Eligibility traces have been shown to speed reinforcement learning, to make it more robust to hidden states, and to provide a link between Monte Carlo and temporal-difference meth...
Doina Precup, Richard S. Sutton, Satinder P. Singh
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
We propose a novel way to induce a random field from an energy function on discrete labels. It amounts to locally injecting noise to the energy potentials, followed by finding t...
Many sensor network applications require location awareness, but it is often too expensive to include a GPS receiver in a sensor network node. Hence, localization schemes for sens...
We describe a recursive algorithm to quickly compute the N nearest neighbors according to a similarity measure in a metric space. The algorithm exploits an intrinsic property of a...