← Probability
Mathematics & Optimization › Probability ›

Stochastic Processes

373 directly classified papers

Papers per year

Papers

How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal NIPS 2013
Blind Signal Separation in the Presence of Gaussian Noise COLT 2013
Modeling Information Propagation with Survival Theory ICML 2013
Analyzing Hogwild Parallel Gaussian Gibbs Sampling NIPS 2013
Auxiliary-variable Exact Hamiltonian Monte Carlo Samplers for Binary Distributions NIPS 2013
Computing the Stationary Distribution Locally NIPS 2013
Learning High-Density Regions for a Generalized Kolmogorov-Smirnov Test in High-Dimensional Data NIPS 2012
Entangled Monte Carlo NIPS 2012
On Average Reward Policy Evaluation in Infinite-State Partially Observable Systems AISTATS 2012
Scalable Inference on Kingman’s Coalescent using Pair Similarity AISTATS 2012
Controlling Selection Bias in Causal Inference AISTATS 2012
Mixing Properties of Conditional Markov Chains with Unbounded Feature Functions NIPS 2012
Mixability in Statistical Learning NIPS 2012
The Coloured Noise Expansion and Parameter Estimation of Diffusion Processes NIPS 2012
Sparse Approximate Manifolds for Differential Geometric MCMC NIPS 2012
Modelling Reciprocating Relationships with Hawkes Processes NIPS 2012
Learning with Partially Absorbing Random Walks NIPS 2012
An Autoregressive Approach to Nonparametric Hierarchical Dependent Modeling AISTATS 2012
Quilting Stochastic Kronecker Product Graphs to Generate Multiplicative Attribute Graphs AISTATS 2012
Nonconvex Penalization Using Laplace Exponents and Concave Conjugates NIPS 2012
Efficient Spike-Coding with Multiplicative Adaptation in a Spike Response Model NIPS 2012
Accelerated Adaptive Markov Chain for Partition Function Computation NIPS 2011
Analytical Results for the Error in Filtering of Gaussian Processes NIPS 2011
Finite Time Analysis of Stratified Sampling for Monte Carlo NIPS 2011
Does an Efficient Calibrated Forecasting Strategy Exist? COLT 2011