Cheng-Der Fuh
Identifiers
- name variant Cheng-Der Fuh 0.60 · backfill
Papers (10)
- Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models math.PR · 2019 · author #1
- Efficient Exponential Tilting for Portfolio Credit Risk q-fin.CP · 2017 · author #1
- On spherical Monte Carlo simulations for multivariate normal probabilities stat.CO · 2013 · author #3
- Efficient Importance Sampling for Rare Event Simulation with Applications stat.ME · 2013 · author #1
- Estimation in hidden Markov models via efficient importance sampling stat.CO · 2007 · author #1
- Multi-armed bandit problem with precedence relations math.ST · 2007 · author #2
- Efficient likelihood estimation in state space models math.ST · 2006 · author #1
- Optimal strategies for a class of sequential control problems with precedence relations math.ST · 2006 · author #2
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models math.ST · 2005 · author #1
- Uniform Markov Renewal Theory and Ruin Probabilities in Markov Random Walks math.PR · 2004 · author #1
Mentions
Frequent Coauthors
- Inchi Hu 3 shared papers
- Hock Peng Chan 2 shared papers
- Huei-Wen Teng 2 shared papers
- Chuan-Ju Wang 1 shared papers
- Ming-Hsuan Kang 1 shared papers
- Ren-Her Wang 1 shared papers