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Finite-time analysis of the multiarmed bandit problem

by Peter Auer, Paul Fischer, Jyrki Kivinen - Machine Learning , 2002
"... Abstract. Reinforcement learning policies face the exploration versus exploitation dilemma, i.e. the search for a balance between exploring the environment to find profitable actions while taking the empirically best action as often as possible. A popular measure of a policy’s success in addressing ..."
Abstract - Cited by 817 (15 self) - Add to MetaCart
this dilemma is the regret, that is the loss due to the fact that the globally optimal policy is not followed all the times. One of the simplest examples of the exploration/exploitation dilemma is the multi-armed bandit problem. Lai and Robbins were the first ones to show that the regret for this problem has

Numerical Solutions of the Euler Equations by Finite Volume Methods Using Runge-Kutta Time-Stepping Schemes

by Antony Jameson, Wolfgang Schmidt, Eli Turkel , 1981
"... A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used to deter ..."
Abstract - Cited by 517 (78 self) - Add to MetaCart
A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used

A theory of timed automata

by Rajeev Alur , 1999
"... Model checking is emerging as a practical tool for automated debugging of complex reactive systems such as embedded controllers and network protocols (see [23] for a survey). Traditional techniques for model checking do not admit an explicit modeling of time, and are thus, unsuitable for analysis of ..."
Abstract - Cited by 2651 (32 self) - Add to MetaCart
using finitely many real-valued clock variables. Automated analysis of timed automata relies on the construction of a finite quotient of the infinite space of clock valuations. Over the years, the formalism has been extensively studied leading to many results establishing connections to circuits

Automatic verification of finite-state concurrent systems using temporal logic specifications

by E. M. Clarke, E. A. Emerson, A. P. Sistla - ACM Transactions on Programming Languages and Systems , 1986
"... We give an efficient procedure for verifying that a finite-state concurrent system meets a specification expressed in a (propositional, branching-time) temporal logic. Our algorithm has complexity linear in both the size of the specification and the size of the global state graph for the concurrent ..."
Abstract - Cited by 1388 (62 self) - Add to MetaCart
We give an efficient procedure for verifying that a finite-state concurrent system meets a specification expressed in a (propositional, branching-time) temporal logic. Our algorithm has complexity linear in both the size of the specification and the size of the global state graph for the concurrent

Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper

by Peter Pedroni , 1997
"... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
Abstract - Cited by 529 (13 self) - Add to MetaCart
We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size and power performance, and we illustrate their use in testing purchasing power parity for the post–Bretton Woods period+ 1.

Symbolic Model Checking for Real-time Systems

by Thomas A. Henzinger, Xavier Nicollin, Joseph Sifakis, Sergio Yovine - INFORMATION AND COMPUTATION , 1992
"... We describe finite-state programs over real-numbered time in a guarded-command language with real-valued clocks or, equivalently, as finite automata with real-valued clocks. Model checking answers the question which states of a real-time program satisfy a branching-time specification (given in an ..."
Abstract - Cited by 578 (50 self) - Add to MetaCart
We describe finite-state programs over real-numbered time in a guarded-command language with real-valued clocks or, equivalently, as finite automata with real-valued clocks. Model checking answers the question which states of a real-time program satisfy a branching-time specification (given

A Practical Guide to Wavelet Analysis

by Christopher Torrence, Gilbert P. Compo , 1998
"... A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nio-- Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite-length t ..."
Abstract - Cited by 869 (3 self) - Add to MetaCart
A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nio-- Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite

Symbolic Model Checking: 10^20 States and Beyond

by J. R. Burch, E. M. Clarke, K. L. McMillan, D. L. Dill, L. J. Hwang , 1992
"... Many different methods have been devised for automatically verifying finite state systems by examining state-graph models of system behavior. These methods all depend on decision procedures that explicitly represent the state space using a list or a table that grows in proportion to the number of st ..."
Abstract - Cited by 758 (41 self) - Add to MetaCart
Many different methods have been devised for automatically verifying finite state systems by examining state-graph models of system behavior. These methods all depend on decision procedures that explicitly represent the state space using a list or a table that grows in proportion to the number

Suffix arrays: A new method for on-line string searches

by Udi Manber, Gene Myers , 1991
"... A new and conceptually simple data structure, called a suffix array, for on-line string searches is intro-duced in this paper. Constructing and querying suffix arrays is reduced to a sort and search paradigm that employs novel algorithms. The main advantage of suffix arrays over suffix trees is that ..."
Abstract - Cited by 835 (0 self) - Add to MetaCart
in some cases slightly better than) suffix trees. The only drawback is that in those instances where the underlying alphabet is finite and small, suffix trees can be constructed in O(N) time in the worst case, versus O(N log N) time for suffix arrays. However, we give an augmented algorithm that

Fitting a mixture model by expectation maximization to discover motifs in biopolymers.

by Timothy L Bailey , Charles Elkan - Proc Int Conf Intell Syst Mol Biol , 1994
"... Abstract The algorithm described in this paper discovers one or more motifs in a collection of DNA or protein sequences by using the technique of expect~tiou ma.,dmization to fit a two-component finite mixture model to the set of sequences. Multiple motifs are found by fitting a mixture model to th ..."
Abstract - Cited by 947 (5 self) - Add to MetaCart
Abstract The algorithm described in this paper discovers one or more motifs in a collection of DNA or protein sequences by using the technique of expect~tiou ma.,dmization to fit a two-component finite mixture model to the set of sequences. Multiple motifs are found by fitting a mixture model
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