Journal ArticleDOI
Statistics, probability, and game theory : papers in honor of David Blackwell
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This article is published in Journal of the American Statistical Association.The article was published on 1999-12-01. It has received 48 citations till now. The article focuses on the topics: Game theory & Honor.read more
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Journal ArticleDOI
Brownian Motion, Bridge, Excursion, and Meander Characterized by Sampling at Independent Uniform Times
TL;DR: In this paper, the joint law of a random process is explicitly described when the process is a Brownian motion, and several new identities involving the laws of these processes are deduced by appropriate conditioning.
Journal ArticleDOI
Latent features in similarity judgments: A nonparametric bayesian approach
TL;DR: This article develops a fully Bayesian formulation of the additive clustering model, using methods from nonparametric Bayesian statistics to allow the number of features to vary and to explore several approaches to parameter estimation.
Book ChapterDOI
Singular Perturbations of Markov Chains and Decision Processes
TL;DR: In this article, a unified treatment of both singular and regular perturbations in finite Markov chains and decision processes is presented, based on the analysis of series expansions of various important entities such as the perturbed stationary distribution matrix, the deviation matrix, and the mean-passage times matrix.
Book ChapterDOI
Mitigating Covert Compromises
TL;DR: In a game-theoretic framework, this work studies the economically optimal mitigation strategies in the presence of targeted and non-targeted covert attacks and has practical implications for the definition of security policies, in particular, for password and key renewal schedules.
Posted Content
Many inspections are manipulable
TL;DR: In this paper, a self-proclaimed expert uses past observations of a stochastic process to make probabilistic predictions about the process, and an inspector applies a test function to the infinite sequence of predictions provided by the expert and the observed realization of the process in order to check the expert's reliability.