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GECCO
2009
Springer
147views Optimization» more  GECCO 2009»
15 years 8 months ago
Benchmarking the (1+1)-CMA-ES on the BBOB-2009 function testbed
The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions defined on a continuous search space in a black-box scenario. In this paper, an i...
Anne Auger, Nikolaus Hansen
IOR
2010
71views more  IOR 2010»
15 years 1 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
INFOCOM
2000
IEEE
15 years 8 months ago
Differentiated Admission Control in Large Networks
Abstract—This paper proposes a simple but effective admission control algorithm for integrated services packet networks. The admission control scheme, based on stochastic control...
Cedric Adjih, Philippe Jacquet, Philippe Robert
ACL
1994
15 years 5 months ago
Precise N-Gram Probabilities from Stochastic Context-Free Grammars
We present an algorithm for computing n-gram probabilities from stochastic context-free grammars, a procedure that can alleviate some of the standard problems associated with n-gr...
Andreas Stolcke, Jonathan Segal
102
Voted
JAMDS
2000
90views more  JAMDS 2000»
15 years 3 months ago
Stratified filtered sampling in stochastic optimization
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...