Brown, Marlo Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown. (English) Zbl 07879950 Sequential Anal. 43, No. 2, 233-247 (2024). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Souissi, Abdessatar On stopping rules for tree-indexed quantum Markov chains. (English) Zbl 1542.46047 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 26, No. 3, Article ID 2250030, 17 p. (2023). MSC: 46L53 60J10 46L60 47C15 81Q10 × Cite Format Result Cite Review PDF Full Text: DOI
Douven, Igor Bayesian stopping. (English) Zbl 1527.91138 J. Math. Psychol. 116, Article ID 102794, 10 p. (2023). MSC: 91E45 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
ten Eikelder, S. C. M.; Ajdari, A.; Bortfeld, T.; den Hertog, D. Adjustable robust treatment-length optimization in radiation therapy. (English) Zbl 1508.90048 Optim. Eng. 23, No. 4, 1949-1986 (2022). MSC: 90C17 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brown, Marlo Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables. (English) Zbl 07596760 Sequential Anal. 41, No. 3, 310-324 (2022). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Sohr, Tobias General optimal stopping with linear cost. (English) Zbl 1495.60030 Sequential Anal. 41, No. 1, 35-52 (2022). MSC: 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hansen, Per Christian; Hayami, Ken; Morikuni, Keiichi GMRES methods for tomographic reconstruction with an unmatched back projector. (English) Zbl 1489.65060 J. Comput. Appl. Math. 413, Article ID 114352, 20 p. (2022). MSC: 65F22 65F10 94A08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goldfeld, Keith S.; Wu, Danni; Tarpey, Thaddeus; Liu, Mengling; Wu, Yinxiang; Troxel, Andrea B.; Petkova, Eva Prospective individual patient data meta-analysis: evaluating convalescent plasma for COVID-19. (English) Zbl 1546.62265 Stat. Med. 40, No. 24, 5131-5151 (2021). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Almomani, Mohammad H.; Alrefaei, Mahmoud H.; Almomani, Mohanad H. Stopping rules for selecting the optimal subset. (English) Zbl 1488.90069 Nonlinear Dyn. Syst. Theory 21, No. 1, 13-26 (2021). MSC: 90B50 × Cite Format Result Cite Review PDF
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 1479.62065 Sequential Anal. 40, No. 3, 427-440 (2021). MSC: 62L15 60G40 60G55 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
van Lith, Bart S.; Hansen, Per Christian; Hochstenbach, Michiel E. A twin error gauge for Kaczmarz’s iterations. (English) Zbl 1490.65072 SIAM J. Sci. Comput. 43, No. 5, S173-S199 (2021). MSC: 65F22 65F10 65R32 65F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Yu-Chih; Huang, Yu-Jui; Lin, Shih-Chun Asymptotic optimality in Byzantine distributed quickest change detection. (English) Zbl 1486.94032 IEEE Trans. Inf. Theory 67, No. 9, 5942-5962 (2021). MSC: 94A13 91A99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
van Lith, Bart S.; Hansen, Per Christian; Hochstenbach, Michiel E. A twin error gauge for Kaczmarz’s iterations. (English) Zbl 1512.65072 SIAM J. Sci. Comput. 43, No. 3, S173-S199 (2021). MSC: 65F22 65F10 65R32 65F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barlow, Anna Maria; Sherlock, Chris; Tawn, Jonathan Inference for extreme values under threshold-based stopping rules. (English) Zbl 07948087 J. R. Stat. Soc., Ser. C, Appl. Stat. 69, No. 4, 765-789 (2020). MSC: 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Vats, Dootika; Robertson, Nathan; Flegal, James M.; Jones, Galin L. Analyzing Markov chain Monte Carlo output. (English) Zbl 1544.62151 Wiley Interdiscip. Rev., WIREs Comput. Stat. 12, No. 4, Article ID e1501, 12 p. (2020). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Liang Quickest detection of an accumulated state-dependent change point. (English) Zbl 1472.62128 Sequential Anal. 39, No. 2, 230-240 (2020). