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ORL
2007
83views more  ORL 2007»
13 years 8 months ago
Large deviations bounds for estimating conditional value-at-risk
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...
David B. Brown
ISIPTA
2005
IEEE
115views Mathematics» more  ISIPTA 2005»
14 years 2 months ago
A Protocol for the Elicitation of Imprecise Probabilities
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...
Alane Alves Silva, Fernando Campello de Souza
SODA
2010
ACM
143views Algorithms» more  SODA 2010»
13 years 7 months ago
Thin Partitions: Isoperimetric Inequalities and a Sampling Algorithm for Star Shaped Bodies
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...
POPL
2004
ACM
14 years 9 months ago
Global value numbering using random interpretation
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...
Sumit Gulwani, George C. Necula
CPHYSICS
2006
204views more  CPHYSICS 2006»
13 years 8 months ago
Genetically controlled random search: a global optimization method for continuous multidimensional functions
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 ...
Ioannis G. Tsoulos, Isaac E. Lagaris