We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
We present a method for automatic extraction of frames from .a dependency graph. Our method uses machine learning applied to a dependency tree to assign frames and assign frame ele...
The Independent Component Analysis (ICA) model is extended to the case where the components are not necessarily independent: depending on the value a hidden latent process at the ...
In this paper, we apply the primal-dual decomposition and subgradient projection methods to solve the rate-distortion optimization problem with the constant bit rate constraint. T...