In this paper, we investigate the computation of the moments of the compound Poisson sums with discounted claims when introducing dependence between the interclaim time and the subsequent claim size. The dependence structure between the two random variables is defined by a Farlie-Gumbel-Morgenstern copula. Assuming that the claim distribution has finite moments, we give expressions for the firs...

We propose a fast and scalable method for semi-supervised learning of sequence models, based on anchor words and moment matching. Our method can handle hidden Markov models with feature-based log-linear emissions. Unlike other semi-supervised methods, no decoding passes are necessary on the unlabeled data and no graph needs to be constructed— only one pass is necessary to collect moment statist...

This paper examines the importance of including operational scenarios representing short-term stochasticity in long-term capacity expansion models with high shares variable renewables. As scenario generation routines often are probabilistic, for example based on sampling, it is crucial that they ensure stable results model, so underlying uncertainty decides optimal solution, and not approximati...

In this work an alternative online variant of the matching problem in bipartite graphs is presented. It is motivated by a scheduling problem in an online environment. In such an environment, a task is unknown up to its disclosure. However, in that moment it is not necessary to take a decision on the service of that particular task. In reality, an online scheduler has to decide on how to use the...

The objective of this paper is to bring systematic methods for scenario tree generation to the attention of the Process Systems Engineering community. In this paper, we focus on a general, data-driven optimization-based method for generating scenario trees, which does not require strict assumptions on the probability distributions of the uncertain parameters. This method is based on the Moment ...

In high speed digital integrated circuits, interconnects delay can be significant and should be included for accurate analysis. Delay analysis for interconnect has been done widely by using moments of the impulse response, from the explicit Elmore delay (the first moment of the impulse response) expression, to moment matching methods which creates reduced order trans impedance and transfer func...