We consider the problems arising from using sequences of experiments to discover the causal structure among a set of variables, none of whom are known ahead of time to be an "...
In this paper, we consider the optimal policy for a generator offering power into a wholesale electricity market operating under a pool arrangement. Anderson and Philpott [Math. Op...
Abstract. We consider the problem of sequence prediction in a probabilistic setting. Let there be given a class C of stochastic processes (probability measures on the set of one-wa...
Prediction error identification requires that data be informative with respect to the chosen model structure. Whereas sufficient conditions for informative experiments have been av...
Michel Gevers, Alexandre S. Bazanella, Ljubisa Mis...