نتایج جستجو برای: probabilistic risky programming model
تعداد نتایج: 2382132 فیلتر نتایج به سال:
Probabilistic programing is an emerging field at the intersection of statistical learning and programming languages. An appealing property of probabilistic programming languages (PPL) is their support for constructing arbitrary probability distributions. This allows one to model many different domains and solve a variety of problems. We show the link between probabilistic planning and PPLs by i...
In this paper, we consider the robust portfolio selection problem for an insurer in the sense of maximizing the exponential utility of his wealth. This special robust investment problem, where underwriting results and a risk-free asset are considered, differs from ordinary robust portfolio selection problems. The insurer has the option of investing in a risk-free asset and multiple risky assets...
This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and eecient retrieval of most probable analyses. These questions have been answered satisfactorily only for probabilistic regular and context-free models. We address these problems for a more expressive probabilistic constraint logic programming model. We present a log-linear...
This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte Carlo inference with help of data-driven proposals. The latter is presented with experimental results on a linear Gaussian model and a non-parametric dependen...
In this paper, a Multi-Choice Stochastic Bi-Level Programming Problem (MCSBLPP) is considered where all the parameters of constraints are followed by normal distribution. The cost coefficients of the objective functions are multi-choice types. At first, all the probabilistic constraints are transformed into deterministic constraints using stochastic programming approach. Further, a general tran...
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