Stochastic process

Results: 1129



#Item
661Markov processes / Martingale theory / Randomness / Game theory / Martingale / Monte Carlo method / Markov chain / Markov decision process / Stopping time / Statistics / Probability and statistics / Stochastic processes

MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE EXERCISE OPTIONS N. Meinshausen1 and B.M. Hambly2 Abstract We discuss Monte Carlo methods for valuing options with multiple exercise features in discrete time. By extendi

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Source URL: stat.ethz.ch

Language: English - Date: 2006-04-27 11:03:47
662Markov processes / Stochastic control / Operations research / Mathematical sciences / Analytic number theory / Markov decision process / Reinforcement learning / Mathematical optimization / Prime-counting function / Statistics / Control theory / Dynamic programming

Scaling Up Approximate Value Iteration with Options: Better Policies with Fewer Iterations Timothy A. Mann MANN @ EE . TECHNION . AC . IL Shie Mannor SHIE @ EE . TECHNION . AC . IL

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Source URL: jmlr.org

Language: English - Date: 2014-02-16 19:30:21
663Stochastic processes / Gamma distribution / Characteristic function / Poisson process / Statistics / Probability theory / Probability and statistics

Supplementary material for Dependent Normalized Random Measures Changyou Chen1,3 1

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2013-06-11 05:59:52
664Markov chain / Langevin equation / Martingale / Infinitesimal generator / Markov process / Statistics / Stochastic processes / Stochastic differential equation

Proceedings of the 2006 American Control Conference Minneapolis, Minnesota, USA, June 14-16, 2006 FrA16.5 Stochastic Reachability Analysis in Complex Biological Networks

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Source URL: sysos.eng.ox.ac.uk

Language: English - Date: 2012-03-04 12:58:45
665Stochastic processes / Statistical classification / Statistical theory / Mixture model / Parametric model / Dirichlet process / Hidden Markov model / Generative model / Support vector machine / Statistics / Statistical models / Machine learning

INTERSPEECH[removed]Infinite Support Vector Machines in Speech Recognition Jingzhou Yang, Rogier C. van Dalen and Mark Gales Department of Engineering, University of Cambridge Trumpington Street, Cambridge, CB2 1PZ, UK

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Source URL: mi.eng.cam.ac.uk

Language: English - Date: 2013-09-24 18:34:41
666Poisson process / Gamma distribution / Markov chain / Dirichlet process / Ordinal number / Statistics / Markov processes / Stochastic processes

Stick-Breaking Beta Processes and the Poisson Process 1 John Paisley1 David M. Blei3 Michael I. Jordan1,2 Department of EECS, 2 Department of Statistics, UC Berkeley

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Source URL: www.cs.princeton.edu

Language: English - Date: 2012-03-19 20:32:26
667Mathematical optimization / Operations research / Dynamic programming / Equations / Stochastic control / Optimal control / Markov decision process / Brownian motion / Linear programming / Mathematical analysis / Statistics / Mathematics

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Source URL: leecenter.caltech.edu

Language: English - Date: 2009-05-06 11:07:01
668Stochastic processes / Bayesian statistics / Statistical models / Probability theory / Dirichlet process / Formal grammar / Pitman–Yor process / Gibbs sampling / Inside-outside algorithm / Statistics / Probability and statistics / Formal languages

Variational Inference for Adaptor Grammars Noah A. Smith David M. Blei Shay B. Cohen School of Computer Science Computer Science Department School of Computer Science Carnegie Mellon University

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Source URL: www.cs.princeton.edu

Language: English - Date: 2010-08-18 22:20:55
669Stochastic optimization / Operations research / Mathematical optimization / Dirichlet process / Stochastic approximation / Newsvendor model / Mixture model / Stochastic gradient descent / Gradient descent / Statistics / Probability and statistics / Numerical analysis

Nonparametric Density Estimation for Stochastic Optimization with an Observable State Variable Lauren A. Hannah Duke University Durham, NC 27701

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Source URL: www.cs.princeton.edu

Language: English - Date: 2010-11-02 06:13:04
670Markov processes / Markov models / Reinforcement learning / Markov decision process / Artificial intelligence / Reinforcement / Ai / Statistics / Dynamic programming / Stochastic control

Markov Decision Processes Hal Daumé III Computer Science University of Maryland [removed] CS 421: Introduction to Artificial Intelligence

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Source URL: www.umiacs.umd.edu

Language: English - Date: 2012-02-21 13:09:13
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