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CISS
2011
IEEE
14 years 9 months ago
Improving aggregated forecasts of probability
—The Coherent Approximation Principle (CAP) is a method for aggregating forecasts of probability from a group of judges by enforcing coherence with minimal adjustment. This paper...
Guanchun Wang, Sanjeev R. Kulkarni, H. Vincent Poo...
AMC
2011
14 years 9 months ago
Ruin theory with excess of loss reinsurance and reinstatements
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Hansjörg Albrecher, Sandra Haas
IJAR
2008
99views more  IJAR 2008»
15 years 6 months ago
Unifying practical uncertainty representations. II: Clouds
There exist many tools for capturing imprecision in probabilistic representations. Among them are random sets, possibility distributions, probability intervals, and the more recen...
Sébastien Destercke, Didier Dubois, Eric Ch...
CORR
2007
Springer
183views Education» more  CORR 2007»
15 years 5 months ago
Compressed Sensing and Redundant Dictionaries
This article extends the concept of compressed sensing to signals that are not sparse in an orthonormal basis but rather in a redundant dictionary. It is shown that a matrix, whic...
Holger Rauhut, Karin Schnass, Pierre Vandergheynst
FOCS
2007
IEEE
16 years 8 days ago
Maximizing Non-Monotone Submodular Functions
Submodular maximization generalizes many important problems including Max Cut in directed/undirected graphs and hypergraphs, certain constraint satisfaction problems and maximum f...
Uriel Feige, Vahab S. Mirrokni, Jan Vondrák