This paper describes a new algorithm to solve the decision making problem in Influence Diagrams based on algorithms for credal networks. Decision nodes are associated to imprecise...
We consider the global optimization problem for d-variate Lipschitz functions which, in a certain sense, do not increase too slowly in a neighborhood of the global minimizer(s). O...
There is an inherent chasm between the real-world and the world that can be perceived by computer systems, yielding uncertainty and ambiguity in system perceived context, with cons...
Embedding algorithms search for low dimensional structure in complex data, but most algorithms only handle objects of a single type for which pairwise distances are specified. Thi...
Amir Globerson, Gal Chechik, Fernando C. Pereira, ...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...