We address performance issues associated with simulationbased algorithms for optimizing Markov reward processes. Specifically, we are concerned with algorithms that exploit the re...
We describe a general approach to optimization which we term Squeaky Wheel" Optimization SWO. In SWO, a greedy algorithm is used to construct a solution which is then analyze...
Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
Milos Hauskrecht, Luis E. Ortiz, Ioannis Tsochanta...
The K-Means and EM algorithms are popular in clustering and mixture modeling due to their simplicity and ease of implementation. However, they have several significant limitations...
We propose a new robust estimator for parameter estimation in highly noisy data with multiple structures and without prior information on the noise scale of inliers. This is a diag...
Trung Ngo Thanh, Hajime Nagahara, Ryusuke Sagawa, ...