1,720,991 research outputs found
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs
Get PDFIn general, multistage stochastic optimization problems are formulated on the basis of continuous distributions describing the uncertainty. Such “infinite” problems are practically impossible to solve as they are formulated, and finite tree approximations of the underlying stochastic processes are used as proxies. In this paper, we demonstrate how one can find guaranteed bounds, i.e., finite tree models, for which the optimal values give upper and lower bounds for the optimal value of the original infinite problem. Typically, there is a gap between the two bounds. However, this gap can be made arbitrarily small by making the approximating trees bushier. We consider approximations in the first-order stochastic sense, in the convex-order sense, and based on subgradient approximations. Their use is shown in a multistage risk-averse production problem
Non-Asymptotic Confidence Bounds for Stochastic Approximation Algorithms with Constant Step Size.
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Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
A characterization of translation-invariant experiments admitting adaptive estimates
No full textStatistical experiments possess the property of adaptivity, if the ignorance of a nuisance parameter does not cause any loss in efficiency. In order to include a large variety of cases, the efficiency is measured in terms of minimax bounds. It is shown that a necessary and sufficient condition for adaptivity of translation invariant experiments is that the parameter of interest and the nuisance parameter are a.s. independent w.r.t. the posterior distributions.adaptivity minimax bounds Pitman estimates semi-parametric models
Multistage stochastic optimization
No full textMultistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the boo
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