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WSC
2007
15 years 8 months ago
Derivative estimation with known control-variate variances
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
Jamie R. Wieland, Bruce W. Schmeiser
WSC
2008
15 years 8 months ago
Fast simulation of equity-linked life insurance contracts with a surrender option
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
Carole Bernard, Christiane Lemieux
CG
2008
Springer
15 years 8 months ago
Whole-History Rating: A Bayesian Rating System for Players of Time-Varying Strength
Whole-History Rating (WHR) is a new method to estimate the time-varying strengths of players involved in paired comparisons. Like many variations of the Elo rating system, the whol...
Rémi Coulom
ACL
2008
15 years 7 months ago
Bayesian Learning of Non-Compositional Phrases with Synchronous Parsing
We combine the strengths of Bayesian modeling and synchronous grammar in unsupervised learning of basic translation phrase pairs. The structured space of a synchronous grammar is ...
Hao Zhang, Chris Quirk, Robert C. Moore, Daniel Gi...
ICAI
2008
15 years 7 months ago
Mapping of Activity Recognition as a Distributed Inference Problem in Sensor Network
- This paper presents a distributed model for detecting Activities of Daily Living (ADLs) in a home setting. We consider an environment where household devices and utensils are aug...
Md. Kamrul Hasan, Husne Ara Rubaiyeat, Young-Koo L...