Statistique, Méthodes d'interrogation de données, Probabilité et processus stochastiques, Intelligence artificielle : Cahiers : GERAD

août 2018

A PCA-based approximation scheme for combinatorial optimization with uncertain and correlated data

Borzou Rostami, Guy Desaulniers, Fausto Errico et Andrea Lodi

G-2018-61

août 2018

Multivariate variance components tests for multilevel data

Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2018-58

juil. 2018

Variable neighborhood programming for symbolic regression

Souhir Elleuch, Bassem Jarboui, Jun Pei et Nenad Mladenović

G-2018-53

août 2018

On a two-stage discrete stochastic optimization problem with stochastic constraints and nested sampling

Thuy Anh Ta, Tien Mai, Fabian Bastin et Pierre L'Ecuyer

G-2018-59

juil. 2018

Price bias and common practice in option pricing

Jean-François Bégin et Geneviève Gauthier

G-2018-56

juil. 2018

Privacy-preserving classifiers recognize shared mobility behaviours from WiFi network imperfect data

Orestes Manzanilla Salazar et Brunilde Sansò

G-2018-54

mars 2018

History of uniform random number generation

Pierre L'Ecuyer

G-2018-25

mai 2018

Stochastic hydropower generator maintenance scheduling via Benders decomposition

Jesús Andrés Rodríguez Sarasty, Miguel F. Anjos, Pascal Côté et Guy Desaulniers

G-2018-32

avr. 2018

Renewal Monte Carlo: Renewal theory based reinforcement learning

Jayakumar Subramanian et Aditya Mahajan

G-2018-28

déc. 2015

Combining losing games into a winning game

Bruno Rémillard et Jean Vaillancourt

G-2015-130

déc. 2017

Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias

Diego Amaya, Mathieu Boudreault et Don L. McLeish

G-2017-107

déc. 2017

The vehicle routing problem with stochastic and correlated travel times

Borzou Rostami, Guy Desaulniers, Fausto Errico et Andrea Lodi

G-2017-109

déc. 2017

Learning a classification of mixed-integer quadratic programming problems

Pierre Bonami, Andrea Lodi et Giulia Zarpellon

G-2017-106

nov. 2017

Responding to new information in a mining complex: Fast mechanisms using machine learning

Cosmin Paduraru et Roussos Dimitrakopoulos

G-2017-87

août 2017

Densities of sums and small ball probability

Kwassi Joseph Dzahini

G-2017-68

sept. 2017

Depth-of-interaction bias in the achievable ultra-fast timing of detectors for TOF-PET

Maxime Toussaint, Francis Loignon-Houle, Jean-Pierre Dussault et Roger Lecomte

G-2017-75

nov. 2016

Hyper-heuristic approaches for solving stochastic optimization formulations of mineral value chains

Amina Lamghari et Roussos Dimitrakopoulos

G-2016-105

juil. 2017

Option pricing and hedging for discrete time autoregressive hidden Markov model

Massimo Caccia et Bruno Rémillard

G-2017-60

mai 2017

A dynamic program under Lévy processes for valuing corporate securities

Hatem Ben-Ameur, Rim Chérif et Bruno Rémillard

G-2017-43

mai 2017

Forestogram: A visualization framework for hierarchical biclustering

Mohammad Sajjad Ghaemi, Vahid Partovi Nia et Bruno Agard

G-2017-40

mai 2017

Parallel coordinate order for high-dimensional data

Shaima Tilouche, Vahid Partovi Nia et Samuel Jean Bassetto

G-2017-38

mai 2017

No-means clustering: A Stochastic variant of \(k\)-means

Vahid Partovi Nia, Martin Lysy et Geoffroy Mouret

G-2017-33

nov. 2016

Updating short-term material flow optimization in a mining complex with new information

Cosmin Paduraru et Roussos Dimitrakopoulos

G-2016-101

nov. 2016

Optimizing infill drilling decisions using multi-armed bandits: Application in a long-term, multi-element stockpile

Rein Dirkx et Roussos Dimitrakopoulos

G-2016-103

mars 2017

Multivariate variance components tests for multilevel data: The mvctm package

Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2017-16

mars 2017

On copula-based conditional quantile estimators

Bruno Rémillard, Bouchra Nasri et Taoufik Bouezmarni

G-2017-14

mars 2017

A successive linear programming algorithm with non-linear time series for the reservoir management problem

Charles Gauvin, Erick Delage et Michel Gendreau

G-2017-13

déc. 2016

Choosing between higher moment maximum entropy models and its application to homogeneous point processes

Lotfi Khribi, Brenda MacGibbon et Marc Fredette

G-2016-128

avr. 2016

A stochastic program with time series and affine decision rules for the reservoir management problem

Charles Gauvin, Erick Delage et Michel Gendreau

G-2016-24

nov. 2016

Approximation algorithms for the min-power symmetric connectivity problem

R.V. Plotnikov, A.I. Erzin et Nenad Mladenović

G-2016-95

nov. 2016

Variable neighborhood search-based heuristics for min-power symmetric connectivity problem in wireless networks

R.V. Plotnikov, A.I. Erzin et Nenad Mladenović

G-2016-94

nov. 2016

Variable neighborhood search variants for min-power symmetric connectivity problem

