Search results for "uncertainty"
showing 10 items of 1010 documents
Recursive and bargaining values
2021
Abstract We introduce two families of values for TU-games: the recursive and bargaining values. Bargaining values are obtained as the equilibrium payoffs of the symmetric non-cooperative bargaining game proposed by Hart and Mas-Colell (1996). We show that bargaining values have a recursive structure in their definition, and we call this property recursiveness. All efficient, linear, and symmetric values that satisfy recursiveness are called recursive values. We generalize the notions of potential, and balanced contributions property, to characterize the family of recursive values. Finally, we show that if a time discount factor is considered in the bargaining model, every bargaining value h…
Values of games with probabilistic graphs
1999
Abstract In this paper we consider games with probabilistic graphs. The model we develop is an extension of the model of games with communication restrictions by Myerson (1977) . In the Myerson model each pair of players is joined by a link in the graph if and only if these two players can communicate directly. The current paper considers a more general setting in which each pair of players has some probability of direct communication. The value is defined and characterized in this context. It is a natural extension of the Myerson value and it turns out to be the Shapley value of a modified game.
REPEATED GAMES WITH PROBABILISTIC HORIZON
2005
Repeated games with probabilistic horizon are defined as those games where players have a common probability structure over the length of the game's repetition, T. In particular, for each t, they assign a probability pt to the event that "the game ends in period t". In this framework we analyze Generalized Prisoners' Dilemma games in both finite stage and differentiable stage games. Our construction shows that it is possible to reach cooperative equilibria under some conditions on the distribution of the discrete random variable T even if the expected length of the game is finite. More precisely, we completely characterize the existence of sub-game perfect cooperative equilibria in finite s…
Efficient linear fusion of partial estimators
2018
Abstract Many signal processing applications require performing statistical inference on large datasets, where computational and/or memory restrictions become an issue. In this big data setting, computing an exact global centralized estimator is often either unfeasible or impractical. Hence, several authors have considered distributed inference approaches, where the data are divided among multiple workers (cores, machines or a combination of both). The computations are then performed in parallel and the resulting partial estimators are finally combined to approximate the intractable global estimator. In this paper, we focus on the scenario where no communication exists among the workers, de…
Temporal Binding in Multisensory and Motor-Sensory Contexts: Toward a Unified Model
2021
Our senses receive a manifold of sensory signals at any given moment in our daily lives. For a coherent and unified representation of information and precise motor control, our brain needs to temporally bind the signals emanating from a common causal event and segregate others. Traditionally, different mechanisms were proposed for the temporal binding phenomenon in multisensory and motor-sensory contexts. This paper reviews the literature on the temporal binding phenomenon in both multisensory and motor-sensory contexts and suggests future research directions for advancing the field. Moreover, by critically evaluating the recent literature, this paper suggests that common computational prin…
Emulation of 2D Hydrodynamic Flood Simulations at Catchment Scale Using ANN and SVR
2021
Two-dimensional (2D) hydrodynamic models are one of the most widely used tools for flood modeling practices and risk estimation. The 2D models provide accurate results
Daily streamlow prediction with uncertainty in ephemeral catchments using the GLUE methodology
2009
Abstract The Generalised Likelihood Uncertainty Estimation (GLUE) approach is presented here as a tool for estimating the predictive uncertainty of a rainfall–runoff model. The GLUE methodology allows to recognise the possible equifinality of different parameter sets and assesses the likelihood of a parameters set being acceptable simulator when model predictions are compared to observed field data. The results of the GLUE methodology depend greatly on the choice of the likelihood measure and on the choice of the threshold which determines if a parameters set is behavioural or not. Moreover the sampling size has a strong influence on the uncertainty assessment of the response of a rainfall–…
Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML)
2017
International audience; This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the pred…
Automated Uncertainty Quantification Through Information Fusion in Manufacturing Processes
2017
International audience; Evaluation of key performance indicators (KPIs) such as energy consumption is essential for decision-making during the design and operation of smart manufacturing systems. The measurements of KPIs are strongly affected by several uncertainty sources such as input material uncertainty, the inherent variability in the manufacturing process, model uncertainty, and the uncertainty in the sensor measurements of operational data. A comprehensive understanding of the uncertainty sources and their effect on the KPIs is required to make the manufacturing processes more efficient. Towards this objective, this paper proposed an automated methodology to generate a hierarchical B…
Measurement of Simplified Single- And Three-Phase Parameters for Harmonic Emission Assessment Based on IEEE 1459-2010
2021
This article investigates the feasibility of using a simplified approach, based on the measurement of power ratio parameters, for harmonic emissions assessment at the point of common coupling (PCC). The proposed approach comes from the common concept of power factor correction and the definitions of the IEEE Std. 1459-2010, where line utilization and harmonic pollution levels are evaluated by means of ratios between the power quantities of the apparent power decomposition. In addition to the IEEE Std. 1459–2010 indicators, in this article, the behavior is studied of additional parameters that are conceptually similar to those defined by the IEEE Std. 1459-2010. The suitability of such param…