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HIPC
1999
Springer
15 years 8 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 8 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»
15 years 4 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 11 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»
16 years 4 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