Cheng-Der Fuh

Orcid: 0000-0003-4174-528X

According to our database1, Cheng-Der Fuh authored at least 13 papers between 2004 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2024
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models.
IEEE Trans. Inf. Theory, August, 2024

Markov chain importance sampling for minibatches.
Mach. Learn., February, 2024

Efficient exponential tilting with applications.
Stat. Comput., 2024

2022
Simulating false alarm probability in <i>K</i>-distributed sea clutter.
Commun. Stat. Simul. Comput., 2022

2021
Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models.
IEEE Trans. Inf. Theory, 2021

Credit Risk Propagation in Structural-Form Models.
SIAM J. Financial Math., 2021

Rényi Divergence in General Hidden Markov Models.
CoRR, 2021

2019
Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models.
IEEE Trans. Inf. Theory, 2019

2015
Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models.
IEEE Trans. Signal Process., 2015

2011
Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors.
Oper. Res., 2011

2010
Estimation of Time to Hard Failure Distributions Using a Three-Stage Method.
IEEE Trans. Reliab., 2010

2008
Optimal stationary binary quantizer for decentralized quickest change detection in hidden Markov models.
Proceedings of the 11th International Conference on Information Fusion, 2008

2004
Fuzzy Clustering Based On Intuitionistic Fuzzy Relations.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2004


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