Journal ArticleDOI
Probability and measure, by Patrick Billingsley. Pp 515. £15·20. 1979. SBN 0 471 03173 9 (Wiley)
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This article is published in The Mathematical Gazette.The article was published on 1980-12-01. It has received 134 citations till now. The article focuses on the topics: Measure (physics).read more
Citations
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Proceedings Article
A Distributional Perspective on Reinforcement Learning
TL;DR: This paper argues for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent, and designs a new algorithm which applies Bellman's equation to the learning of approximate value distributions.
Journal ArticleDOI
Costly Monitoring, Loan Contracts, and Equilibrium Credit Rationing
TL;DR: This paper developed a model with asymmetrically informed agents and costly monitoring of loan contracts, where an equilibrium can exhibit credit rationing, and the aggregate quantity of loans and equilibrium interest rates respond differently depending on whether there is rationing in equilibrium.
Proceedings Article
Private Convex Empirical Risk Minimization and High-dimensional Regression
TL;DR: In this article, the authors consider differentially private algorithms for convex empirical risk minimization (ERM) problems, in which one aims to find solutions (e.g., regression parameters) with few nonzero coefficients.
Book ChapterDOI
On the detection of anomalous system call arguments
TL;DR: In this article, learning-based anomaly detection systems build models of the expected behavior of applications by analyzing events that are generated during their normal operation, and subsequent events are analyzed to identify deviations, given the assumption that anomalies usually represent evidence of an attack.
Journal ArticleDOI
Dynamic stochastic programmingfor asset-liability management
TL;DR: The CALM model, designed to deal with uncertainty affecting both assets and liabilities (in the form of scenario dependent payments or borrowing costs) is presented, which is based on the current version of MSLiP.
References
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ReportDOI
Practical Reliability and Uncertainty Quantification in Complex Systems: Final Report
Matthew D. Grace,James T. Ringland,Youssef M. Marzouk,Paul T. Boggs,Rena M. Zurn,Kathleen V. Diegert,Philippe Pierre Pebay,John Red-Horse +7 more
TL;DR: In this paper, the authors investigated the use of Bayesian methods for the estimation of the reliability of complex systems and developed procedures to address time-dependent or aging aspects in such systems, and used these models and results to derive optimal testing strategies.
Journal Article
How to base probability theory on perfect-information games
TL;DR: The standard way of making probability mathematical begins with measure theory, but an alternative that begins with game theory is reviewed, and how this approach differs from the measure-theoretic approach is discussed.
Dissertation
Calculabilité, aléatoire et théorie ergodique sur les espaces métriques
TL;DR: In this paper, Brudno et al. introduce the notion of complexite algorithmique des orbites, which is an extension of l'aleatoire algorithmique to space metriques calculables.
Journal ArticleDOI
Designing Conservative Sensor Detection Systems With the Scan Statistic Under Emitter Location Uncertainty
TL;DR: With these bounds and procedure, systems that ensure a minimum under a ${P_D}$ constraint can be designed.