In this paper we will show that a restricted class of constrained minimum divergence problems, named generalized inference problems, can be solved by approximating the KL divergen...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
— We describe a stochastic optimization method that can be used to solve inverse problems in epidemic modelling. Although in general it cannot be expected that these inverse prob...
We document a connection between constraint reasoning and probabilistic reasoning. We present an algorithm, called probabilistic arc consistency, which is both a generalization of...
We begin by discussing causal independence models and generalize these models to causal interaction models. Causal interaction models are models that have independent mechanisms w...