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Documentation in maintaining cultural properties is a highly important stage of work for determination of the unique properties. The researches having been carried out over years to increase the accur...
While evidence about discrimination in U.S. labor markets typically implies preferential treatment for whites, recent studies document a substantial wage premium for black women (for example, Fryer 20...
We ask whether employer learning in the wage-setting process depends on skill type and skill importance to productivity, using measures of seven premarket skills and data for each skill’s importance t...
We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we pr...
This paper is concerned with applying importance sampling as a variance reduction tool for computing extreme quantiles. A central limit theorem is derived for each of four proposed importance sampling...
We discuss using the semi-regenerative method, importance sampling, and stratification to estimate the expected cumulative reward until hitting a fixed set of states for a discrete-time Markov chain o...
We develop a strongly efficient rare-event simulation algorithm for computing the tail of the steady-state waiting time in a single server queue with regularly varying service times. Our algorithm is ...
We consider the use of importance sampling to compute expectations of functionals of Markov processes. For a class of expectations that can be characterized as positive solutions to a linear system, w...
In this article we explain some connections between Lyapunov methods and subsolutions of an associated Isaacs equation for the design of efficient importance sampling schemes. As we shall see, subsolu...
We extend debates about the sources of university capabilities at research commercialization. Drawing upon quantitative data for a panel of 89 research-intensive U.S. universities and interview da...
We consider the problem of estimating parameters of stochastic differential equations with discrete-time observations that are either completely or partially observed. The transition density between t...
Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to ru...
We examine the relative importance of group-level performance effects for a large European data set. For different performance measures, group effects explain between 25 and 36 percent of the total ...
Residuals in regression models are often spatially correlated.Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants.
We introduce new quantile estimators with adaptive importance sampling. The adaptive estimators are based on weighted samples that are neither independent nor identically distributed. Using a new l...

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