In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
The ABR sessions in an ATM network share the bandwidth left over after guaranteeing service to CBR and VBR traffic. Hence the bandwidth available to ABR sessions is randomly varyi...
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
Drawbacks of the traditional scenario of image modeling by Gibbs random fields with multiple pairwise pixel interactions are outlined, and a more reasonable alternative scenario b...