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Cheng-Der Fuh

Identifiers

  • name variant Cheng-Der Fuh 0.60 · backfill

Papers (10)

  1. Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models math.PR · 2019 · author #1
  2. Efficient Exponential Tilting for Portfolio Credit Risk q-fin.CP · 2017 · author #1
  3. On spherical Monte Carlo simulations for multivariate normal probabilities stat.CO · 2013 · author #3
  4. Efficient Importance Sampling for Rare Event Simulation with Applications stat.ME · 2013 · author #1
  5. Estimation in hidden Markov models via efficient importance sampling stat.CO · 2007 · author #1
  6. Multi-armed bandit problem with precedence relations math.ST · 2007 · author #2
  7. Efficient likelihood estimation in state space models math.ST · 2006 · author #1
  8. Optimal strategies for a class of sequential control problems with precedence relations math.ST · 2006 · author #2
  9. Asymptotic operating characteristics of an optimal change point detection in hidden Markov models math.ST · 2005 · author #1
  10. Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks math.PR · 2004 · author #1

Mentions

  • 1309.3386 #3 · backfill · confidence 0.70 Cheng-Der Fuh
  • 1302.0583 #1 · backfill · confidence 0.70 Cheng-Der Fuh
  • 0708.4152 #1 · backfill · confidence 0.70 Cheng-Der Fuh

Frequent Coauthors