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UAI
2008
15 years 3 months ago
Strategy Selection in Influence Diagrams using Imprecise Probabilities
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...
Cassio Polpo de Campos, Qiang Ji
DAGSTUHL
2004
15 years 3 months ago
Optimal algorithms for global optimization in case of unknown Lipschitz constant
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...
Matthias U. Horn
193
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IWUC
2004
15 years 3 months ago
On Uncertainty in Context-Aware Computing: Appealing to High-Level and Same-Level Context for Low-Level Context Verification
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...
Amir Padovitz, Seng Wai Loke, Arkady B. Zaslavsky
NIPS
2004
15 years 3 months ago
Euclidean Embedding of Co-Occurrence Data
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, ...
WSC
2004
15 years 3 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
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...
Mark Broadie, Özgür Kaya