We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
Abstract. We prove optimal order error estimates for the Raviart-Thomas interpolation of arbitrary order under the maximum angle condition for triangles and under two generalizatio...
Gabriel Acosta, Thomas Apel, Ricardo G. Durá...
Abstract. In the previous papers (Masreliez and Martin, 1977; Novoviˇcova, 1987; Schick and Mitter, 1994) the problem of recursive estimation of linear dynamic systems parameters ...
The least-absolute shrinkage and selection operator (Lasso) is a popular tool for joint estimation and continuous variable selection, especially well-suited for the under-determin...
We study an iterative cutting-plane algorithm on an integer program, for minimizing the staffing costs of a multiskill call center subject to service-level requirements which are e...