This paper deals with a system where batch arrivals wait in a station until a server (a train) is available, at which moment it services all customers in waiting. This is an example of a bulk server, which has many applications in public transportation, telecommunications, computer resource...

This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental inputs...

Linking the statistic and the machine learning literature, we provide new general results on the convergence of stochastic approximation schemes and inexact Newton methods. Building on these results, we put forward a new optimization scheme that we call generalized inexact Newton method (GINM)....

This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...

This paper proposes a generalized exponential moving average (EMA) model, a new stochastic volatility model with time-varying expected return in financial markets. In particular, we effectively apply a particle filter (PF) to sequential estimation of states and parameters in a state space...

We derive new statistical tests for leave-one-out cross-validation of Kriging models. Graphically, we present these tests as scatterplots augmented with confidence intervals. We may wish to avoid extrapolation, which we define as prediction of the output for a point that is a vertex of the...

We study the correct estimation of the true variance of the predictor in stochastic Kriging (SK). First, we obtain macroreplications for a SK metamodel that approximates a single-server simulation model; these macroreplications give independently and identically distributed predictions. This...

This article discusses the prospects of using linear regression models to describe multi-section branched transport systems of conveyor type. A characteristic feature of the functioning of a multi-section transport system is the presence of resonant peak values for the flow parameters of the...

Classic linear regression models and their concomitant statistical designs assume a univariate response and white noise. By definition, white noise is normally, independently, and identically distributed with zero mean. This survey tries to answer the following questions: (i) How realistic are...

We show that exact computation of the censored least absolute deviations (CLAD) estimator proposed by Powell (1984) may be achieved by formulating the estimator as a linear Mixed Integer Programming (MIP) problem with disjunctive constraints. We apply our approach to three previously studied...