A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
We present an algorithm which provides the one-dimensional subspace where the Bayes error is minimized for the C class problem with homoscedastic Gaussian distributions. Our main ...
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
: In this paper, we study the parameter estimation problem in a general heteroscedastic linear system, by putting the problem in the framework of the bilinear approach to low-rank ...
We consider an inventory distribution system consisting of one warehouse and multiple retailers. The retailers face random demand and are supplied by the warehouse. The warehouse ...