Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
In this paper we present a stochastic sampling approach to estimate multiple human trajectory in the meeting. The algorithm is formalized as a energy minimization problem based on...
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...
This paper is concerned with developing an information-theoretic framework to aggregate the state space of a Hidden Markov Model (HMM) on discrete state and observation spaces. The...
The massive data streams observed in network monitoring, data processing and scientific studies are typically too large to store. For many applications over such data, we must ob...