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A fast algorithm for robust constrained clustering

Fritz, Heinrich; García-Escudero, Luis A.; Mayo-Iscar, … - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 124-136

The application of “concentration” steps is the main principle behind Forgy’s k-means algorithm and the fast-MCD algorithm. Despite this coincidence, it is not completely straightforward to combine both algorithms for developing a clustering method which is not severely affected by few...

Persistent link: https://www.econbiz.de/10011056525

Consistency of support vector machines using additive kernels for additive models

Christmann, Andreas; Hable, Robert - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 854-873

Support vector machines (SVMs) are special kernel based methods and have been among the most successful learning methods for more than a decade. SVMs can informally be described as kinds of regularized M-estimators for functions and have demonstrated their usefulness in many complicated...

Persistent link: https://www.econbiz.de/10011056531

Stochastic Improvement of Cyclic Railway Timetables

Dekker, Rommert; Kroon, Kroon, L.G.; Maróti, Maróti, G.; … - Erasmus Research Institute of Management (ERIM), … - 2006

Real-time railway operations are subject to stochastic disturbances. However, a railway timetable is a deterministic plan. Thus a timetable should be designed in such a way that it can cope with the stochastic disturbances as well as possible. For that purpose, a timetable usually contains time...

Persistent link: https://www.econbiz.de/10011122696

Changes in GDP's measurement error volatility and response of the monetary policy rate: Two approaches

Parra-Polania, Julian A.; Vargas, Carmiña O. - In: ENSAYOS SOBRE POLÍTICA ECONÓMICA (2014)

Using a stylized model in which output is measured with error, we derive the optimal policy response to the demand shock signal and to changes in the measurement error volatility from two different perspectives: the minimization of the expected loss (from which we derive the ‘standard’...

Persistent link: https://www.econbiz.de/10011123060

An experimental analysis of the p-median problem under uncertainty: an evolutionary algorithm approach

López-Monzalvo, Francisco; Brizuela, Carlos A. - In: European Journal of Industrial Engineering 8 (2014) 4, pp. 554-578

uncertainty by means of scenarios and to optimise some robustness criteria such as the average and maximum regrets over these …

Persistent link: https://www.econbiz.de/10011130266

An Explicit Approach to Modeling Finite-Order Type Spaces and Applications

Qin, Cheng-Zhong; Yang, Chun-Lei - Department of Economics, University of California-Santa … - 2009

generalize Kajii and Morris's (1997) idea of equilibrium robustness to Bayesian games. We then establish the robustness of … Bayesian-Nash equilibria that generalizes the robustness results of Monderer and Samet (1989) for complete-information games …

Persistent link: https://www.econbiz.de/10011131654

Distributional dominance with dirty data

Cowell, Frank; Victoria-Feser, Maria-Pia - London School of Economics (LSE) - 2001

Distributional dominance criteria are commonly applied to draw welfare in- ferences about comparisons, but conclusions drawn from empirical imple- mentations of dominance criteria may be inßuenced by data contamination. We examine a non-parametric approach to reÞning Lorenz-type comparisons...

Persistent link: https://www.econbiz.de/10011071290

Measuring the performance of lot-sizing techniques in uncertain environments

Jonard, Nicolas; Jeunet, Jully - Université Paris-Dauphine (Paris IX) - 2000

the basis of two criteria. The first is the traditional cost-effectiveness criterion. The second, that we call robustness …, is designed to capture some of the characteristic features of decision-making in uncertain environments. Robustness is … robustness. The simulation results clearly show an inverse relationship between cost-effectiveness and instability. Therefore …

Persistent link: https://www.econbiz.de/10011072126

Incomplete market dynamics and cross-sectional distributions

Toda, Alexis Akira - In: Journal of Economic Theory 154 (2014) C, pp. 310-348

The size distributions of many economic variables seem to obey the double power law, that is, the power law holds in both the upper and the lower tails. I explain this emergence of the double power law—which has important economic, econometric, and social implications—using a tractable...

Persistent link: https://www.econbiz.de/10011076673

Response Surface Methodology

Kleijnen, Jack P.C. - Tilburg University, Center for Economic Research - 2014

Abstract: This chapter first summarizes Response Surface Methodology (RSM), which started with Box and Wilson’s article in 1951 on RSM for real, non-simulated systems. RSM is a stepwise heuristic that uses first-order polynomials to approximate the response surface locally. An estimated...

Persistent link: https://www.econbiz.de/10011092681