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FS
2011
165views more  FS 2011»
7 years 9 months ago
Asset price bubbles from heterogeneous beliefs about mean reversion rates
Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value. By focusing on an e...
Xi Chen, Robert V. Kohn
CORR
2011
Springer
207views Education» more  CORR 2011»
7 years 9 months ago
Ergodic Transmission Capacity of Wireless Ad Hoc Networks with Interference Management
Most work on wireless network throughput ignores the temporal correlation inherent to wireless channels because it degrades tractability. To better model and quantify the temporal...
Chun-Hung Liu, Jeffrey G. Andrews
ACL
2011
7 years 10 months ago
Interactive Topic Modeling
Topic models have been used extensively as a tool for corpus exploration, and a cottage industry has developed to tweak topic models to better encode human intuitions or to better...
Yuening Hu, Jordan L. Boyd-Graber, Brianna Satinof...
WIOPT
2011
IEEE
7 years 10 months ago
Ergodic spatial throughput of wireless ad hoc networks with Markovian fading channels
—Most work on wireless network throughput ignore the temporal correlation inherent to wireless channels, due to trouble with tractability. In order to better capture the temporal...
Chun-Hung Liu, Jeffrey G. Andrews
ICASSP
2011
IEEE
7 years 10 months ago
Modeling temporal correlations in content fingerprints
Previous analysis of content fingerprints has mainly focused on the case of independent and identically distributed fingerprints. Practical fingerprints, however, exhibit corre...
Avinash L. Varna, Min Wu
CORR
2011
Springer
189views Education» more  CORR 2011»
7 years 10 months ago
Metastability of Logit Dynamics for Coordination Games
Logit Dynamics [Blume, Games and Economic Behavior, 1993] is a randomized best response dynamics for strategic games: at every time step a player is selected uniformly at random a...
Vincenzo Auletta, Diodato Ferraioli, Francesco Pas...
TWC
2010
8 years 28 days ago
Delay-Minimal Transmission for Average Power Constrained Multi-Access Communications
We investigate the problem of minimizing the overall transmission delay of packets in a multi-access wireless communication system, where the transmitters have average power constr...
Jing Yang, Sennur Ulukus
TIT
2010
141views Education» more  TIT 2010»
8 years 29 days ago
Distributed averaging via lifted Markov chains
Abstract--Motivated by applications of distributed linear estimation, distributed control, and distributed optimization, we consider the question of designing linear iterative algo...
Kyomin Jung, Devavrat Shah, Jinwoo Shin
ORL
2010
167views more  ORL 2010»
8 years 1 months ago
An embedded Markov chain approach to stock rationing
Rationing is an inventory policy that allows prioritization of demand classes. It enables the inventory system to provide higher service levels for critical demand classes. In thi...
Mehmet Murat Fadiloglu, Önder Bulut
MMAS
2010
Springer
8 years 1 months ago
Markov Chain Stochastic Parametrizations of Essential Variables
We analyze the performance of the novel Markov chain stochastic modeling technique for derivation of effective equations for a set of essential variables. This technique is an empi...
K. Nimsaila, I. Timofeyev
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