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
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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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New Tools for Econometric Analysis of High-Frequency Time Series Data - Application to Demand-Side Management in Electricity Markets
TL;DR: Balandat et al. as discussed by the authors developed novel methods for econometric analysis of time series data, and applied these methods in the context of demand-side management in California's electricity markets.
Proceedings ArticleDOI
Proxy prefetch and prefix caching
Wei-Kuo Liao,Chung-Ta King +1 more
TL;DR: A framework that unifies prefetch caching and cache replacement with a single index called object profit is introduced that can be applied to almost any type of web objects and it considers network bandwidth, cache capacity and replacement, object size, and analysis simplicity together.
Non-intrusive methods for probabilistic uncertainty quantification and global sensitivity analysis in nonlinear stochastic phenomena
TL;DR: The optimization of sensitivity derivative enhanced sampling that guarantees variance reduction and improved estimation of stochastic moments is made in this dissertation.
Competing Neural Networks as Models for Non Stationary Financial Time Series -Changepoint Analysis-
TL;DR: The Generalized Mixture of AR-ARCH model (GMAR-ARCH) is defined which is an extension of the classical ARCH model to suit to model with dynamical changes and derives the consistency and asymptotic normality of the parameter estimates.
Journal ArticleDOI
Random polynomials and approximate zeros of Newton's method
TL;DR: The results of this paper show that the set of approximate zeros for Newton’s method is at least $Cd^{(-1.5-\varepsilon)}$ for any positive $\vARpsilon$, with C depending only on $\varpsilon$.