We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
In this paper, we investigate the problem of deriving precision estimates for bootstrap quantities within parametric families. Efron's [1992] jackknife-after-bootstrap is a s...
Under certain conditions on the integrand, quasi-Monte Carlo methods for estimating integrals (expectations) converge faster asymptotically than Monte Carlo methods. Motivated by ...
Shane G. Henderson, Belinda A. Chiera, Roger M. Co...
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
of abstraction, or modeling, is a major element in Enterprise Engineering. Enterprise engineering deals with the analysis, design, implementation and operation of an enterprise. T...