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62L10 62L15 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Chan, Tat Lung (Ron) An SFP-FCC method for pricing and hedging early-exercise options under Lévy processes. (English) Zbl 1454.91278 Quant. Finance 20, No. 8, 1325-1343 (2020). MSC: 91G20 60G51 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sofronov, Georgy Yu. An optimal double stopping rule for a buying-selling problem. (English) Zbl 1434.60122 Methodol. Comput. Appl. Probab. 22, No. 1, 1-12 (2020). MSC: 60G40 62L15 62P20 91B26 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Irle, Albrecht The monotone case approach for the solution of certain multidimensional optimal stopping problems. (English) Zbl 1440.60034 Stochastic Processes Appl. 130, No. 4, 1972-1993 (2020). MSC: 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Walter, S. D.; Guyatt, G. H.; Bassler, D.; Briel, M.; Ramsay, T.; Han, H. D. Randomised trials with provision for early stopping for benefit (or harm): the impact on the estimated treatment effect. (English) Zbl 1546.62778 Stat. Med. 38, No. 14, 2524-2543 (2019). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Irle, Albrecht A general method for finding the optimal threshold in discrete time. (English) Zbl 1498.60159 Stochastics 91, No. 5, 728-753 (2019). MSC: 60G40 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Caron, P.-O. Minimum average partial correlation and parallel analysis: the influence of oblique structures. (English) Zbl 07551941 Commun. Stat., Simulation Comput. 48, No. 7, 2110-2117 (2019). MSC: 62H25 11K45 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fletcher, Samuel C. Stopping rules as experimental design. (English) Zbl 1428.62020 Eur. J. Philos. Sci. 9, No. 2, Paper No. 29, 20 p. (2019). MSC: 62A01 62C05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Martina, Reynaldo; Houbiers, Jos; Melis, Joost; van Till, Olivier A combined proof of concept and dose finding study with multiple endpoints: a Bayesian adaptive design in chronic prostatitis/chronic pelvic pain syndrome. (English) Zbl 1429.62571 Biom. J. 61, No. 3, 476-487 (2019). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Hunter, David R.; Don, Prabhani Kuruppumullage; Lindsay, Bruce G. An expansive view of EM algorithms. (English) Zbl 1428.62278 Frühwirth-Schnatter, Sylvia (ed.) et al., Handbook of mixture analysis. Boca Raton, FL: CRC Press. Chapman Hall/CRC Handb. Mod. Stat. Methods, 41-52 (2019). MSC: 62H30 60G40 × Cite Format Result Cite Review PDF
Wang, Chun; Weiss, David J.; Shang, Zhuoran Variable-length stopping rules for multidimensional computerized adaptive testing. (English) Zbl 1431.62566 Psychometrika 84, No. 3, 749-771 (2019). MSC: 62P15 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Ye; Hofmann, Bernd On fractional asymptotical regularization of linear ill-posed problems in Hilbert spaces. (English) Zbl 1478.65059 Fract. Calc. Appl. Anal. 22, No. 3, 699-721 (2019). MSC: 65J20 47A52 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates. (English) Zbl 1431.62336 Sequential Anal. 38, No. 3, 358-368 (2019). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Shushi, Tomer A note on the coefficients of elliptical random variables. (English) Zbl 1459.60035 Stat. Probab. Lett. 152, 153-155 (2019). MSC: 60E05 62H10 62H11 × Cite Format Result Cite Review PDF Full Text: DOI
Shiryaev, Albert N. Stochastic disorder problems. (English) Zbl 1426.93002 Probability Theory and Stochastic Modelling 93. Cham: Springer (ISBN 978-3-030-01525-1/hbk; 978-3-030-01526-8/ebook). xix, 397 p. (2019). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 93-02 60-02 93E03 93E10 62C10 60G40 60G22 60J65 91G99 × Cite Format Result Cite Review PDF Full Text: DOI
