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...
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...
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...
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,...
— 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...