In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
A protocol for the elicitation of imprecise probabilities based on linear programming is applied to the case of two continuous variables. Two medical experts were elicited. The re...
Star-shaped bodies are an important nonconvex generalization of convex bodies (e.g., linear programming with violations). Here we present an efficient algorithm for sampling a giv...
Karthekeyan Chandrasekaran, Daniel Dadush, Santosh...
We present a polynomial time randomized algorithm for global value numbering. Our algorithm is complete when conditionals are treated as non-deterministic and all operators are tr...
A new stochastic method for locating the global minimum of a multidimensional function inside a rectangular hyperbox is presented. A sampling technique is employed that makes use ...