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Estimating large-scale tree logit models

Jagabathula, Srikanth; Rusmevichientong, Paat; … - In: Operations research 72 (2024) 1, pp. 257-276

Persistent link: https://www.econbiz.de/10014505112

Estimating Large-Scale Tree Logit Models via a Difference of Strictly Convex Functions

Jagabathula, Srikanth - 2020

We describe an efficient estimation method for large-scale tree logit models, using a novel change-of-variables transformation that allows us to express the negative log-likelihood as a difference of strictly convex functions. Exploiting this representation, we design a fast iterative method...

Persistent link: https://www.econbiz.de/10012848687

Consistency of multidimensional convex regression

Lim, Eunji; Glynn, Peter W. - In: Operations research 60 (2012) 1, pp. 196-208

Persistent link: https://www.econbiz.de/10009532623

Unbiased estimation with square root convergence for SDE models

Rhee, Chang-Han; Glynn, Peter W. - In: Operations research 63 (2015) 5, pp. 1026-1043

Persistent link: https://www.econbiz.de/10011397797

Zero-variance importance sampling estimators for Markov process expectations

Awad, Hernan P.; Glynn, Peter W.; Rubinstein, Reuven Y. - In: Mathematics of operations research 38 (2013) 2, pp. 358-388

Persistent link: https://www.econbiz.de/10009751518

Affine point processes : approximation and efficient simulation

Zhang, Xiaowei; Blanchet, Jose; Giesecke, Kay; Glynn, … - In: Mathematics of operations research 40 (2015) 4, pp. 797-819

Persistent link: https://www.econbiz.de/10011408901

Computing sensitivities for distortion risk measures

Glynn, Peter W.; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1520-1532

Persistent link: https://www.econbiz.de/10012796944

The development and deployment of a model for hospital-level COVID-19 associated patient demand intervals from consistent estimators (DICE)

Yang, Linying; Zhang, Teng; Glynn, Peter W.; Scheinker, … - In: Health care management science : a new journal serving … 24 (2021) 2, pp. 375-401

Persistent link: https://www.econbiz.de/10012588645

Statistics of robust optimization : a generalized empirical likelihood approach

Duchi, John C.; Glynn, Peter W.; Namkoog, Hongseok - In: Mathematics of operations research 46 (2021) 3, pp. 946-969

Persistent link: https://www.econbiz.de/10012625674

Technical note: central limit theorems for estimated functions at estimated points

Glynn, Peter W.; Fan, Lin; Fu, Michael; Hu, Jian-Qiang; … - In: Operations research 68 (2020) 5, pp. 1557-1563

Persistent link: https://www.econbiz.de/10012301573