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The addition of another fraction to an initial experiment is often necessary to resolve ambiguities involving aliasing of factorial effects. One of the most widely used techniques for the selection of a follow-up experiment is foldover. However, semifoldover (i.e., adding half of a foldover...

Acyclic probabilistic finite automata (APFA) constitute a rich family of models for discrete longitudinal data. An APFA may be represented as a directed multigraph, and embodies a set of context-specific conditional independence relations that may be read off the graph. A model selection...

Understanding the behaviour of the American put option is one of the classic problems in mathematical finance. Considerable efforts have been made to understand the asymptotic expansion of the optimal early exercise boundary for small time near expiry. Here we focus on the large-time expansion...