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CORR
2006
Springer
132views Education» more  CORR 2006»
15 years 1 months ago
Cross-Entropy method: convergence issues for extended implementation
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
Frédéric Dambreville
114
Voted
CSDA
2006
117views more  CSDA 2006»
15 years 1 months ago
Exact maximum likelihood estimation of structured or unit root multivariate time series models
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Guy Mélard, Roch Roy, Abdessamad Saidi
96
Voted
ENTCS
2006
143views more  ENTCS 2006»
15 years 1 months ago
Hiproofs: A Hierarchical Notion of Proof Tree
Motivated by the concerns of theorem-proving, we generalise the notion of proof tree to that of hierarchical proof tree. Hierarchical trees extend ordinary trees by adding partial...
Ewen Denney, John Power, Konstantinos Tourlas
117
Voted
CORR
2007
Springer
132views Education» more  CORR 2007»
15 years 1 months ago
Automatic Structures: Richness and Limitations
We study the existence of automatic presentations for various algebraic structures. An automatic presentation of a structure is a description of the universe of the structure by a...
Bakhadyr Khoussainov, André Nies, Sasha Rub...
92
Voted
CORR
2007
Springer
82views Education» more  CORR 2007»
15 years 1 months ago
Sorting and Selection with Random Costs
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work treats a natural stochastic variant of the problem where the...
Stanislav Angelov, Keshav Kunal, Andrew McGregor