We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
Let K be a polytope in Rn defined by m linear inequalities. We give a new Markov Chain algorithm to draw a nearly uniform sample from K. The underlying Markov Chain is the first t...
In recent years the genetic algorithm community has shown a growing interest in studying dynamic optimization problems. Several approaches have been devised. The random immigrants...
Outlier detection has recently become an important problem in many industrial and financial applications. In this paper, a novel feature bagging approach for detecting outliers in...
The decades of research in motion planning have resulted in numerous algorithms. Many of the most successful algorithms are randomized and can have widely differing run-times for ...