A.I. Erzin, Nenad Mladenović et R.V. Plotnikov

G-2016-93

nov. 2016

Robust solutions for the DARP with variations in transportation time

Maxime Chassaing, Christophe Duhamel, Gérard Fleury et Philippe Lacomme

G-2016-120

nov. 2016

Automatic odor prediction for electronic nose

Mina Mirshahi, Vahid Partovi Nia et Luc-Désiré Adjengue

G-2016-86

nov. 2016

Efficient distributed online prediction and stochastic optimization with approximate distributed averaging

Konstantinos I. Tsianos et Michael Rabbat

G-2016-88

nov. 2016

High-order data-driven spatial simulation using Legendre-like orthogonal splines

Ilnur Minniakhmetov et Roussos Dimitrakopoulos

G-2016-98

sept. 2016

Dynamic programming for valuing american options under the variance-gamma process

Hatem Ben-Ameur, Rim Chérif et Bruno Rémillard

G-2016-74

nov. 2016

Less is more approach for balanced minimum sum-of-squares clustering

Leandro R. Costa, Daniel Aloise et Nenad Mladenović

G-2016-80

oct. 2016

On strategies to fix degenerate k-Means-means solutions

Daniel Aloise, Nielson Castelo Damasceno, Nenad Mladenović et Daniel Nobre Pinheiro

G-2016-81

oct. 2016

NP-hardness of balanced minimum sum-of-squares clustering

Artem Pyatkin, Daniel Aloise et Nenad Mladenović

G-2016-79

sept. 2016

Power capacity profile estimation for building heating and cooling in demand side management

Juan A. Gomez-Herrera et Miguel F. Anjos

G-2016-75

oct. 2016

Forecasting local warming: Missing data generation and future temperature prediction

Aboussalah Amine et Christopher Neal

G-2016-76

août 2016

"Dice"-sion making under uncertainty: When can a random decision reduce risk?

Erick Delage, Daniel Kuhn et Wolfram Wiesemann

G-2016-64

juil. 2016

New history-based delay predictors for service systems

Mamadou Thiongane, Wyean Chan et Pierre L'Ecuyer

G-2016-59

juil. 2016

Scenario tree modeling for stochastic short-term hydropower operations planning

Sara Séguin, Charles Audet et Pascal Côté

G-2016-54

juin 2016

A new heuristic branching scheme for the crew pairing problem with base constraints

Frédéric Quesnel, Guy Desaulniers et François Soumis

G-2016-47

juin 2016

Structural results for two-user interactive communication

Jhelum Chakravorty et Aditya Mahajan

G-2016-40

mai 2016

A new centrality-based approach for fast community detection in graphs

Eglantine Camby et Gilles Caporossi

G-2016-33

mai 2016

DGR-ELM -- Distributed generalized regularized ELM for classification

Fernando Kentaro Inaba, Evandro Ottoni Teatini Salles, Sylvain Perron et Gilles Caporossi

G-2016-32

mai 2016

Self-assessed electronic nose

Mina Mirshahi, Vahid Partovi Nia et Luc-Désiré Adjengue

G-2016-28

avr. 2016

Revisiting motion compensation models in pet image reconstruction

Maxime Toussaint, Jean-Pierre Dussault et Roger Lecomte

G-2016-25

déc. 2015

The progressive visualization, a new tool for analyzing the writing process

Hélène-Sarah Bécotte-Boutin, Gilles Caporossi et Alain Hertz

G-2015-141

sept. 2015

Long-term mine production scheduling with multiple processing destinations based on multi-neighbourhood tabu search

Renaud Senécal et Roussos Dimitrakopoulos

G-2015-87

déc. 2015

Generalized linear models for dependent frequency and severity of insurance claims

José Garrido, Christian Genest et Juliana Schulz

G-2015-138

déc. 2015

Rank-based methods for modeling dependence between loss triangles

Marie-Pier Côté, Christian Genest et Anas Abdallah

G-2015-137

déc. 2015

A second look in inference for bivariate Skellam distributions

Sidi Allal Aissaoui, Christian Genest et Mhamed Mesfioui

G-2015-136

oct. 2017

An online stochastic algorithm for a dynamic nurse scheduling problem

Antoine Legrain, Jérémy Omer et Samuel Rosat

G-2016-78

nov. 2015

Bayesian estimation of disease prevalence from continuous diagnostic test data using Polya tree distributions

Mohammed Kaouache, Brenda MacGibbon et Lawrence Joseph

G-2015-125

nov. 2015

Power system planning under uncertainty: The probabilistic envelopes approach

Hussam Nosair et François Bouffard

G-2015-116

oct. 2015

Structure, imprinting and survival of venture capital firms

Brian King, Renaud Legoux et Marc Fredette

G-2015-113

sept. 2015

Exploring an influence network through centrality measures

Gilles Caporossi, Sylvain Perron, Louis-Philippe Sirois et Johanne Turbide

G-2015-100

sept. 2015

Variable Neighborhood Search for beginners

Gilles Caporossi, Pierre Hansen et Nenad Mladenović

G-2015-99

sept. 2015

Mineral supply chain optimization under uncertainty using approximate dynamic programming

Cosmin Paduraru et Roussos Dimitrakopoulos

G-2015-94

sept. 2015

An adaptive large neighborhood search heuristic to optimize mineral supply chain operations under metal and material type uncertainties

