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HIPC
1999
Springer
15 years 2 months ago
Stochastic Modeling of TCP/IP over Random Loss Channels
An analytical framework for modeling the performance of a single TCP session in the presence of random packet loss is presented that is based on a semi-Markov model for the window ...
Alhussein A. Abouzeid, Murat Azizoglu, Sumit Roy
INFOCOM
2000
IEEE
15 years 2 months ago
End-to-End Congestion Control Schemes: Utility Functions, Random Losses and ECN Marks
We present a framework for designing end-to-end congestion control schemes in a network where each user may have a different utility function and may experience non-congestion-re...
Srisankar S. Kunniyur, Rayadurgam Srikant
EOR
2010
125views more  EOR 2010»
14 years 10 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
INFORMATICALT
2011
91views more  INFORMATICALT 2011»
14 years 4 months ago
A Quadratic Loss Multi-Class SVM for which a Radius-Margin Bound Applies
To set the values of the hyperparameters of a support vector machine (SVM), the method of choice is cross-validation. Several upper bounds on the leave-one-out error of the pattern...
Yann Guermeur, Emmanuel Monfrini
KDD
2008
ACM
120views Data Mining» more  KDD 2008»
15 years 10 months ago
Multi-class cost-sensitive boosting with p-norm loss functions
We propose a family of novel cost-sensitive boosting methods for multi-class classification by applying the theory of gradient boosting to p-norm based cost functionals. We establ...
Aurelie C. Lozano, Naoki Abe