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WSC
2008
15 years 8 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
ICMLA
2007
15 years 8 months ago
Bias-variance tradeoff in hybrid generative-discriminative models
Given any generative classifier based on an inexact density model, we can define a discriminative counterpart that reduces its asymptotic error rate, while increasing the estima...
Guillaume Bouchard
NAACL
2007
15 years 8 months ago
Are Very Large N-Best Lists Useful for SMT?
This paper describes an efficient method to extract large n-best lists from a word graph produced by a statistical machine translation system. The extraction is based on the k sh...
Sasa Hasan, Richard Zens, Hermann Ney
WSC
2001
15 years 7 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
WSC
1997
15 years 7 months ago
Design of Experiments for Fitting Subsystem Metamodels
For complex systems, traditional methods of experiencebased design are ineffective: the design task must be supported by simulations. Conceptual design and system-level detailed d...
Russell R. Barton