new algorithm which is based on the regression later approach. Under some regularity assumptions, the solution of a … regression later algorithm based on the least squares Monte Carlo method and the previous connection between the quasi …-linear parabolic partial differential equation and the FBSDE. The proposed algorithm yields good convergence results in practice. We …

The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in … (2000). An asymptotic analysis of the Forward Search is made. The argument involves theory for a new class of weighted and … marked empirical processes, quantile process theory, and a fixed point argument to describe the iterative element of the …