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CORR
2006
Springer
86views Education» more  CORR 2006»
15 years 6 months ago
Optimal Distortion-Power Tradeoffs in Sensor Networks: Gauss-Markov Random Processes
We investigate the optimal performance of dense sensor networks by studying the joint source-channel coding problem. The overall goal of the sensor network is to take measurements ...
Nan Liu, Sennur Ulukus
CDC
2009
IEEE
111views Control Systems» more  CDC 2009»
15 years 10 months ago
An optimal investment problem with randomly terminating income
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
Michel H. Vellekoop, Mark Davis
MOR
2008
81views more  MOR 2008»
15 years 5 months ago
Optimal Stopping of Linear Diffusions with Random Discounting
Abstract. We propose a new solution method for optimal stopping problems with random discounting for linear diffusions whose state space has a combination of natural, absorbing, or...
Savas Dayanik
COLT
2008
Springer
15 years 7 months ago
When Random Play is Optimal Against an Adversary
We analyze a sequential game between a Gambler and a Casino. The Gambler allocates bets from a limited budget over a fixed menu of gambling events that are offered at equal time i...
Jacob Abernethy, Manfred K. Warmuth, Joel Yellin
AAAI
2004
15 years 7 months ago
On the Optimality of Probability Estimation by Random Decision Trees
Random decision tree is an ensemble of decision trees. The feature at any node of a tree in the ensemble is chosen randomly from remaining features. A chosen discrete feature on a...
Wei Fan