13 years 4 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
CORR
2010
Springer
92views Education» more  CORR 2010»
13 years 4 months ago
On Network-Error Correcting Convolutional Codes under the BSC Edge Error Model
Convolutional network-error correcting codes (CNECCs) are known to provide error correcting capability in acyclic instantaneous networks within the network coding paradigm under sm...
K. Prasad, B. Sundar Rajan
NETWORKING
2004
13 years 6 months ago
Call-Burst Blocking Probabilities of ON-OFF Traffic Sources under the Bandwidth Reservation Policy
Abstract. We calculate call and burst blocking probabilities (CBP and BBP respectively) in a single link loss system accommodating service-classes of ONOFF traffic calls, either of...
Ioannis D. Moscholios, Michael D. Logothetis
COLT
2003
Springer
13 years 9 months ago
Lower Bounds on the Sample Complexity of Exploration in the Multi-armed Bandit Problem
We consider the Multi-armed bandit problem under the PAC (“probably approximately correct”) model. It was shown by Even-Dar et al. [5] that given n arms, it suffices to play th...
Shie Mannor, John N. Tsitsiklis