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867
Robust Distributed Network Localization with Noisy Range Measurements
, 2004
"... This paper describes a distributed, linear-time algorithm for localizing sensor network nodes in the presence of range measurement noise and demonstrates the algorithm on a physical network. We introduce the probabilistic notion of robust quadrilaterals as a way to avoid flip ambiguities that otherw ..."
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Cited by 403 (20 self)
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that otherwise corrupt localization computations. We formulate the localization problem as a two-dimensional graph realization problem: given a planar graph with approximately known edge lengths, recover the Euclidean position of each vertex up to a global rotation and translation. This formulation is applicable
Learning policies for partially observable environments: Scaling up
, 1995
"... Partially observable Markov decision processes (pomdp's) model decision problems in which an agent tries to maximize its reward in the face of limited and/or noisy sensor feedback. While the study of pomdp's is motivated by a need to address realistic problems, existing techniques for fin ..."
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Cited by 296 (11 self)
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Partially observable Markov decision processes (pomdp's) model decision problems in which an agent tries to maximize its reward in the face of limited and/or noisy sensor feedback. While the study of pomdp's is motivated by a need to address realistic problems, existing techniques
Reward Functions for Accelerated Learning
- In Proceedings of the Eleventh International Conference on Machine Learning
, 1994
"... This paper discusses why traditional reinforcement learning methods, and algorithms applied to those models, result in poor performance in situated domains characterized by multiple goals, noisy state, and inconsistent reinforcement. We propose a methodology for designing reinforcement functions tha ..."
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Cited by 195 (14 self)
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This paper discusses why traditional reinforcement learning methods, and algorithms applied to those models, result in poor performance in situated domains characterized by multiple goals, noisy state, and inconsistent reinforcement. We propose a methodology for designing reinforcement functions
Behavioral theories and the neurophysiology of reward,
- Annu. Rev. Psychol.
, 2006
"... ■ Abstract The functions of rewards are based primarily on their effects on behavior and are less directly governed by the physics and chemistry of input events as in sensory systems. Therefore, the investigation of neural mechanisms underlying reward functions requires behavioral theories that can ..."
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Cited by 187 (0 self)
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■ Abstract The functions of rewards are based primarily on their effects on behavior and are less directly governed by the physics and chemistry of input events as in sensory systems. Therefore, the investigation of neural mechanisms underlying reward functions requires behavioral theories
Efficient estimation of stochastic volatility using noisy observations: A multiscale approach
, 2004
"... With the availability of high frequency financial data, nonparametric estimation of volatility of an asset return process becomes feasible. A major problem is how to estimate the volatility consistently and efficiently, when the observed asset returns contain error or noise, for example, in the form ..."
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Cited by 154 (14 self)
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, microstructure noise, observation error, rate of convergence, realized volatility
Nonparametric bandits with covariates
- In COLT
, 2010
"... We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward. We derive general lower bounds on the performance of any admi ..."
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Cited by 11 (1 self)
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We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random covariate. The goal is to maximize cumulative expected reward. We derive general lower bounds on the performance of any
Modelling and Forecasting Noisy Realized Volatility
, 2010
"... Several methods have recently been proposed in the ultra high frequency financial literature to remove the effects of microstructure noise and to obtain consistent estimates of the integrated volatility (IV) as a measure of ex-post daily volatility. Even bias-corrected and consistent (modified) re ..."
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Cited by 1 (0 self)
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) realized volatility (RV) estimates of the integrated volatility can contain residual microstructure noise and other measurement errors. Such noise is called “realized volatility error”. Since such measurement errors are ignored, we need to take account of them in estimating and forecasting IV. This paper
Expected Returns, Realized Return, and Asset Pricing Tests
- Journal of Finance
, 1999
"... Richardson were especially helpful on this manuscript. Thanks to Deepak Agrawal for computational assistance and thoughtful comments. I would also like to thank Yakov Amihud, Anthony Lynch, Jennifer Carpenter, Paul Wachtel and Cliff Green for their comments and help. As always, none of the aforement ..."
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Cited by 104 (2 self)
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of the aforementioned are responsible for any opinions expressed or any errors. 1 One of the fundamental issues in finance is what are the factors that affect expected return on assets, the sensitivity of expected return to these factors, and the reward for bearing this sensitivity. There is a long history of testing
Reinforcement Learning in the Multi-Robot Domain
- Autonomous Robots
, 1997
"... This paper describes a formulation of reinforcement learning that enables learning in noisy, dynamic environemnts such as in the complex concurrent multi-robot learning domain. The methodology involves minimizing the learning space through the use behaviors and conditions, and dealing with the credi ..."
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Cited by 167 (20 self)
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This paper describes a formulation of reinforcement learning that enables learning in noisy, dynamic environemnts such as in the complex concurrent multi-robot learning domain. The methodology involves minimizing the learning space through the use behaviors and conditions, and dealing
Multi agent reward analysis for learning in noisy domains
- In Proceedings of the Fourth International Joint Conference on Autonomous Agents and Multi-Agent Systems
, 2005
"... In many multi agent learning problems, it is difficult to determine, a priori, the agent reward structure that will lead to good performance. This problem is particularly pronounced in continuous, noisy domains ill-suited to simple table backup schemes commonly used in TD(λ)/Q-learning. In this pape ..."
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Cited by 9 (6 self)
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In many multi agent learning problems, it is difficult to determine, a priori, the agent reward structure that will lead to good performance. This problem is particularly pronounced in continuous, noisy domains ill-suited to simple table backup schemes commonly used in TD
Results 1 - 10
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867