Searching for authors named "Anthony Brockwell" – sorted by Relevance.
7 documents found, showing 1 through 7.
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Statistical Performance Evaluation of Biometric Authentication Systems using Random Effects Models
- …As biometric authentication systems become more prevalent, it is becoming increasingly important to evaluate their performance. The current paper introduces a novel statistical method of performance evaluation for these systems. Given a database of authentication results from an existing system, the…
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AWSOM: Adaptive, Hands-Off Stream Mining
- …Sensor devices and embedded processors are becoming ubiquitous, especially in measurement and monitoring applications. Automatic discovery of patterns and trends in the large volumes of such data is of paramount importance. The combination of relatively limited resources (CPU, memory and/or communic…
- Cited by 20 (3 self) – Add To MetaCart
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A Gridding Method for Solving Bayesian Sequential Decision Problems
- …This paper introduces a numerical method for finding optimal or approximately optimal decision rules and corresponding expected losses in Bayesian sequential decision problems. The method, based on the classical backward induction method, constructs a grid approximation to the expected loss at each …
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A threshold autoregressive model for wholesale electricity prices
- …Summary. We introduce a discrete time model for electricity prices which accounts for both transitory spikes and temperature effects. The model allows for different rates of mean reversion: one for weather events, one around price jumps and another for the remainder of the process. We estimate the m…
- Cited by 3 (0 self) – Add To MetaCart
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Identification of regeneration times in MCMC simulation, with application to adaptive schemes
- …Regeneration is a useful tool in Markov chain Monte Carlo simulation, since it can be used to side-step the burn-in problem and to construct better estimates of the variance of parameter es-timates themselves. It also provides a simple way to introduce adaptive behaviour into a Markov chain, and to …
- Cited by 9 (1 self) – Add To MetaCart
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Adaptive, Hands-O Stream Mining
- …Sensor devices and embedded processors are becoming ubiquitous. Their limited resources (CPU, memory and/or communication bandwidth and power) pose some interesting challenges.…
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Storage Device Performance Prediction with CART Models
- …Storage device performance prediction is a key element of self-managed storage systems and application planning tasks, such as data assignment. This work explores the application of a machine learning tool, CART models, to storage device modeling. Our approach predicts a device's performance as a fu…
- Cited by 14 (4 self) – Add To MetaCart
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