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NIPS
2007
15 years 1 months ago
Variational Inference for Diffusion Processes
Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing paramete...
Cédric Archambeau, Manfred Opper, Yuan Shen...
WSC
1998
15 years 1 months ago
Accelerated Simulation for Pricing Asian Options
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Felisa J. Vázquez-Abad, Daniel Dufresne
EMMCVPR
2005
Springer
15 years 5 months ago
Optimizing the Cauchy-Schwarz PDF Distance for Information Theoretic, Non-parametric Clustering
This paper addresses the problem of efficient information theoretic, non-parametric data clustering. We develop a procedure for adapting the cluster memberships of the data pattern...
Robert Jenssen, Deniz Erdogmus, Kenneth E. Hild II...
ATAL
2008
Springer
15 years 1 months ago
Stochastic search methods for nash equilibrium approximation in simulation-based games
We define the class of games called simulation-based games, in which the payoffs are available as an output of an oracle (simulator), rather than specified analytically or using a...
Yevgeniy Vorobeychik, Michael P. Wellman
CORR
2010
Springer
124views Education» more  CORR 2010»
14 years 12 months ago
Online Learning of Noisy Data with Kernels
We study online learning when individual instances are corrupted by adversarially chosen random noise. We assume the noise distribution is unknown, and may change over time with n...
Nicolò Cesa-Bianchi, Shai Shalev-Shwartz, O...