Amina Lamghari et Roussos Dimitrakopoulos

G-2015-93

sept. 2015

Optimal mining rates revisited: Managing mining equipment and geological risk at a given mine setup

Marcelo C. Godoy, Fernanda Del Castillo et Roussos Dimitrakopoulos

G-2015-92

sept. 2015

Multiple-point simulation of Olympic Dam copper deposit, Australia, using wavelet analysis

Murilo Nogueira Teixeira et Roussos Dimitrakopoulos

G-2015-91

sept. 2015

Simulation of weathered profiles coupled with multivariate block-support simulation of the Puma Nickel Laterite Deposit, Brazil

Mario De Freitas Silva et Roussos Dimitrakopoulos

G-2015-90

sept. 2015

Stochastic long-term production scheduling of the LabMag iron ore deposit in Labrador, Canada

Michael Spleit et Roussos Dimitrakopoulos

G-2015-89

sept. 2015

All-inclusive stochastic short-term production scheduling approach of an iron-ore deposit with future multi-element ore control data

Martha E. Villalba Matamoros et Roussos Dimitrakopoulos

G-2015-88

sept. 2015

Optimizing a mineral supply chain under uncertainty with long-term sales contracts

Jian Zhang et Roussos Dimitrakopoulos

G-2015-86

sept. 2015

Joint simulation of correlated variables using high-order spatial statistics for orebody modeling

Ilnur Minniakhmetov et Roussos Dimitrakopoulos

G-2015-85

sept. 2015

Globally optimizing open-pit and underground mining operations under geological uncertainty

Luis Montiel, Roussos Dimitrakopoulos et Kazuhiro Kawahata

G-2015-84

sept. 2015

Stochastic global optimization of open pit mining complexes with capital expenditures: Application at a copper mining complex

Ryan Goodfellow et Roussos Dimitrakopoulos

G-2015-83

sept. 2015

Stochastic short-term hydropower planning with inflow scenario trees

Sara Séguin, Stein-Erik Fleten, Pascal Côté, Alois Pichler et Charles Audet

G-2015-97

sept. 2015

Statistical measurement validation with application to electronic nose technology

Mina Mirshahi, Vahid Partovi Nia et Luc-Désiré Adjengue

G-2015-81

août 2015

Modeling and forecasting call center arrivals: A literature survey and a case study

Rouba Ibrahim, Han Ye, Pierre L'Ecuyer et Haipeng Shen

G-2015-78

août 2015

Random forests for non-homogeneous Poisson processes with excess zeros

Walid Mathlouthi, Denis Larocque et Marc Fredette

G-2015-77

août 2015

\(L_1\) splitting rules in survival forests

Hoora Moradian, Denis Larocque et François Bellavance

G-2015-76

août 2015

Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions

Michel Denault et Jean-Guy Simonato

G-2015-75

août 2015

Revenue-maximizing rankings for online platforms with quality-sensitive consumers

Pierre L'Ecuyer, Patrick Maillé, Nicolás Stier-Moses et Bruno Tuffin

G-2015-73

juil. 2015

Optimal adaptive sequential designs for crossover bioequivalence studies

Jialin Xu, Charles Audet, Charles E. DiLiberti, Walter W. Hauck, Timothy H. Montague, Alan F. Parr, Diane Potvin et Donald J. Schuirmann

G-2015-70

juil. 2015

Combining ROC curve using MAMSE weighted distributions

Jean-Baptiste Débordès et Jean-François Plante

G-2015-69

juin 2015

Sample size calculations for hierarchical Poisson and zero-inflated Poisson regression models

Nabil Channouf, Brenda MacGibbon et Marc Fredette

G-2015-63

juin 2015

Public transport: Identifying temporal user behavior through smart card data

Mohammad Sajjad Ghaemi, Bruno Agard, Vahid Partovi Nia et Martin Trépanier

G-2015-59

mars 2015

Stochastic strategic planning of open-pit mines, with ore selectivity recourse

Alessandro Navarra, Luis Montiel et Roussos Dimitrakopoulos

G-2015-22

avr. 2015

L'approche multicritère et la prise de décision dans les entreprises publiques, le cas de l'Algérie

Boumedyen Taibi et Jean-Philippe Waaub

G-2015-32

fév. 2015

A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: Applications to natural gas markets

Mel T. Devine, Steven A. Gabriel et Seksun Moryadee

G-2015-14

août 2014

Global asset optimization of open pit mining complexes under uncertainty

Ryan Goodfellow et Roussos Dimitrakopoulos

G-2014-55

fév. 2013

To squeeze or not to squeeze? That is no longer the question

Ramzi Ben Abdallah et Michèle Breton

G-2013-16

déc. 2014

A simple model-based approach to variable selection in classification and clustering

Vahid Partovi Nia et Anthony C. Davison

G-2014-106

nov. 2014

Classification algorithms for virtual metrology

Shaima Tilouche, Samuel Jean Bassetto et Vahid Partovi Nia

G-2014-84

août 2014

Two-stage stochastic surface constrained mine production scheduling with pit discretization

Alexandre Marinho et Roussos Dimitrakopoulos

G-2014-64

août 2014

Stochastic short-term mine production schedule accounting for fleet allocation, operational considerations and blending restrictions