Camiz, Sergio; Pillar, Valério D. Identifying the informational/signal dimension in principal component analysis. (English) Zbl 1407.62215 Mathematics 6, No. 11, Paper No. 269, 16 p. (2018). MSC: 62H25 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown. (English) Zbl 1403.62147 Sequential Anal. 37, No. 2, 235-245 (2018). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Hansen, Per Christian; Jørgensen, Jakob Sauer AIR tools II: algebraic iterative reconstruction methods, improved implementation. (English) Zbl 1397.65007 Numer. Algorithms 79, No. 1, 107-137 (2018). MSC: 65-04 65F10 65F22 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bazán, Fermín S. V.; Boos, Everton Schultz matrix iteration based method for stable solution of discrete ill-posed problems. (English) Zbl 1405.65042 Linear Algebra Appl. 554, 120-145 (2018). Reviewer: Constantin Popa (Constanţa) MSC: 65F10 65F22 65F20 × Cite Format Result Cite Review PDF Full Text: DOI
Bhattacharya, P. K.; Zhou, Hong Nonparametric stopping rules for detecting small changes in location and scale families. (English) Zbl 1383.62156 Ferger, Dietmar (ed.) et al., From statistics to mathematical finance. Festschrift in honour of Winfried Stute. Cham: Springer (ISBN 978-3-319-50985-3/hbk; 978-3-319-50986-0/ebook). 251-271 (2017). MSC: 62G99 60G40 62G20 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Cai, Liang; Pan, Li-Yun; Zhang, Huan-Huan; Gao, Ming-Zhong; Wang, Zhi-Nan Quickest detection of a state-dependent change-point in discrete time. (English) Zbl 1489.62252 Sequential Anal. 36, No. 4, 553-562 (2017). MSC: 62L10 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Ernst, Philip A.; Rogers, L. C. G.; Zhou, Quan The value of foresight. (English) Zbl 1374.60075 Stochastic Processes Appl. 127, No. 12, 3913-3927 (2017). MSC: 60G40 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Benvenuto, Federico A study on regularization for discrete inverse problems with model-dependent noise. (English) Zbl 1375.65078 SIAM J. Numer. Anal. 55, No. 5, 2187-2203 (2017). MSC: 65J22 65J20 65J10 47A52 65D18 92C55 × Cite Format Result Cite Review PDF Full Text: DOI
Targino, Rodrigo S.; Peters, Gareth W.; Sofronov, Georgy; Shevchenko, Pavel V. Optimal exercise strategies for operational risk insurance via multiple stopping times. (English) Zbl 1370.60081 Methodol. Comput. Appl. Probab. 19, No. 2, 487-518 (2017). MSC: 60G40 62P05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören Author’s response. (English) Zbl 1419.60036 Sequential Anal. 36, No. 1, 33-37 (2017). MSC: 60G40 62L20 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Tartakovsky, Alexander G. Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen. (English) Zbl 1426.60047 Sequential Anal. 36, No. 1, 19-23 (2017). MSC: 60G40 62L10 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören An effective method for the explicit solution of sequential problems on the real line. (English) Zbl 1427.60066 Sequential Anal. 36, No. 1, 2-18 (2017). MSC: 60G40 62L10 60J25 × Cite Format Result Cite Review PDF Full Text: DOI
Mubasher, Mohamed; Rockette, Howard E. Stopping rules for long-term clinical trials based on two consecutive rejections of the null hypothesis. (English) Zbl 1396.62260 Commun. Stat., Theory Methods 46, No. 3, 1342-1351 (2017). MSC: 62P10 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Caron, Pier-Olivier A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis. (English) Zbl 1510.62263 J. Stat. Comput. Simulation 86, No. 12, 2405-2410 (2016). MSC: 62H25 62-08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Dendievel, Rémi; Swan, Yvik One step more in Robbins’ problem: explicit solution for the case \(n=4\). (English) Zbl 1370.60073 Math. Appl. (Warsaw) 44, No. 1, 135-148 (2016). MSC: 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pornsawad, Pornsarp; Böckmann, Christine Modified iterative Runge-Kutta-type methods for nonlinear ill-posed problems. (English) Zbl 1360.65162 Numer. Funct. Anal. Optim. 