In this paper we present a new evolutionary method for complex-process optimization. It is partially based on principles of the scatter search methodology, but it makes use of inn...
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence, continuity, and convex...
In many fields where human understanding plays a crucial role, such as bioprocesses, the capacity of extracting knowledge from data is of critical importance. Within this framewor...
We consider switching regression models with independent or Markov-dependent regime. Based on the modified likelihood ratio test (LRT) statistic by Chen, Chen and Kalbfleisch (200...
The use of trimming procedures constitutes a natural approach to robustifying statistical methods. This is the case of goodness-of-fit tests based on a distance, which can be modi...
Pedro C. Alvarez-Esteban, Eustasio del Barrio, Jua...