We propose a simulation-based method for calculating maximum likelihood estimators in latent variable models. The proposed method integrates a recently developed sampling strategy...
In many occasions, the text describing an algorithmic task may entail a rather intuitive, operational solution scheme. Yet, such a scheme may not necessarily be efficient or correc...
Abstract. For certain problems (for example, computing repetitions and repeats, data compression applications) it is not necessary that the suffixes of a string represented in a su...
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
Robert Rush, John M. Mulvey, John E. Mitchell, Tho...