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» Computation with imprecise probabilities
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SAC
2002
ACM
13 years 9 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
FMSD
2010
118views more  FMSD 2010»
13 years 8 months ago
On simulation-based probabilistic model checking of mixed-analog circuits
In this paper, we consider verifying properties of mixed-signal circuits, i.e., circuits for which there is an interaction between analog (continuous) and digital (discrete) values...
Edmund M. Clarke, Alexandre Donzé, Axel Leg...
FUIN
2010
130views more  FUIN 2010»
13 years 8 months ago
SLGAD Resolution for Inference on Logic Programs with Annotated Disjunctions
Abstract. Logic Programs with Annotated Disjunctions (LPADs) allow to express probabilistic information in logic programming. The semantics of an LPAD is given in terms of the well...
Fabrizio Riguzzi
EGH
2010
Springer
13 years 8 months ago
GPU random numbers via the tiny encryption algorithm
Random numbers are extensively used on the GPU. As more computation is ported to the GPU, it can no longer be treated as rendering hardware alone. Random number generators (RNG) a...
Fahad Zafar, Marc Olano, Aaron Curtis
JOC
2010
123views more  JOC 2010»
13 years 4 months ago
Security Against Covert Adversaries: Efficient Protocols for Realistic Adversaries
Abstract. In the setting of secure multiparty computation, a set of mutually distrustful parties wish to securely compute some joint function of their private inputs. The computati...
Yonatan Aumann, Yehuda Lindell