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IPCO
2008
114views Optimization» more  IPCO 2008»
13 years 9 months ago
The Stochastic Machine Replenishment Problem
We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. The problem models the sche...
Kamesh Munagala, Peng Shi
WSC
2004
13 years 9 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
WSC
2004
13 years 9 months ago
Stochastic Petri Nets for Modelling and Simulation
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
Peter J. Haas
JMLR
2006
118views more  JMLR 2006»
13 years 7 months ago
Learning Factor Graphs in Polynomial Time and Sample Complexity
We study the computational and sample complexity of parameter and structure learning in graphical models. Our main result shows that the class of factor graphs with bounded degree...
Pieter Abbeel, Daphne Koller, Andrew Y. Ng
ICCV
2005
IEEE
14 years 1 months ago
Visual Learning Given Sparse Data of Unknown Complexity
This study addresses the problem of unsupervised visual learning. It examines existing popular model order selection criteria before proposes two novel criteria for improving visu...
Tao Xiang, Shaogang Gong