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NIPS
2001
13 years 11 months ago
Variance Reduction Techniques for Gradient Estimates in Reinforcement Learning
Policy gradient methods for reinforcement learning avoid some of the undesirable properties of the value function approaches, such as policy degradation (Baxter and Bartlett, 2001...
Evan Greensmith, Peter L. Bartlett, Jonathan Baxte...
WSC
2004
13 years 11 months ago
Simulation-Based Pricing of Mortgage-Backed Securities
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
Jian Chen
ICML
2010
IEEE
13 years 11 months ago
Particle Filtered MCMC-MLE with Connections to Contrastive Divergence
Learning undirected graphical models such as Markov random fields is an important machine learning task with applications in many domains. Since it is usually intractable to learn...
Arthur Asuncion, Qiang Liu, Alexander T. Ihler, Pa...
BMCBI
2008
99views more  BMCBI 2008»
13 years 10 months ago
NestedMICA as an ab initio protein motif discovery tool
Background: Discovering overrepresented patterns in amino acid sequences is an important step in protein functional element identification. We adapted and extended NestedMICA, an ...
Mutlu Dogruel, Thomas A. Down, Tim J. P. Hubbard
CPHYSICS
2008
79views more  CPHYSICS 2008»
13 years 10 months ago
Atmospheric MUons from PArametric formulas: a fast GEnerator for neutrino telescopes (MUPAGE)
Abstract. Neutrino telescopes are opening new opportunities in observational high energy astrophysics. In these detectors, atmospheric muons from primary cosmic ray interactions in...
G. Carminati, M. Bazzotti, A. Margiotta, M. Spurio