Related papers: mCube: Multinomial Micro-level reserving Model
This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…
In this paper, we present a multimodal Recurrent Neural Network (m-RNN) model for generating novel image captions. It directly models the probability distribution of generating a word given previous words and an image. Image captions are…
The primary objective of this scholarly work is to develop two estimation procedures - maximum likelihood estimator (MLE) and method of trimmed moments (MTM) - for the mean and variance of lognormal insurance payment severity data sets…
The multinomial probit (MNP) model is widely used to analyze categorical outcomes due to its ability to capture flexible substitution patterns among alternatives. Conventional likelihood based and Markov chain Monte Carlo (MCMC) estimators…
In this paper we describe, implement, and test the performance of distributed memory simulations of quantum circuits on the MSU Laconia Top500 supercomputer. Using OpenMP and MPI hybrid parallelization, we first use a distributed…
We present a novel multi-scale embedding scheme that links conventional QM/MM embedding and bootstrap embedding (BE) to allow simulations of large chemical systems on limited quantum devices. We also propose a mixed-basis BE scheme that…
In this paper, we consider a multiuser mobile edge computing (MEC) system, where a mixed-integer offloading strategy is used to assist the resource assignment for task offloading. Although the conventional branch and bound (BnB) approach…
We consider a dynamic assortment selection problem where a seller has a fixed inventory of $N$ substitutable products and faces an unknown demand that arrives sequentially over $T$ periods. In each period, the seller needs to decide on the…
A common assumption in the fitting of unordered multinomial response models for $J$ mutually exclusive categories is that the responses arise from the same set of $J$ categories across subjects. However, when responses measure a choice made…
When multiple measures are collected repeatedly over time, redundancy typically exists among responses. The envelope method was recently proposed to reduce the dimension of responses without loss of information in regression with…
Motivated by recent distributed systems technology, Aguilera et al. introduced a hybrid model of distributed computing, called message-and-memory model or m&m model for short [1]. In this model, processes can communicate by message passing…
Within the Solvency II framework the insurance industry requires a realistic modelling of the risk processes relevant for its business. Every insurance company should be capable of running a holistic risk management process to meet this…
Adaptive model predictive control (MPC) robustly ensures safety while reducing uncertainty during operation. In this paper, a distributed version is proposed to deal with network systems featuring multiple agents and limited communication.…
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…
We propose a high resolution finite volume scheme for a (m+1)x(m+1) system of non strictly hyperbolic conservation laws which models multicomponent polymer flooding in enhanced oil-recovery process in two dimensions. In the presence of…
Reservoir computing provides an alternative to recurrent neural networks by overcoming the common problems of backpropagation through time and by training only a simple readout layer. The emerging field of quantum computing offers a new…
The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…
We consider a class of restless multi-armed bandit problems (RMBP) that arises in dynamic multichannel access, user/server scheduling, and optimal activation in multi-agent systems. For this class of RMBP, we establish the indexability and…
Missing data is a significant problem impacting all domains. State-of-the-art framework for minimizing missing data bias is multiple imputation, for which the choice of an imputation model remains nontrivial. We propose a multiple…
We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…