Martha E. Villalba Matamoros et Roussos Dimitrakopoulos

G-2014-63

août 2014

Joint effect of commodity price and geological uncertainty over the life of mine and ultimate pit limit

Fernanda Del Castillo et Roussos Dimitrakopoulos

G-2014-62

août 2014

Solving a large SIP model for production scheduling at a gold mine with multiple processing streams and uncertain geology

Mario De Freitas Silva, Amina Lamghari et Roussos Dimitrakopoulos

G-2014-61

août 2014

Optimizing mining rates under financial uncertainty in global mining complexes

Arman C. Kizilkale et Roussos Dimitrakopoulos

G-2014-60

août 2014

Parallel implementation of Tabu search procedure for stochastic mine scheduling

Renaud Senécal et Roussos Dimitrakopoulos

G-2014-59

août 2014

High-order simulation at block support scale

David F. Machuca-Mory, Roussos Dimitrakopoulos et Truong Pham

G-2014-57

août 2014

Production scheduling under undertainty for an open pit mine using Lagrangian relaxation and branch-and-cut algorithm

Snehamoy Chatterjee et Roussos Dimitrakopoulos

G-2014-58

déc. 2013

Short-Term Hedging for an Electricity Retailer

Debbie J. Dupuis, Geneviève Gauthier et Frédéric Godin

G-2013-88

août 2014

Optimizing mining complexes with multiple processing and transportation alternatives: An uncertainty-based approach

Luis Montiel et Roussos Dimitrakopoulos

G-2014-56

août 2014

On testing MCMC convergence in Bayesian clustering

Masoud Asgharian et Vahid Partovi Nia

G-2014-52

juin 2014

Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty

Roussos Dimitrakopoulos et Amina Lamghari

G-2014-40

mai 2014

Multivariate variance components tests for multilevel data: The MVCTM package

Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2014-31

mars 2014

Metabolic data learning: Forestogram using spike-and-slab models

Vahid Partovi Nia et Mostafa Ghannad-Rezaie

G-2014-18

mars 2014

Modeling an augmented Lagrangian for improved blackbox constrained optimization

Robert B. Gramacy, Genetha A. Gray, Sébastien Le Digabel, Herbert K.H. Lee, Pritam Ranjan, Garth Weels et Stefan M. Wild

G-2014-17

fév. 2014

A priori optimization with recourse for the vehicle routing problem with hard time windows and stochastic service times

Fausto Errico, Guy Desaulniers, Michel Gendreau, Walter Rei et Louis-Martin Rousseau

G-2014-05

déc. 2013

A Formal Test for Binary R&R Measurement Systems

Vahid Partovi Nia, Masoud Asgharian et S Basetto

G-2013-110

déc. 2013

Generalized Elastic Net Regression

Geoffroy Mouret, Jean-Jules Brault et Vahid Partovi Nia

G-2013-109

déc. 2013

On Characterizing Full Dimensional Weak Facets in DEA with Variable Returns to Scale Technology

Mostafa Davtalab-Olyaie, Israfil Roshdi, Vahid Partovi Nia et Masoud Asgharian

G-2013-97

déc. 2013

Stochastic Data Envelopment Analysis: A Random Efficiency Perspective

Masoud Asgharian, Mostafa Davtalab-Olyaie et Vahid Partovi Nia

G-2013-96

déc. 2013

Multivariate Forests with Missing Mixed Outcomes

Abdessamad Dine, Denis Larocque et François Bellavance

G-2013-95

oct. 2013

La recherche à voisinages variables

Gilles Caporossi et Pierre Hansen

G-2013-71

sept. 2013

Geologic Heterogeneity Recognition Using Discrete Wavelet Transformation for Subsurface Flow Solute Transport Simulations

Hussein Mustapha, Snehamoy Chatterjee, Roussos Dimitrakopoulos et Thomas Graf

G-2013-66

sept. 2013

Workshop: Generating Risk Profiles for Production Schedules of Mining Complexes - The Risk Analysis Tool (RAT)

Martha E. Villalba Matamoros, Ryan Goodfellow et Xiaochun Luo

G-2013-65

sept. 2013

An Efficient Algorithm for the LP Relaxation of the Maximal Closure Problem with a Capacity Constraint

Jongik Byun et Roussos Dimitrakopoulos

G-2013-60

sept. 2013

An Integrated Approach to Mine Planning and Equipment Selection/Allocation

Mustafa Kumral et Roussos Dimitrakopoulos

G-2013-59

sept. 2013

High-Order Spacial Direct and Cross-Statistics for Categorical Attributes

David F. Machuca-Mory et Roussos Dimitrakopoulos

G-2013-62

sept. 2013

Multi-Point Geostatistical Simulation Based on a Quadratic Optimization Algorithm

Snehamoy Chatterjee et Roussos Dimitrakopoulos

G-2013-58

sept. 2013

On Tractable Markov Random Field Models and MapReduce Algorithms: Towards a Practitioner's Toolbox

Putra Manggala, Luc Devroye et Roussos Dimitrakopoulos

G-2013-64

sept. 2013

A network-flow based algorithm for scheduling production in multi-processor open-pit mines accounting for metal uncertainty

