We consider adaptive importance sampling techniques which use kernel density estimates at each iteration as importance sampling functions. These can provide more nearly constant importance weights and more precise estimates of quantities of interest than the SIR algorithm when the initial importance sampling function is di use relative to the target. We propose a new method which adapts to the ...

Selection of a most appropriate material is a very important task in design process of every product. There is a need for simple, systematic, and logical methods or mathematical tools to guide decision makers in considering a number of selection attributes and their interrelations and in making right decisions. This paper proposes a novel multiple attribute decision making (MADM) method for sol...

The problem of averaging outcomes under several scenarios to form overall objective functions is of considerable importance in decision support under uncertainty. The fuzzy operator defined as the so-called Weighted OWA (WOWA) aggregation offers a well-suited approach to this problem. The WOWA aggregation, similar to the classical ordered weighted averaging (OWA), uses the preferential weights ...

Objectives: The objective of this study is to evaluate the safety climate as an important part of macroergonomics domains and to determine the importance of each safety climate factor in an Iranian company. Methods: For data gathering, the researchers used Macroergonomic Organizational Questionnaire Survey (MOQS) method. For conducting this method we applied safety climate questionnaire whic...

Mimicking portfolios have long been useful in asset pricing research. In most empirical applications, the portfolio weights are assumed to be fixed over time, while in theory they may be functions of the economic state. This paper derives and characterizes mimicking portfolios in the presence of predetermined state variables, or conditioning information. The results generalize and integrate mul...

The problem of aggregation is considerable importance in many disciplines. In this paper, a new type of operator called visibility graph averaging (VGA) aggregation operator is proposed. This proposed operator is based on the visibility graph which can convert a time series into a graph. The weights are obtained according to the importance of the data in the visibility graph. Finally, the VGA o...

We consider the problem of parameter estimation with auxiliary information, where the auxiliary information takes the form of known moments. Calibration estimation is a typical example of using the moment conditions in sample surveys. Given the parametric form of the original distribution of the sample observations, we use the estimated importance sampling of Henmi et al (2007) to obtain an imp...