On extremum-searching approximate probabilistic algorithms
On finite pseudorandom binary sequences III: The Liouville function, I
On -discrepancy and mixed Monte Carlo and quasi-Monte Carlo sequences.
On goodness-of-fit for the absence of memory model
Logrank-type and Kolmogorov-type goodness-of-fit tests for the absence of memory model are proposed when the accelerated experiments are done under step-stresses. The power of the test against the approaching alternatives is investigated. The theoretical results are illustrated with simulated data.
On improving sensitivity of the Kalman filter
The impact of additive outliers on a performance of the Kalman filter is discussed and less outlier-sensitive modification of the Kalman filter is proposed. The improved filter is then used to obtain an improved smoothing algorithm and an improved state-space model parameters estimation.
On inconsistency of Hellwig's variable choice method in regression models
It is shown that a popular variable choice method of Hellwig, which is recommended in the Polish econometric textbooks does not enjoy a very basic consistency property. It means in particular that the method may lead to rejection of significant variables in econometric modeling. A simulation study and a real data analysis case are given to support theoretical results.
On infinite dams with Markov dependent inputs
On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
On Markovian traffic with applications to TES processes.
On Marsaglia's Lattice test for pseudorandom numbers.
On Newton's method for stochastic differential equations
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics
On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions
On numerical solution to the problem of reactor kinetics with delayed neutrons by Monte Carlo method
In this paper, the linear problem of reactor kinetics with delayed neutrons is studied whose formulation is based on the integral transport equation. Besides the proof of existence and uniqueness of the solution, a special random process and random variables for numerical elaboration of the problem by Monte Carlo method are presented. It is proved that these variables give an unbiased estimate of the solution and that their expectations and variances are finite.
On Optimal Extreme-Discrepancy Point Sets in the Square.
On properties of binary random numbers
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.
On selecting the best features in a noisy environment
This paper introduces a novel method for selecting a feature subset yielding an optimal trade-off between class separability and feature space dimensionality. We assume the following feature properties: (a) the features are ordered into a sequence, (b) robustness of the features decreases with an increasing order and (c) higher-order features supply more detailed information about the objects. We present a general algorithm how to find under those assumptions the optimal feature subset. Its performance...
On simulation of multidimensional random sequences
On some method for diagnosing convergence in MCMC setups via atoms and renewal sets