37, No. 12, 1562-1589 (2016). Reviewer: Mikhail Yu. Kokurin (Yoshkar-Ola) MSC: 65J20 47J06 47J25 65J15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Sofronov, Georgy Yu. A multiple optimal stopping rule for a buying-selling problem with a deterministic trend. (English) Zbl 1354.60044 Stat. Pap. 57, No. 4, 1107-1119 (2016). MSC: 60G40 62L15 62P20 91B26 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Detecting changes in a Poisson process monitored at random time intervals. (English) Zbl 1351.62158 Sequential Anal. 35, No. 3, 358-369 (2016). MSC: 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Baron, Michael; Zacks, Shelemyahu Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. (English) Zbl 1356.62117 Sequential Anal. 35, No. 3, 302-304 (2016). MSC: 62L15 60G40 62G05 62F15 62C20 × Cite Format Result Cite Review PDF Full Text: DOI
Ankenman, Bruce E.; Cheng, Russell C. H.; Lewis, Susan M. Screening for dispersion effects by sequential bifurcation. (English) Zbl 1368.68311 ACM Trans. Model. Comput. Simul. 25, No. 1, Article No. 2, 27 p. (2015). MSC: 68U20 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Flegal, James M.; Gong, Lei Relative fixed-width stopping rules for Markov chain Monte Carlo simulations. (English) Zbl 1534.62122 Stat. Sin. 25, No. 2, 655-675 (2015). MSC: 62L12 62L15 62F15 62F25 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chronopoulos, Dimitris K.; Girardone, Claudia; Nankervis, John C. Double bootstrap confidence intervals in the two-stage DEA approach. (English) Zbl 1330.90044 J. Time Ser. Anal. 36, No. 5, 653-662 (2015). MSC: 90B50 62-07 62F40 62P20 91B82 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cornillon, Pierre-André; Hengartner, N. W.; Matzner-Løber, E. Recursive bias estimation for multivariate regression smoothers. (English) Zbl 1305.62162 ESAIM, Probab. Stat. 18, 483-502 (2014). MSC: 62G07 62G08 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Hansen, Per Christian; Nagy, James G.; Tigkos, Konstantinos Rotational image deblurring with sparse matrices. (English) Zbl 1302.65055 BIT 54, No. 3, 649-671 (2014). MSC: 65D18 94A08 65F22 65F50 × Cite Format Result Cite Review PDF Full Text: DOI
Bayer, Christian; Hoel, Håkon; von Schwerin, Erik; Tempone, Raúl On nonasymptotic optimal stopping criteria in Monte Carlo simulations. (English) Zbl 1296.65003 SIAM J. Sci. Comput. 36, No. 2, 869-885 (2014). MSC: 65C05 62L12 62L15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Brown, Marlo Detection of changes of a multinomial process where the probability structure before and after the change is unknown. (English) Zbl 1319.62183 Sequential Anal. 33, No. 3, 421-433 (2014). MSC: 62L15 60G40 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Sriram, T. N.; Iaci, Ross Authors’ response. (English) Zbl 1291.62152 Sequential Anal. 33, No. 2, 194-204 (2014). MSC: 62L12 60G40 62M10 62F25 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Novikov, A.; Shiryaev, A. N. Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. (English) Zbl 1291.62151 Sequential Anal. 33, No. 2, 182-185 (2014). MSC: 62L12 60G40 62M10 62F25 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Sriram, T. N.; Iaci, Ross Sequential estimation for time series models. (English) Zbl 1319.62193 Sequential Anal. 33, No. 2, 136-157 (2014). MSC: 62M10 62L12 62F25 60G40 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Favati, P.; Lotti, G.; Menchi, O.; Romani, F. Stopping rules for iterative methods in nonnegatively constrained deconvolution. (English) Zbl 1302.65286 Appl. Numer. Math. 75, 154-166 (2014). MSC: 65R32 × Cite Format Result Cite Review PDF Full Text: DOI
