We look at the problem of optimizing complex operations with incomplete information where the missing information is revealed indirectly and imperfectly through historical decisions. Incomplete information is characterized by missing data elements governing operational behavior and unknown cost parameters. We assume some of this information may be indirectly captured in historical databases thr...

Content Based Image Retrieval (CBIR) is a process in which for a given query image similar images will be retrieved based on the image content similarity. Image content refers to its visual features, which are mathematical representations of a digital image. The image retrieval task primarily depends on image feature extraction and similarity measurement between the feature vectors. The perform...

This paper proposes a new parametric model adequacy test for possibly nonlinear time series models such as generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive conditional duration (ACD). We consider the correct specification of parametric conditional distributions, not only some particular conditional characteristics. Using the true parametric conditional distri...

This paper proposes a statistical test of the martingale hypothesis. It can be used to test whether a given time series is a martingale process against certain non-martingale alternatives. The class of alternative processes against which our test has power is very general and it encompasses many nonlinear non-martingale processes which may not be detected using traditional spectrum-based or var...

A decomposition of the independence empirical copula process into a finite number of asymptotically independent sub-processes was studied by Deheuvels. Starting from this decomposition, Genest and Rémillard recently investigated tests of independence among random variables based on Cramér-von Mises statistics derived from the sub-processes. A generalization of Deheuvels’ decomposition to the ca...

Traditionally multi-variate normal distributions have been the staple of data modeling in most domains. For some domains, the model they provide is either inadequate or incorrect because of the disregard for the directional components of the data. We present a generative model for data that is suitable for modeling directional data (as can arise in text and gene expression clustering). We use m...

Studies of bimanual coordination have typically estimated the stability of coordination patterns through the use of the circular standard deviation of relative phase. The interpretation of this statistic depends upon the assumption of a von Mises distribution. The present study tested this assumption by examining the distributional properties of relative phase in three bimanual coordination pat...

Gravity flows of granular materials through hoppers are considered. For hoppers shaped as general nonaxisymmetric cones, i.e., “pyramids”, the flow inherits some simplified features from the geometry: similarity solutions can be constructed. Using two different plasticity laws, namely Matsuoka-Nakai and von Mises, those solutions are obtained by solving first order nonlinear partial differentia...