Amina Lamghari et Roussos Dimitrakopoulos

G-2013-63

sept. 2013

An Extended Stochastic Optimization Method for Multi-Process Mining Complexes

Luis Montiel et Roussos Dimitrakopoulos

G-2013-56

sept. 2013

A Heuristic Approach to Stochastic Cutoff Grade Optimization for Open Pit Mining Complexes

Mohammad Waqar Ali Asad et Roussos Dimitrakopoulos

G-2013-55

sept. 2013

Mining Supply Chain Optimization under Geological Uncertainty

Ryan Goodfellow et Roussos Dimitrakopoulos

G-2013-54

sept. 2013

High-Order Simulation with Clustered Datasets

David F. Machuca-Mory et Roussos Dimitrakopoulos

G-2013-57

mars 2013

Changement climatique, incertitudes et perspectives éthiques : le rôle des outils d'aide à la décision

Camille Fertel et Jean-Philippe Waaub

G-2013-18

fév. 2013

A Variance-Based Method to Rank Input Variables of the Mesh Adaptive Direct Search Algorithm

Luc-Désiré Adjengue, Charles Audet et Imen Ben Yahia

G-2013-15

nov. 2012

Using BIRCH to Compute Approximate Rank Statistics on Massive Datasets

Lysiane Charest et Jean-François Plante

G-2012-76

oct. 2012

Compact Relaxations for Polynomial Programming Problems

Sonia Cafieri, Pierre Hansen, Lucas Létocart, Leo Liberti et Frédéric Messine

G-2012-64

sept. 2012

Reformulation of a Model for Hierarchical Divisive Graph Modularity Maximization

Sonia Cafieri, Alberto Costa et Pierre Hansen

G-2012-52

juil. 2012

Threshold Herd Size for Commercial Viability of Biomass Waste to Energy Conversion Systems on Rural Farms

Rachel Namuli, Pragasen Pillay, Brigitte Jaumard et Claude B. Laflamme

G-2012-34

mars 2012

Function Estimation with Nonnegative "Wavelets"

Jean-François Angers et Brenda MacGibbon

G-2012-06

déc. 2011

Analysis of HnH Model for Live Streaming Channels with a Small Number of Viewers

Md. Istiaque Shahriar, Dongyu Qiu et Brigitte Jaumard

G-2011-97

déc. 2011

Finding Communities in Networks in the Strong and Almost-Strong Sense

Sonia Cafieri, Gilles Caporossi, Pierre Hansen, Sylvain Perron et Alberto Costa

G-2011-74

déc. 2011

Extensions to Column Generation for Globally Optimal Clusterwise Regression

Réal A. Carbonneau, Gilles Caporossi et Pierre Hansen

G-2011-71

nov. 2011

Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Dynamic Models

Bruno Rémillard

G-2011-69

oct. 2011

Robust VIF Regression

Debbie J. Dupuis et Maria-Pia Victoria-Feser

G-2011-58

oct. 2011

Using Predictive Risk for Process Control

Jean-François Plante et Gitte Bjorg Windfeldt

G-2011-53

août 2011

A Review of Survival Trees

Imad Bou-Hamad, Denis Larocque et Hatem Ben-Ameur

G-2011-43

août 2011

Algorithm for Qualifying Eye Movements During Handwriting

Denis Alamargot, Gilles Caporossi et David Chesnet

G-2011-41

août 2011

The Poisson Maximum Entropy Model for Homogeneous Poisson Processes

Lotfi Khribi, Marc Fredette et Brenda MacGibbon

G-2011-38

mars 2011

Online Writing Data Representation: A Graph Theory Approach

Gilles Caporossi et Christophe Leblay

G-2011-16(A)

mars 2011

Représentation de la genèse d'un texte par un graphe

Gilles Caporossi et Christophe Leblay

G-2011-16(F)

mars 2011

A Locally Optimal Heuristic for Modularity Maximization of Networks

Sonia Cafieri, Pierre Hansen et Leo Liberti

G-2011-15

mars 2011

Improving Heuristics for Network Modularity Maximization Using an Exact Algorithm

Sonia Cafieri, Pierre Hansen et Leo Liberti

G-2011-14

fév. 2011

Extensions to the Repetitive Branch and Bound Algorithm for Globally Optimal Clusterwise Regression

Réal A. Carbonneau, Gilles Caporossi et Pierre Hansen

G-2011-10

fév. 2011

Canadian Investors and the Discount on Closed-End Funds

Mohamed Ayadi, Hatem Ben-Ameur, Skander Lazrak et Yan Wang

G-2011-06

fév. 2011

Luck Versus Skill in the Cross-Section of Ethical Mutual Funds

Mohamed Ayadi, Hatem Ben-Ameur et L. Kryzanowski

G-2011-07

nov. 2010

Impacts of Imports and Natural Gas on Electricity Prices: The Case of Ontario

Souhail Kharbach, Pierre-Olivier Pineau et Marc Fredette

G-2010-70

oct. 2010

Robustness of random forests for regression

Marie-Hélène Roy et Denis Larocque

G-2010-56

oct. 2010

An Empirical Investigation of Late Bidding in Online Auctions

Tarek Ben Rhouma et Georges Zaccour

G-2010-52

oct. 2010

Mixed Effects Random Forest for Clustered Data

Ahlem Hajjem, François Bellavance et Denis Larocque

G-2010-51

juil. 2010

Mixtures of Empirical Copulas and Weighted Coefficients of Correlation

Jean-François Plante

G-2010-41

juil. 2010

Generalized Mixed Effects Regression Trees

Ahlem Hajjem, François Bellavance et Denis Larocque

G-2010-39

juin 2010

Column Generation Algorithms for Exact Modularity Maximization in Networks

Daniel Aloise, Sonia Cafieri, Gilles Caporossi, Pierre Hansen, Leo Liberti et Sylvain Perron

