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On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

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Perfect Simulations for Random Trip Mobility Models

Jean-Yves Le Boudec, Milan Vojnovic, Santashil Palchaudhuri

The random trip model was recently proposed as a generic mobility model that contains many particular mo-bility models, including the widely-known random waypoint and random walks, and accommodates more realistic sce-narios. The probability distribution of ...

2005

Stochasticity of probabilistic systems: Analysis methodologies case-study

Karl Aberer, Martin Hasler, Abhisek Datta

We do a case study of two different analysis techniques for studying the stochastic behavior of a randomized system/algorithms: (i) The first approach can be broadly termed as a mean value analysis (MVA), where the evolution of the mean state is studied as ...

2005

Boosting word error rates

Samy Bengio, Christos Dimitrakakis

We apply boosting techniques to the problem of word error rate minimisation in speech recognition. This is achieved through a new definition of sample error for boosting and a training procedure for hidden Markov models. For this purpose we define a sample ...

2005

Boosting word error rates

Samy Bengio, Christos Dimitrakakis

2005

Estimates of Parameter Distributions for Optimal Action Selection

Samy Bengio, Christos Dimitrakakis

We present a general method for maintaining estimates of the distribution of parameters in arbitrary models. This is then applied to the estimation of probability distribution over actions in value-based reinforcement learning. While this approach is simil ...

IDIAP2004

Boosting word error rates

Samy Bengio, Christos Dimitrakakis

IDIAP2004

Design of Probabilistic Observers for Mass-Balance-Based Bioprocess Models

Benoît Chachuat, Olivier Bernard

In this paper, the design of probabilistic observers for mass-balance based bioprocess models is investigated. It is assumed that the probability density of every uncertain parameter, input and/or initial state is known a priori. Then, the probability dens ...

2004

Audio-Video Person Clustering in Video Databases

Jean-Marc Odobez

A methodology towards person clustering in meeting databases is presented in this report. Such goal is generic to a number of problem in computer vision and more specifically in content-based video indexing and retrieval. First, the audio-stream was consid ...

IDIAP2003

On the drainage density of tidal networks

Andrea Rinaldo

The drainage density of a network is conventionally defined as (proportional to) the ratio of its total channelized length divided by the watershed area, and in practice, it is defined by the statistical distribution and correlation structure of the length ...

2003

Pricing Swaptions within the Affine Framework

Pierre Collin Dufresne

We propose a very fast and accurate algorithm for pricing swaptions when the underlying term structure dynamics are affine. The efficiency of the algorithm stems from the fact that the moments of the underlying asset (i.e., a coupon bond) possess simple cl ...

Columbia Business School2002