We present a new approximation method called value extrapolation for Markov processes with large or infinite state spaces. The method can be applied for calculating any performan...
Rational decision making requires full knowledge of the utility function of the person affected by the decisions. However, in many cases, the task of acquiring such knowledge is n...
Numerical possibility distributions can encode special convex families of probability measures. The connection between possibility theory and probability theory is potentially fru...
Abstract— We show a statistical pruning approach for maximum likelihood (ML) detection of multiple-input multiple-output (MIMO) systems. We present a general pruning strategy for...
We consider the problem of selecting the best among several heavy-tailed systems using a large deviations perspective. In contrast to the light-tailed setting studied by Glynn and...