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I examine the effects of mortality decline on fertility and human capital investment decision of parents taking into account the uncertainty about child survival. The existence of such uncertai...
In this letter, we show that worst-case robust beamforming, with uncertain weights subject to multiplicative variations, can be cast as a convex optimization problem. We interpret this robust beamform...
Consider a linear regression model with n-dimensional response vector, p-dimensional regression parameter beta and independent normally distributed errors. Suppose that the parameter of interest is th...
This paper presents a Bayesian approach to symbol and phase inference in a phase-unsynchronized digital receiver. It primarily extends [Quinn 2011] to the multi-symbol case, using the variational Baye...
An Estimation Algorithm for the False Alarm Probability in Systems with Uncertain Observations。
The 20th century has produced a rich array ofmonetary experience. The experience can be organized in several different ways. One emphasizes the role ofgold in international monetary arrangements. E...
MONEY TARGETING AND INTEREST-RATE TARGETING IN AN UNCERTAIN WORLD。
The United States faces a fiscal policy disaster. As is now becoming more widely appreciated, spending commitments under current laws and policy will outstrip the ability of conventional tax-based f...
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. ...

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