This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Abstract— We consider the problem of apprenticeship learning when the expert’s demonstration covers only a small part of a large state space. Inverse Reinforcement Learning (IR...
Graph component labelling, which is a subset of the general graph colouring problem, is a computationally expensive operation that is of importance in many applications and simula...
Abstract. Since in general it is NP-hard to solve the minimum dominating set problem even approximatively, a lot of work has been dedicated to central and distributed approximation...
In this paper, we study a novel problem Collective Active Learning, in which we aim to select a batch set of "informative" instances from a networking data set to query ...