The approximation of stochastic processes by trees is an important topic in multistage stochastic programming. In this paper we focus on improving the approximation of large trees by smaller (tractable) trees. The quality of the approximation is measured by the nested distance, recently introduced in [Pflug, Pfl09]. The nested distance is derived from the Wasserstein distance. It additionally t...

In previous papers ([2], [3], [6]) feedback guided loop scheduling algorithms have been shown to be very effective for certain loop scheduling problems. In particular they perform well for problems that involve a sequential outer loop and a parallel inner loop, and timing information gathered during one execution of the parallel inner loop can be used to inform the scheduling of the subsequent ...

BACKGROUND Trials frequently encounter difficulties in recruitment, but evidence on effective recruitment methods in primary care is sparse. A robust test of recruitment methods involves comparing alternative methods using a randomized trial, 'nested' in an ongoing 'host' trial. There are potential scientific, logistical and ethical obstacles to such studies. METHODS Telephone interviews were...

Functional relations and nested Bethe ansatz for sl(3) chiral Potts model at q 2 = −1. Abstract We obtain the functional relations for the eigenvalues of the transfer matrix of the sl(3) chiral Potts model for q 2 = −1. For the homogeneous model in both directions a solution of these functional relations can be written in terms of roots of Bethe ansatz-like equations. In addition , a direct nes...

We study stochastic gradient descent for solving conditional optimization problems, in which an objective to be minimized is given by a parametric nested expectation with outer taken respect one random variable and inner the other variable. The of such again expressed as expectation, makes it hard standard Monte Carlo estimator unbiased. In this paper, we show under some conditions that multile...

Endothelial nitric oxide synthase gene polymorphism (Glu298Asp) and development of Title: pre-eclampsia: a nested case-control study and a meta-analysis