This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
State estimation consists of updating an agent’s belief given executed actions and observed evidence to date. In single agent environments, the state estimation can be formalize...
We address multiple-view reconstruction under an optimization approach based on belief propagation. A novel formulation of belief propagation that operates in 3-D is proposed to f...
E. Scott Larsen, Philippos Mordohai, Marc Pollefey...
We introduce two incomplete polynomial time algorithms to solve satisfiability problems which both use Linear Programming (LP) techniques. First, the FlipFlop LP attempts to simul...