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WSC
2008
13 years 10 months ago
A rate result for simulation optimization with conditional value-at-risk constraints
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Soumyadip Ghosh
KAIS
2008
221views more  KAIS 2008»
13 years 7 months ago
Forecasting skewed biased stochastic ozone days: analyses, solutions and beyond
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently, we have been approached by Texas Commission on En...
Kun Zhang, Wei Fan
ISQED
2007
IEEE
372views Hardware» more  ISQED 2007»
14 years 1 months ago
From Finance to Flip Flops: A Study of Fast Quasi-Monte Carlo Methods from Computational Finance Applied to Statistical Circuit
Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accura...
Amith Singhee, Rob A. Rutenbar
HUC
2003
Springer
14 years 23 days ago
Tools for Studying Behavior and Technology in Natural Settings
Abstract. Three tools for acquiring data about people, their behavior, and their use of technology in natural settings are described: (1) a context-aware experience sampling tool, ...
Stephen S. Intille, Emmanuel Munguia Tapia, John R...
ICONIP
2008
13 years 9 months ago
Experimental Study of Ergodic Learning Curve in Hidden Markov Models
A number of learning machines used in information science are not regular, but rather singular, because they are non-identifiable and their Fisher information matrices are singula...
Masashi Matsumoto, Sumio Watanabe