Model averaging for generalized linear models in fragmentary data prediction
Fragmentary data is becoming more and more popular in many areas which brings big challenges to researchers and data analysts. Most existing methods dealing with fragmentary data consider a continuous response while in many applications the response ...
Chaoxia Yuan, Yang Wu, Fang Fang
doaj +1 more source
Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem
This paper is devoted to the construction of a zero-order approximation of the solution of a three-time scale singular perturbed linear-quadratic optimal control problem with the help of the direct scheme method.
M. A. Kalashnikova
doaj +1 more source
A New Construction of Codebooks Meeting the Levenshtein Bound
Codebooks with low coherence have extensive applications in many fileds such as code division multiple access (CDMA) communication systems, MIMO communications, compressed sensing and so on. In this paper, based on additive characters over finite fields,
Li Han +3 more
doaj +1 more source
Asymptotic optimality of scalar Gersho quantizers [PDF]
In his famous paper [7] Gersho stressed that the codecells of optimal quantizers asymptotically make an equal contribution to the distortion of the quantizer.
Kreitmeier, Wolfgang
core +2 more sources
On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case [PDF]
We consider a sequential Bayesian changepoint detection problem for a general stochastic model, assuming that the observed data may be dependent and non-identically distributed and the prior distribution of the change point is arbitrary, not necessarily ...
A. Tartakovsky
semanticscholar +1 more source
Asymptotic Optimality of Tailored Base-Surge Policies in Dual-Sourcing Inventory Systems [PDF]
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-world supply chains.
Linwei Xin, D. Goldberg
semanticscholar +1 more source
Finite model approximations and asymptotic optimality of quantized policies in decentralized stochastic control [PDF]
In this paper, we consider finite model approximations of a large class of static and dynamic team problems where these models are constructed through uniform quantization of the observation and action spaces of the agents.
Naci Saldi, S. Yüksel, T. Linder
semanticscholar +1 more source
Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection [PDF]
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global parameter vector ...
Georgios Fellouris, Grigory Sokolov
semanticscholar +1 more source
Asymptotic Properties of Bayes Risk of a General Class of Shrinkage Priors in Multiple Hypothesis Testing Under Sparsity [PDF]
Consider the problem of simultaneous testing for the means of independent normal observations. In this paper, we study some asymptotic optimality properties of certain multiple testing rules induced by a general class of one-group shrinkage priors in a ...
Chakrabarti, Arijit +3 more
core +1 more source
Asymptotically Optimal Load Balancing Topologies [PDF]
We consider a system of N servers inter-connected by some underlying graph topology G N . Tasks with unit-mean exponential processing times arrive at the various servers as independent Poisson processes of rate λ.
Mukherjee, Debankur +2 more
openaire +4 more sources

