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Portfolio construction under information asymmetry

Publications associées (131)

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Learning influence among interacting Markov chains

Daniel Gatica-Perez, Samy Bengio, Dong Zhang

We present a model that learns the influence of interacting Markov chains within a team. The proposed model is a dynamic Bayesian network (DBN) with a two-level structure: individual-level and group-level. Individual level models actions of each player, an ...

IDIAP2005

Learning influence among interacting Markov chains

Daniel Gatica-Perez, Samy Bengio, Dong Zhang

2005

The Overhead of Consensus Failure Recovery

Rachid Guerraoui, Partha Dutta

Many reliable distributed systems are consensus-based and typically operate under two modes: a fast normal mode in failure-free periods, and a slower recovery mode following failures. A lot of work has been devoted to optimizing the normal mode, but little ...

2004

HMM/ANN Based Spectral Peak Location Estimation for Noise Robust Speech Recognition

Hervé Bourlard, Shajith Ikbal

In this paper, we present a HMM/ANN based algorithm to estimate the spectral peak locations. This algorithm makes use of distinct time-frequency (TF) patterns in the spectrogram for estimating the peak locations. Such an use of TF patterns is expected to i ...

IDIAP2004

Multi modal tracking in complex environments for augmented reality applications

This work presents a model based real-time method for tracking 3D objects with a monocular camera. Our goal is to implement a tracking algorithm with a non conventional robustness in order to be used in hostile environments. We achieve this goal by integra ...

EPFL2004

Opportunistic search with semantic fisheye views

Pearl Pu Faltings

Search goals are often too complex or poorly defined to be solved with a single query in a Web-based information environment. In this paper we describe how we use semantic fisheye views (SFEVs) to effectively support opportunistic search and browsing strat ...

Springer-Verlag2004

Opportunistic Search with Semantic Fisheye Views

Pearl Pu Faltings

Search goals are often too complex or poorly defined to be solved in a single query. While refining their search goals, users are likely to apply a variety of strategies, such as searching for more general or more specific concepts in reaction to the infor ...

2004

From error probability to information theoretic signal and image processing

Torsten Butz

The signal processing community is increasingly interested in using information theoretic concepts to build signal processing algorithms for a variety of applications. A general theory on how to apply the mathematical concepts of information theory to the ...

EPFL2003

Towards Computer Understanding of Human Interactions

Hervé Bourlard, Daniel Gatica-Perez, Samy Bengio

People meet in order to interact - disseminating information, making decisions, and creating new ideas. Automatic analysis of meetings is therefore important from two points of view: extracting the information they contain, and understanding human interact ...

IDIAP2003

Coping with False Accusations in Misbehavior Reputation Systems for Mobile Ad-hoc Networks

Jean-Yves Le Boudec, Sonja Buchegger

Some misbehavior detection and reputation systems in mobile ad-hoc networks rely on the dissemination of information of observed behavior, which makes them vulnerable to false accusations. This vulnerability could be removed by forbidding the dissemination ...

2003