G-2010-36

avr. 2010

Globally Optimal Clusterwise Regression by Mixed Logical-Quadratic Programming

Réal A. Carbonneau, Gilles Caporossi et Pierre Hansen

G-2010-24

avr. 2010

Fast Robust Model Selection in Large Datasets

Debbie J. Dupuis et Maria-Pia Victoria-Feser

G-2010-27

avr. 2010

Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals

Kilani Ghoudi et Bruno Rémillard

G-2010-23

mars 2010

Dynamic Copulas

Bruno Rémillard, Nicolas Papageorgiou et Frédéric Soustra

G-2010-18

déc. 2009

Power and Sample Size Calculations for Poisson and Zero-Inflated Poisson Regression Models

Nabil Channouf, Brenda MacGibbon et Marc Fredette

G-2009-88

déc. 2009

A Comparison of Computational Approaches to Bayesian Small Area Estimation of Proportions in Hierarchical Logistic Models

Patrick J. Farrell, Brenda MacGibbon et Thomas J. Tomberlin

G-2009-80

nov. 2009

Composing from Source: Working Memory Capacity and Visual Activity during Pauses

Denis Alamargot, Gilles Caporossi, David Chesnet et Christine Ros

G-2009-73

nov. 2009

Forecasting Rail Transportation Demand Using Artificial Neural Network

Shadi Sharif Azadeh, Richard Labib et Gilles Savard

G-2009-71

nov. 2009

Asymptotically Minimax Non-Parametric Function Estimation with Positivity Constraints: The General Case of Variable Order Constraints

Lubomir Dechevsky et Brenda MacGibbon

G-2009-72

oct. 2009

Malliavin Calculus and Clark-Ocone Formula for Functionals of a Square-Integrable Lévy Process

Jean-François Renaud et Bruno Rémillard

G-2009-67

oct. 2009

Efficiency Evolution of Coal-Fired Electricity Generation in China, 1999-2007

Han Tai Wu, Pierre-Olivier Pineau et Gilles Caporossi

G-2009-58

sept. 2009

On Testing for Serial Correlation of Unknown Form Using Wavelet Thresholding

Pierre Duchesne, Linyuan Li et J Vandermeerschen

G-2009-47

juil. 2009

On Multiplicative Seasonal Modelling for Vector Time Series

Eugen Ursu et Pierre Duchesne

G-2009-35

mars 2009

Discrete-Time Survival Trees and Forests with Time-Varying Covariates: Application to Bankruptcy Data

Imad Bou-Hamad, Denis Larocque et Hatem Ben-Ameur

G-2009-17

mars 2009

Lebesgue Property of Risk Measures for Bounded Càdlàg Processes and Applications

Hirbod Assa

G-2009-16

fév. 2009

Outlier Detection for a Hierarchical Bayes Model in a Study of Hospital Variation in Surgical Procedures

Patrick J. Farrell, Susan Groshen, Brenda MacGibbon et Thomas J. Tomberlin

G-2009-14

déc. 2008

On Kernel Nonparametric Regression Designed for Complex Survey Data

Torsten Harms et Pierre Duchesne

G-2008-84

déc. 2008

Estimation and Model Adequacy Checking for Multivariate Seasonal Autoregressive Time Series Models with Periodically Varying Parameters

Eugen Ursu et Pierre Duchesne

G-2008-83

nov. 2008

Estimation from Aggregate Data

E Gouno, L Courtrai et Marc Fredette

G-2008-76

nov. 2008

Brand Placement in Virtual Environments: Impact of Flow on Brand Recognition and Recall

Alexandre Forest-Boucher, J Brunet et Marc Fredette

G-2008-75

oct. 2008

What Are They Trying to Accomplish on my Website, Now? Dynamic Identification of Anonymous Consumers' Visit Goals

Sylvain Sénécal, P.J. Kalczynski et Marc Fredette

G-2008-68

sept. 2008

Performance of n-Grams for a Question Retrieval System in the Context of Approximated Spelling

Eng-Seng Tang, François Bellavance, N Péladeau et Gilles Caporossi

G-2008-60

sept. 2008

Identification of the Minkowski Parameter for Multidimensional Scaling

Gilles Caporossi

G-2008-61

sept. 2008

On Modeling and Diagnostic Checking of Vector Periodic Autoregressive Time Series Models

Eugen Ursu et Pierre Duchesne

G-2008-64

sept. 2008

Nonparametric Analysis of Clustered Multivariate Data

Jaakko Nevalainen, Denis Larocque, Hannu Oja et I Porsti

G-2008-63

août 2008

Mixed-Effects Regression Trees for Clustered Data

Ahlem Hajjem, François Bellavance et Denis Larocque

G-2008-57

juil. 2008

Will this Gold customer remain Golden this year?: Intra-Periodic Forecasting of End-of-Period Customer Status Using Nonhomogeneous Poisson Processes with Random Effects

