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» Self-Explanatory Simulations: Scaling Up to Large Models
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ICCS
2009
Springer
15 years 4 months ago
Towards a Complex Automata Multiscale Model of In-Stent Restenosis
Abstract. In-stent restenosis, the maladaptive response of a blood vessel to injury caused by the deployment of a stent, is a multiscale problem involving a large number of process...
Alfonso Caiazzo, David Evans, Jean-Luc Falcone, Ja...
SECON
2010
IEEE
14 years 7 months ago
A Two-Tier Market for Decentralized Dynamic Spectrum Access in Cognitive Radio Networks
Market mechanisms have been exploited as important means for spectrum acquisition and access in cognitive radio networks. In this paper, we propose a two-tier market for decentrali...
Dan Xu, Xin Liu, Zhu Han
ICML
2002
IEEE
15 years 10 months ago
Algorithm-Directed Exploration for Model-Based Reinforcement Learning in Factored MDPs
One of the central challenges in reinforcement learning is to balance the exploration/exploitation tradeoff while scaling up to large problems. Although model-based reinforcement ...
Carlos Guestrin, Relu Patrascu, Dale Schuurmans
WSC
2004
14 years 11 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
CORR
2011
Springer
148views Education» more  CORR 2011»
14 years 4 months ago
Modeling the pairwise key distribution scheme in the presence of unreliable links
Abstract— We investigate the secure connectivity of wireless sensor networks under the pairwise key distribution scheme of Chan et al.. Unlike recent work which was carried out u...
Osman Yagan, Armand M. Makowski