Benvenuto, Federico; Piana, Michele Regularization of multiplicative iterative algorithms with nonnegative constraint. (English) Zbl 1368.65083 Inverse Probl. 30, No. 3, Article ID 035012, 17 p. (2014). MSC: 65J22 62F10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Sofronov, Georgy An optimal sequential procedure for a multiple selling problem with independent observations. (English) Zbl 1292.91168 Eur. J. Oper. Res. 225, No. 2, 332-336 (2013). MSC: 91G10 90C39 60G40 62L10 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Qinian; Zhong, Min On the iteratively regularized Gauss-Newton method in Banach spaces with applications to parameter identification problems. (English) Zbl 1281.65086 Numer. Math. 124, No. 4, 647-683 (2013). Reviewer: Werner H. Schmidt (Greifswald) MSC: 65J22 65J15 47J25 65N21 35R30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bayraksan, Güzin; Pierre-Louis, Péguy Fixed-width sequential stopping rules for a class of stochastic programs. (English) Zbl 1262.90113 SIAM J. Optim. 22, No. 4, 1518-1548 (2012). MSC: 90C15 65C05 60G40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Smirnova, Alexandra On convergence rates for iteratively regularized procedures with linear penalty terms. (English) Zbl 1257.65027 Inverse Probl. 28, No. 8, Article ID 085005, 19 p. (2012). Reviewer: Peter Zabreiko (Minsk) MSC: 65J15 65J20 47J25 47J06 45G05 65R20 × Cite Format Result Cite Review PDF Full Text: DOI
Fellouris, Georgios; Tartakovsky, Alexander G. Nearly minimax one-sided mixture-based sequential tests. (English) Zbl 1273.62189 Sequential Anal. 31, No. 3, 297-325 (2012). MSC: 62L10 62L15 60G40 × Cite Format Result Cite Review PDF Full Text: arXiv
Hansen, Per Christian; Saxild-Hansen, Maria AIR tools – a MATLAB package of algebraic iterative reconstruction methods. (English) Zbl 1241.65042 J. Comput. Appl. Math. 236, No. 8, 2167-2178 (2012). MSC: 65F22 65F10 65Y15 × Cite Format Result Cite Review PDF Full Text: DOI
Belomestny, Denis Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates. (English) Zbl 1303.91166 Finance Stoch. 15, No. 4, 655-683 (2011). MSC: 91G20 91G60 62G08 65C05 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brown, Marlo Detection of changes of multiple Poisson processes monitored at discrete time points where the arrival rates are unknown. (English) Zbl 1223.62143 Sequential Anal. 30, No. 3, 280-296 (2011). MSC: 62L15 62F15 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Gratton, Serge; Mouffe, Mélodie; Toint, Philippe L. Stopping rules and backward error analysis for bound-constrained optimization. (English) Zbl 1228.65088 Numer. Math. 119, No. 1, 163-187 (2011). Reviewer: Karel Zimmermann (Praha) MSC: 65K05 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Hoang, N. S.; Ramm, A. G. Dynamical systems gradient method for solving ill-conditioned linear algebraic systems. (English) Zbl 1236.65039 Acta Appl. Math. 111, No. 2, 189-204 (2010). MSC: 65F22 65F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tsoulos, I. G.; Stavrakoudis, Athanassios On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods. (English) Zbl 1193.65078 Nonlinear Anal., Real World Appl. 11, No. 4, 2465-2471 (2010). MSC: 65H10 65K05 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Tsoulos, Ioannis G.; Stavrakoudis, Athanassios Enhancing PSO methods for global optimization. (English) Zbl 1193.65103 Appl. Math. Comput. 216, No. 10, 2988-3001 (2010). MSC: 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Bauer, Frank; Hohage, Thorsten; Munk, Axel Iteratively regularized Gauss-Newton method for nonlinear inverse problems with random noise. (English) Zbl 1197.65060 SIAM J. Numer. Anal. 47, No. 3, 1827-1846 (2009). Reviewer: Peter Zabreiko (Minsk) MSC: 65J22 65J15 47J25 60H25 47H40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Krieger, Abba M.; Samuel-Cahn, Ester The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations. (English) Zbl 1186.62101 Adv. Appl. Probab. 41, No. 4, 1041-1058 (2009). MSC: 62L15 62F07 65C60 62L99 60F15 × Cite Format Result Cite Review PDF Full Text: DOI
