In operator algebra theory, a conditional expectation is usually assumed to be a projection map onto a sub-algebra. In the paper, a further type of conditional expectation and an extension of the ...

Abstract: Given uncertainty in the input model and parameters of a simulation study, the goal of the simulation study often becomes the estimation of a conditional expectation. The conditional ...

This repository hosts the codebase associated with the research paper "Scalable method for Bayesian experimental design without integrating over posterior distribution" by Vinh Hoang, Luis Espath, ...

Abstract: Resource-constrained data mining introduces many constraints when learning from large datasets. It is often not practical or possible to keep the entire data set in main memory and often the ...

To quantify the aggregate losses from operational risk, we employ an actuarial risk model, ie, we consider the compound Cox model of operational risk to deal with the stochastic nature of its ...