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Artículo
On approximate Monetary Unit Sampling
(ELSEVIER SCIENCE BV, 2011-09-28)
Monetary Unit Sampling (MUS), also known as Dollar-Unit Sampling, is a popular sampling strategy in Auditing, in which all units are to be randomly selected with probabilities proportional to the book value. However, if ...
Artículo
Sparsity in optimal randomized classification trees
(ELSEVIER SCIENCE BV, 2019-12-16)
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, ...
Artículo
Gaussian variable neighborhood search for continuous optimization
(PERGAMON-ELSEVIER SCIENCE LTD, 2012-01-01)
Variable Neighborhood Search (VNS) has shown to be a powerful tool for solving both discrete and box-constrained continuous optimization problems. In this note we extend the methodology by allowing also to address unconstrained ...