Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat o...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Given a stationary simulation process with unknown mean µ , interest frequently lies in, and various methods exist for, developing estimates and confidence intervals for µ . Typ...
Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competit...
This research characterizes the spontaneous spoken disfluencies typical of human-computer interaction, and presents a predictive model accounting for their occurrence. Data were c...