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128
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AMAI
2004
Springer
15 years 9 months ago
Approximate Probabilistic Constraints and Risk-Sensitive Optimization Criteria in Markov Decision Processes
The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
Dmitri A. Dolgov, Edmund H. Durfee
141
Voted
COR
2007
134views more  COR 2007»
15 years 3 months ago
Portfolio selection using neural networks
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
Alberto Fernández, Sergio Gómez
144
Voted
SIAMCOMP
2002
152views more  SIAMCOMP 2002»
15 years 3 months ago
Maintaining Stream Statistics over Sliding Windows
We consider the problem of maintaining aggregates and statistics over data streams, with respect to the last N data elements seen so far. We refer to this model as the sliding wind...
Mayur Datar, Aristides Gionis, Piotr Indyk, Rajeev...
140
Voted
ICA
2010
Springer
15 years 3 months ago
Probabilistic Latent Tensor Factorization
We develop a probabilistic modeling framework for multiway arrays. Our framework exploits the link between graphical models and tensor factorization models and it can realize any ...
Y. Kenan Yilmaz, A. Taylan Cemgil
148
Voted
SODA
2012
ACM
212views Algorithms» more  SODA 2012»
13 years 6 months ago
Parallelism and time in hierarchical self-assembly
We study the role that parallelism plays in time complexariants of Winfree’s abstract Tile Assembly Model (aTAM), a model of molecular algorithmic self-assembly. In the “hiera...
Ho-Lin Chen, David Doty