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ICGI
1998
Springer
15 years 2 months ago
Learning Stochastic Finite Automata from Experts
We present in this paper a new learning problem called learning distributions from experts. In the case we study the experts are stochastic deterministic finite automata (sdfa). W...
Colin de la Higuera
WSC
2004
14 years 11 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
14 years 11 months ago
Stochastic Petri Nets for Modelling and Simulation
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
Peter J. Haas
ICASSP
2010
IEEE
14 years 10 months ago
Stochastic pronunciation modelling and soft match for out-of-vocabulary spoken term detection
A major challenge faced by a spoken term detection (STD) system is the detection of out-of-vocabulary (OOV) terms. Although a subword-based STD system is able to detect OOV terms,...
Dong Wang, Simon King, Joe Frankel, Peter Bell
ICASSP
2010
IEEE
14 years 10 months ago
Ergodic stochastic optimization algorithms for wireless communication and networking
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...
Alejandro Ribeiro