Shiryaev, A. N. On stochastic models and optimal methods in the quickest detection problems. (English. Russian original) Zbl 1395.62249 Theory Probab. Appl. 53, No. 3, 385-401 (2009); translation from Teor. Veroyatn. Primen. 53, No. 3, 417-436 (2008). MSC: 62L10 60G35 62L15 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Hämarik, U.; Palm, R.; Raus, T. On minimization strategies for choice of the regularization parameter in ill-posed problems. (English) Zbl 1189.65123 Numer. Funct. Anal. Optim. 30, No. 9-10, 924-950 (2009). Reviewer: Jiří Vaníček (Praha) MSC: 65J20 47A52 65J10 × Cite Format Result Cite Review PDF Full Text: DOI
Sawaki, Katsushige; Suzuki, Atsuo; Yagi, Kyoko The valuation of callable financial commodities with two stopping boundaries. (English) Zbl 1187.91216 Kijima, Masaaki (ed.) et al., Recent advances in financial engineering. Proceedings of the 2008 Daiwa international workshop on financial engineering, Tokyo, Japan, 4–5 August 2008. Hackensack, NJ: World Scientific (ISBN 978-981-4273-46-6/hbk; 978-981-4273-47-3/ebook). 189-200 (2009). MSC: 91G20 91A60 91A15 93E20 × Cite Format Result Cite Review PDF
Zoubeidi, Taoufik; Abane, Mustapha Efficient non-parametric sequential procedures for comparing the rates of change of two treatments. (English) Zbl 1178.62085 J. Stat. Comput. Simulation 79, No. 12, 1441-1456 (2009). MSC: 62L05 62G10 62L15 62G08 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Detecting changes in a Poisson process monitored at unequal discrete time intervals. (English) Zbl 1175.62087 Commun. Stat., Theory Methods 38, No. 16-17, 2721-2732 (2009). MSC: 62L15 90C39 62F15 90C90 × Cite Format Result Cite Review PDF Full Text: DOI
Aletti, Giacomo The behavior of a Markov network with respect to an absorbing class: the target algorithm. (English) Zbl 1173.60026 RAIRO, Oper. Res. 43, No. 3, 231-245 (2009). MSC: 60J22 90C35 94C15 60J10 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Dokuchaev, Nikolai Multiple rescindable options and their pricing. (English) Zbl 1182.91170 Int. J. Theor. Appl. Finance 12, No. 4, 545-575 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60J60 35G15 × Cite Format Result Cite Review PDF Full Text: DOI
Tanaka, Teruo Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities. (English) Zbl 1186.60038 J. Math. Anal. Appl. 359, No. 1, 240-251 (2009). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 60F05 62L15 90C99 60G44 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Tsoulos, Ioannis G. Solving constrained optimization problems using a novel genetic algorithm. (English) Zbl 1159.65063 Appl. Math. Comput. 208, No. 1, 273-283 (2009). MSC: 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Wei, Lili; Han, Chongzhao Bayesian discriminan analysis of Weibull distribution models. (Chinese. English summary) Zbl 1174.62536 J. Lanzhou Univ. Technol. 34, No. 1, 160-163 (2008). MSC: 62N05 62C10 62H30 × Cite Format Result Cite Review PDF
