We consider the optimal computing budget allocation (OCBA) problem where the simulated designs are correlated. The exact optimal allocation is presented for two designs, and an ap...
Michael C. Fu, Jian-Qiang Hu, Chun-Hung Chen, Xiao...
We develop a high dimensional nonparametric classification method named sparse additive machine (SAM), which can be viewed as a functional version of support vector machine (SVM)...
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...
Standard Gene Expression Programming(GEP) works with fixed rate of mutation and crossover, ignoring the variation of the individual fitness, hence it works in the local optimum st...
The performance of on-line algorithms for learning dichotomies is studied. In on-line learning, the number of examples P is equivalent to the learning time, since each example is ...