We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
For a sensor network, as tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stoc...
We propose a method for providing stochastic confidence estimates for rule-based and black-box natural language (NL) processing systems. Our method does not require labeled trainin...
Christian Monson, Kristy Hollingshead, Brian Roark
We explore the relation between the stochastic semantic associated to stochastic Concurrent Constrain Programming (sCCP) and its fluid-flow approximation. Writing the master equat...
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...