Marc Fredette et Jean-François Ouellet

G-2008-52

mai 2008

A Branch-and-Cut SDP-Based Algorithm for Minimum Sum-of-Squares Clustering

Daniel Aloise et Pierre Hansen

G-2008-40

mai 2008

Macroeconomic Effects of Terrorist Shocks in Israel

Denis Larocque, G Lincourt et Michel Normandin

G-2008-38

avr. 2008

Clustering - A Chapter for Handbook of Discrete and Combinatorial Optimization

Daniel Aloise et Pierre Hansen

G-2008-34

mars 2008

Aggregation Based Approximate Performance Analysis of CONWIP Disciplines in Unreliable Partially Homogeneous Transfer Lines

Fatima Zahra Mhada et Roland P. Malhamé

G-2008-21

mars 2008

Evaluating a Branch-and-Bound RLT-Based Algorithm for Minimum Sum-of-Squares Clustering

Daniel Aloise et Pierre Hansen

G-2008-26

fév. 2008

On the Power Transformation of Kernel-Based Tests for Serial Correlation in Vector Time Series: Some Finite Sample Results and a Comparison with the Bootstrap

Jennifer Poulin et Pierre Duchesne

G-2008-12

fév. 2008

Using Heuristics to Speed Up Frequent Pattern Mining

Christian Desrosiers, Philippe Galinier, Pierre Hansen et Alain Hertz

G-2008-13

déc. 2007

A Weighted Multivariate Signed-Rank Test for Cluster-Correlated Data

Riina Haataja, Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2007-108

déc. 2007

Multivariate Mixed Decision Trees

Abdessamad Dine, Denis Larocque et François Bellavance

G-2007-98

déc. 2007

Two Sample Tests for the Nonparametric Behrens-Fisher Problem with Clustered Data

Denis Larocque, Riina Haataja, Jaakko Nevalainen et Hannu Oja

G-2007-93

nov. 2007

État de la concurrence fiscale internationale

Jean-Pierre Vidal et Denis Larocque

G-2007-89

nov. 2007

An Investigation of Factors Affecting Fair Trade Consumption

Walid Daher, Denis Larocque et Sihem Taboubi

G-2007-84

oct. 2007

Diagnostic Checking Multivariate Nonlinear Time Series Models with Martingale Difference Errors

Dominique Chabot-Hallé et Pierre Duchesne

G-2007-77

sept. 2007

Discrete-Time Survival Trees

Imad Bou-Hamad, Denis Larocque, Hatem Ben-Ameur, LC Mâsse, Frank Vitaro et Richard E. Tremblay

G-2007-68

sept. 2007

Upper and Lower Bounds for Convex Value Functions of Derivative Contracts

Hatem Ben-Ameur, Javier de Frutos, Tarek Fakhfakh et V Diaby

G-2007-63

août 2007

A Hierarchical Bayesian Approach to the Estimation of Monotone Hazard Rates in the Random Right Censorship Model

Hassan Younes, M Delampady, Brenda MacGibbon et Omar Cherkaoui

G-2007-58

juil. 2007

On the Complexity of Minimum Sum-of-Squares Clustering

Daniel Aloise et Pierre Hansen

G-2007-50

avr. 2007

On Consistent Testing for Serial Correlation in Seasonal Time Series Models

Pierre Duchesne

G-2007-27

avr. 2007

On Robust Forecasting in Dynamic Vector Time Series Models

Christian Gagné et Pierre Duchesne

G-2007-26

mars 2007

Complement to a Comparative Analysis of Heuristics for the p-Median Problem

Pierre Hansen et Nenad Mladenović

G-2007-24

mars 2007

Confidence Intervals for a Discrete Population Median

Denis Larocque et Roland H. Randles

G-2007-13

fév. 2007

SyGMA: Reducing Symmetry in Graph Mining

Christian Desrosiers, Philippe Galinier, Pierre Hansen et Alain Hertz

G-2007-12

déc. 2006

One-Sample Location Tests for Multilevel Data

Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2006-83

nov. 2006

Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study

Christian Genest, Bruno Rémillard et David Beaudoin

G-2006-74

oct. 2006

Large Population Stochastic Dynamic Games: Closed-Loop McKean-Vlasov Systems and the Nash Certainty Equivalence Principle

Minyi Huang, Roland P. Malhamé et Peter E. Caines

G-2006-57

août 2006

Variable Neighborhood Search for the Probabilistic Satisfiability Problem

D Jovanovic, Nenad Mladenović et Z Ognjanovic

G-2006-49

juil. 2006

On Calibration Estimation for Quantiles

Torsten Harms et Pierre Duchesne

G-2006-47

juil. 2006

Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging

Jean-François Renaud et Bruno Rémillard

G-2006-43

mai 2006

Testing for Equality Between Two Copulas

Bruno Rémillard et Olivier Scaillet

G-2006-31

mai 2006

Weighted Spatial Median for Clustered Data

Jaakko Nevalainen, Denis Larocque et Hannu Oja

G-2006-32

avr. 2006

Bayesian Estimation of the Hazard Function with Randomly Right Censored Data

Jean-François Angers et Brenda MacGibbon

G-2006-24

avr. 2006

Rank-Based Extensions of the BDS Test for Serial Dependence

Christian Genest, Kilani Ghoudi et Bruno Rémillard

G-2006-23

mars 2006

Detecting Good Connections in an Unstructured Peer-to-Peer Network: The Case of Gnutella

