Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
L1 (also referred to as the 1-norm or Lasso) penalty based formulations have been shown to be effective in problem domains when noisy features are present. However, the L1 penalty...
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
Halim Damerdji, Shane G. Henderson, Peter W. Glynn
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...
Haskell currently lacks a standard operational semantics. We argue that such a semantics should be provided to enable reasoning about operational properties of programs, to ensure...