We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...
— In this paper, we present a complete analytical study of dynamic membership (aka churn) in structured peer-to-peer networks. We use a master-equation-based approach, which is u...
Supriya Krishnamurthy, Sameh El-Ansary, Erik Aurel...
This paper proposes a stochastic fluid flow model to compute the transfer time distribution of resources in peer-to-peer file sharing applications. The amount of bytes transferred...
Rossano Gaeta, Marco Gribaudo, Daniele Manini, Mat...
Many vision problems can be cast as optimizing the conditional probability density function p(C|I) where I is an image and C is a vector of model parameters describing the image. ...
Jingdan Zhang, Shaohua Kevin Zhou, Dorin Comaniciu...