We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
The problem of consistent estimation in measurement error models in a linear relation with not necessarily normally distributed measurement errors is considered. Three possible es...
We present two parallel algorithms and their Unified Parallel C implementations for Bayesian indoor positioning systems. Our approaches are founded on Markov Chain Monte Carlo si...
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...