Dray, Stéphane On the number of principal components: a test of dimensionality based on measurements of similarity between matrices. (English) Zbl 1452.62409 Comput. Stat. Data Anal. 52, No. 4, 2228-2237 (2008). MSC: 62H25 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Bardsley, Johnathan M. Stopping rules for a nonnegatively constrained iterative method for ill-posed Poisson imaging problems. (English) Zbl 1162.65332 BIT 48, No. 4, 651-664 (2008). MSC: 65F22 65F20 94A08 65C60 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Tsoulos, Ioannis G. Modifications of real code genetic algorithm for global optimization. (English) Zbl 1157.65391 Appl. Math. Comput. 203, No. 2, 598-607 (2008). MSC: 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Golany, Boaz; Rothblum, Uriel G. Optimal investment in development projects. (English) Zbl 1151.91509 Oper. Res. Lett. 36, No. 6, 657-661 (2008). MSC: 91B28 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Finkelman, Matthew The Wald-Wolfowitz theorem is violated in sequential mastery testing. (English) Zbl 1147.62067 Sequential Anal. 27, No. 3, 293-303 (2008). MSC: 62L10 62P15 × Cite Format Result Cite Review PDF Full Text: DOI
Philosophov, Leonid V.; Batten, Jonathan A.; Philosophov, Vladimir L. Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt. (English) Zbl 1142.91561 Math. Financ. Econ. 1, No. 3-4, 181-212 (2008). MSC: 91B28 60G40 62P05 62C10 × Cite Format Result Cite Review PDF Full Text: DOI
Kaltenbacher, Barbara; Neubauer, Andreas; Scherzer, Otmar Iterative regularization methods for nonlinear ill-posed problems. (English) Zbl 1145.65037 Radon Series on Computational and Applied Mathematics 6. Berlin: de Gruyter (ISBN 978-3-11-020420-9/hbk). viii, 194 p. (2008). Reviewer: Mikhail Yu. Kokurin (Yoshkar-Ola) MSC: 65J15 65J20 65J22 47J06 65-02 × Cite Format Result Cite Review PDF Full Text: DOI
Brown, Marlo Bayesian detection of changes of a Poisson process monitored at discrete time points where the arrival rates are unknown. (English) Zbl 1255.60069 Sequential Anal. 27, No. 1, 68-77 (2008). MSC: 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Lagaris, I. E.; Tsoulos, I. G. Stopping rules for box-constrained stochastic global optimization. (English) Zbl 1135.65330 Appl. Math. Comput. 197, No. 2, 622-632 (2008). MSC: 65K05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Mazalov, V. V.; Chujko, Yu. V. International workshop “Optimal stopping and stochastic control”. (Russian) Zbl 1199.60143 Obozr. Prikl. Prom. Mat. 14, No. 2, 381 (2007). MSC: 60G40 × Cite Format Result Cite Review PDF
Chang, Wen-Kui; Jeng, Shuen-Lin Practical stopping criteria for validating safety-critical software by estimating impartial reliability. (English) Zbl 1126.62094 Appl. Math. Modelling 31, No. 7, 1411-1424 (2007). MSC: 62N05 68N99 60G40 62L15 × Cite Format Result Cite Review PDF Full Text: DOI
Elfving, Tommy; Nikazad, Touraj Stopping rules for Landweber-type iteration. (English) Zbl 1124.65034 Inverse Probl. 23, No. 4, 1417-1432 (2007). Reviewer: Constantin Popa (Constanţa) MSC: 65F10 65F22 15A29 × Cite Format Result Cite Review PDF Full Text: DOI
Greco, Luigi; Naddeo, Stefania Inverse sampling with unequal selection probabilities. (English) Zbl 1315.62009 Commun. Stat., Theory Methods 36, No. 5, 1039-1048 (2007). MSC: 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Oishi, Yasuaki Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities. (English) Zbl 1137.93425 Automatica 43, No. 3, 538-545 (2007). MSC: 93E25 93E14 × Cite Format Result Cite Review PDF Full Text: DOI
Sakalauskas, L. Towards implementable nonlinear stochastic programming. (English) Zbl 1151.90507 Marti, Kurt (ed.) et al., Coping with uncertainty. Modeling and policy issues. Selected papers based on the presentations at the workshop ‘Coping with uncertainty’, Laxenburg, Austria, December 13–16,2004. Berlin: Springer (ISBN 3-540-35258-9/pbk). Lecture Notes in Economics and Mathematical Systems 581, 257-279 (2006). MSC: 90C15 × Cite Format Result Cite Review PDF