Gilbert Babin, Denis Larocque et Abdessamad Dine

G-2006-18

mars 2006

On Wavelet Estimation in Censored Regression

Linyuan Li, Brenda MacGibbon et C Valenta

G-2006-14

fév. 2006

Testing for Multivariate Autoregressive Conditional Heteroskedasticity Using Wavelets

Pierre Duchesne

G-2006-09

oct. 2005

Filtering for detecting multiple targets trajectories using noisy images

Ivan Gentil et Bruno Rémillard

G-2005-85

oct. 2005

On Multivariate Spatial Median for Clustered Data

Jaakko Nevalainen, Denis Larocque et Hannu Oja

G-2005-82

sept. 2005

A Weighted Multivariate Sign Test for Cluster Correlated Data

Denis Larocque, Jaakko Nevalainen et Hannu Oja

G-2005-74

sept. 2005

On Testing for Serial Correlation with a Wavelet-Based Spectral Density Estimator in Multivariate Time Series

Pierre Duchesne

G-2005-66

août 2005

Arbitrary-Norm Hyperplane Separation by Variable Neighborhood Search

Alejandro Karam, Gilles Caporossi et Pierre Hansen

G-2005-62

août 2005

Variable Neighborhood Search for Least Squares Clusterwise Regression

Gilles Caporossi et Pierre Hansen

G-2005-61

juil. 2005

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

Michel Adès, Jean-Pierre Dion et Brenda MacGibbon

G-2005-55

juil. 2005

Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Semiparametric Models

Christian Genest et Bruno Rémillard

G-2005-51

mai 2005

On the Asymptotic Distribution of Residual Autocovariances in VARX Models with Applications

Pierre Duchesne

G-2005-41

fév. 2005

Asymptotic Local Efficiency of Cramér-von Mises Type Tests for Multivariate Independence

Christian Genest, Jean-François Quessy et Bruno Rémillard

G-2005-24

fév. 2005

Local Efficiency of a Cramér-von Mises Test of Independence

Christian Genest, Jean-François Quessy et Bruno Rémillard

G-2005-22

fév. 2005

On the Joint Asymptotic Behavior of Two Rank-Based Estimators of the Association Parameter in the Gamma Frailty Model

Christian Genest, Jean-François Quessy et Bruno Rémillard

G-2005-21

fév. 2005

Econometric Inference, Cyclical Fluctuations, and Superior Information

Denis Larocque et Michel Normandin

G-2005-14

nov. 2004

On the Bootstrap in Cube Root Asymptotics

Christian Léger et Brenda MacGibbon

G-2004-83

oct. 2004

Testing for Serial Correlation of Unknown Form in Cointegrated Time Series Models

Pierre Duchesne

G-2004-76

juil. 2004

Using the Computer to Study the Dynamics of the Handwriting Processes

Gilles Caporossi, Denis Alamargot et David Chesnet

G-2004-60

juin 2004

Merging the Local and Global Approaches to Probabilistic Satisfiability

Pierre Hansen et Sylvain Perron

G-2004-48

avr. 2004

Bayesian Functional Estimation of Hazard Rates for Randomly Right Censored Data Using Fourier Series Methods

Jean-François Angers et Brenda MacGibbon

G-2004-36

avr. 2004

Asymptotic Efficiencies of the Sign and the Wilcoxon Signed-Rank Tests for Cluster Correlated Data

Denis Larocque

G-2004-32

oct. 2003

An Empirical Comparison of Ensemble Methods Based on Classification Trees

M Hamza et Denis Larocque

G-2003-71

sept. 2003

The Wilcoxon Signed-Rank Test for Cluster Correlated Data

Denis Larocque

G-2003-58

sept. 2003

A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives

Denis Larocque et M Labarre

G-2003-56

sept. 2003

Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation

Christian Genest, Jean-François Quessy et Bruno Rémillard

G-2003-54

août 2003

On the Asymptotic Distribution of the Residual Autocovariance Matrices in the Autoregressive Conditional Multinomial Model

Pierre Duchesne

G-2003-52

juin 2003

On Testing for Duration Clustering and Diagnostic Checking of Models for Irregularly Spaced Transaction Data

Pierre Duchesne et Maria Pacurar

G-2003-37

avr. 2003

A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts

Patrick J. Farrell, Brenda MacGibbon et Thomas J. Tomberlin

G-2003-25

oct. 2002

An Affine-Invariant Multivariate Sign Test for Cluster Correlated Data

Denis Larocque

G-2002-57

oct. 2002

A One-Sided Conditionally Distribution-Free Sign Test for Bivariate Data

Denis Larocque et M Labarre

G-2002-55

août 2002

A Test for Multivariate Autoregressive Conditional Heteroskedasticity Effects in Vector Time Series Models

Pierre Duchesne et Simon Lalancette

G-2002-45