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The intention with this paper is to provide all the estimation concepts and techniques that are needed to implement a two-phases approach to the parametric estimation of probability of default (PD) curves. In the first phase of this…

风险管理 · 定量金融 2010-03-05 Dirk Tasche

Pedestrian tracking has long been considered an important problem, especially in security applications. Previously,many approaches have been proposed with various types of sensors. One popular method is Pedestrian Dead Reckoning(PDR) [1]…

计算机视觉与模式识别 · 计算机科学 2020-06-23 Mahdi Elhousni , Xinming Huang

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

信号处理 · 电气工程与系统科学 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

机器学习 · 计算机科学 2023-09-04 Falcon Z. Dai

Model predictive control (MPC) is a control strategy widely used in industrial applications. However, its implementation typically requires a mathematical model of the system being controlled, which can be a time-consuming and expensive…

系统与控制 · 电气工程与系统科学 2024-03-26 Valentina Breschi , Alessandro Chiuso , Marco Fabris , Simone Formentin

Context: Changing a software application with many build-time configuration settings may introduce unexpected side-effects. For example, a change intended to be specific to a platform (e.g., Windows) or product configuration (e.g.,…

软件工程 · 计算机科学 2021-04-05 Mehran Meidani , Maxime Lamothe , Shane McIntosh

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

最优化与控制 · 数学 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

信息论 · 计算机科学 2017-07-14 Robin A. A. Ince

On the basis of an analysis of previous research, we present a generalized approach for measuring the difference of plans with an exemplary application to machine scheduling. Our work is motivated by the need for such measures, which are…

人工智能 · 计算机科学 2015-03-17 Martin Josef Geiger

Predictive student models are increasingly used in learning environments due to their ability to enhance educational outcomes and support stakeholders in making informed decisions. However, predictive models can be biased and produce unfair…

机器学习 · 计算机科学 2023-07-24 Mélina Verger , Sébastien Lallé , François Bouchet , Vanda Luengo

This paper analyzes a scenario where the distribution system operator needs to estimate whether the average power demand in a given period is above a predetermined threshold using an 1-bit memoryless scheme. Specifically, individual…

信息论 · 计算机科学 2016-08-05 Iran Ramezanipour , Mauricio C. Tomé , Pedro H. J. Nardelli , Hirley Alves

The rise of AI workloads and growing data center demands have driven the need for ultra-high-speed interconnects exceeding 200 Gb/s. As unit intervals (UI) shrink, even a few picoseconds of P/N skew can degrade serializer-deserializer…

系统与控制 · 电气工程与系统科学 2025-08-08 David Nozadze , Zurab Kiguradze , Amendra Koul , Mike Sapozhnikov

In the Min-cost Perfect Matching with Delays (MPMD) problem, 2 m requests arrive over time at points of a metric space. An online algorithm has to connect these requests in pairs, but a decision to match may be postponed till a more…

数据结构与算法 · 计算机科学 2018-09-11 Marcin Bienkowski , Artur Kraska , Hsiang-Hsuan Liu , Paweł Schmidt

In mainstream neoclassical economics, utility maximization is the only engine of individual action, and the other or the social, if it is modeled for decisions deemed fundamental, it is done as a tacit externality parameter affecting an…

理论经济学 · 经济学 2026-02-24 Alfio Giarlotta , M. Ali Khan , Angelo Enrico Petralia , Francesco Reito

The uncertainty-penalized information criterion (UBIC) has been proposed as a new model-selection criterion for data-driven partial differential equation (PDE) discovery. In this paper, we show that using the UBIC is equivalent to employing…

机器学习 · 计算机科学 2024-04-29 Pongpisit Thanasutives , Ken-ichi Fukui

This paper presents a model of pedestrian crossing decisions, based on the theory of computational rationality. It is assumed that crossing decisions are boundedly optimal, with bounds on optimality arising from human cognitive limitations.…

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encountered in empirical…

计量经济学 · 经济学 2025-12-10 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, we propose a robust, nonparametric approach to carry out this assessment, by computing the…

统计方法学 · 统计学 2016-06-22 Henry Lam

In this paper, we accomplish two objectives: First, we provide a new mathematical characterization of the value function for impulse control problems with implementation delay and present a direct solution method that differs from its…

最优化与控制 · 数学 2008-12-10 Erhan Bayraktar , Masahiko Egami

In this paper, we present a novel error measure to compare a segmentation against ground truth. This measure, which we call Tolerant Edit Distance (TED), is motivated by two observations: (1) Some errors, like small boundary shifts, are…

计算机视觉与模式识别 · 计算机科学 2016-02-02 Jan Funke , Francesc Moreno-Noguer , Albert Cardona , Matthew Cook