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UAI
2004
13 years 11 months ago
Discretized Approximations for POMDP with Average Cost
In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a fi...
Huizhen Yu, Dimitri P. Bertsekas
DSP
2006
13 years 10 months ago
On the application of cross correlation function to subsample discrete time delay estimation
Cross correlation function (CCF) of signals is an important tool of multi-sensors signal processing. Parabola functions are commonly used as parametric models of the CCF in time d...
Lei Zhang 0006, Xiaolin Wu
FS
2006
135views more  FS 2006»
13 years 10 months ago
Asymmetric Information in Fads Models
Fads models were introduced by Shiller (1984) and Summers (1986) as plausible alternatives to the efficient markets/constant expected returns assumptions. Under these models, loga...
Paolo Guasoni
CORR
2007
Springer
97views Education» more  CORR 2007»
13 years 10 months ago
Estimation of the Rate-Distortion Function
—Motivated by questions in lossy data compression and by theoretical considerations, the problem of estimating the rate-distortion function of an unknown (not necessarily discret...
Matthew T. Harrison, Ioannis Kontoyiannis
CSDA
2007
124views more  CSDA 2007»
13 years 10 months ago
Wavelet based time-varying vector autoregressive modelling
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
João Ricardo Sato, Pedro Alberto Morettin, ...