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We consider nonparametric regression with a mixture of continuous and discrete ex-planatory variables where realizations of the response variable may be missing. An impu-tation based nonparametric reg...
Recent analysis of Multiple-Input Multiple-Output (MIMO) communication systems, for example those involving antenna arrays, has shown that channel capacity increases linearly with the number of antenn...
This paper describes how to efficiently solve a robust optimal control problem using recently developed primal-dual interior-point methods. Among potential applications are model predictive control. T...
In an earlier paper, we have demonstrated that the family of all affine non-anticipative output-based control laws in a discrete time linear dynamical system affected by uncertain disturbances is equi...
The regenerative method enjoys asymptotic properties that make it a highly desirable approach for steady-state simulation output analysis. It has been shown that virtually all discrete-event simulatio...
The regenerative method possesses certain asymptotic properties that dominate those of other steady-state simulation output analysis methods, such as batch means. Therefore, applying the regenerative ...
On the Validity of Long-Run Estimation Methods for Discrete-Event Systems.
We examine different ways of numerically computing the distribution function of conditional expectations where the conditioning element takes values in a finite or countably infinite outcome space. Bo...
In spite of the common consensus on the classic Markov chain Monte Carlo (MCMC)as a universal tool for generating samples on complex sets, it fails to generate points uniformly distributed on discrete...
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3] showed that th...
Statistical mechanics of the discrete nonlinear Schrödinger equation is studied by means of analytical and numerical techniques. The lower bound of the Hamiltonian permits the construction of sta...
A model including two nonlinear chains with linear and nonlinear couplings between them, and opposite signs of the discrete diffraction inside the chains, is introduced. In the case of the cubic [ χ(3...
In this paper we investigate the emergence of time-periodic and time quasiperiodic (sometimes infinitely long-lived and sometimes very long-lived or metastable) solutions of discrete nonlinear wave eq...
We consider a system of two discrete nonlinear Schrödinger equations, coupled by nonlinear and linear terms. For various physically relevant cases, we derive a modulational instability criterion ...
We examine the parametric and modulational instabilities arising in a non-autonomous, discrete nonlinear Schrödinger equation. The principal motivation for our study stems from the dynamics of Bo...

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