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COCOON
2007
Springer
15 years 6 months ago
Efficient Testing of Forecasts
Each day a weather forecaster predicts a probability of each type of weather for the next day. After n days, all the predicted probabilities and the real weather data are sent to a...
Ching-Lueh Chang, Yuh-Dauh Lyuu
WSC
2000
15 years 3 months ago
Quasi-Monte Carlo methods in cash flow testing simulations
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
Michael G. Hilgers
ICML
2007
IEEE
16 years 3 months ago
Asymptotic Bayesian generalization error when training and test distributions are different
In supervised learning, we commonly assume that training and test data are sampled from the same distribution. However, this assumption can be violated in practice and then standa...
Keisuke Yamazaki, Klaus-Robert Müller, Masash...
143
Voted
ICML
2001
IEEE
16 years 3 months ago
Direct Policy Search using Paired Statistical Tests
Direct policy search is a practical way to solve reinforcement learning problems involving continuous state and action spaces. The goal becomes finding policy parameters that maxi...
Malcolm J. A. Strens, Andrew W. Moore
115
Voted
ICASSP
2009
IEEE
15 years 9 months ago
Rate-constrained distributed distance testing and its applications
We investigate a practical approach to solving one instantiation of a distributed hypothesis testing problem under severe rate constraints that shows up in a wide variety of appli...
Chuohao Yeo, Parvez Ahammad, Hao Zhang, Kannan Ram...