186 search results - page 7 / 38 » Generalized deviations in risk analysis |
UAI
2001
13 years 9 months ago
2001
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
SIAMJO
2002
13 years 7 months ago
2002
We consider the problem of constructing mean{risk models which are consistent with the second degree stochastic dominance relation. By exploiting duality relations of convex analys...
KDD
2009
ACM
14 years 8 months ago
2009
ACM
Classifying nodes in networks is a task with a wide range of applications. It can be particularly useful in anomaly and fraud detection. Many resources are invested in the task of...
GLOBECOM
2007
IEEE
14 years 2 months ago
2007
IEEE
—The Grassmann manifold Gn,p (L) is the set of all p-dimensional planes (through the origin) in the n-dimensional Euclidean space Ln , where L is either R or C. This paper consid...
MANSCI
2010
13 years 6 months ago
2010
This paper considers a manufacturer-retailer supply chain for a seasonal product whose demand is weather-sensitive. The retailer orders from the manufacturer (supplier) prior to t...