Technical Reports

Here you'll find a complete archive of technical reports published by the Institute for Integrating Statistics in Decision Sciences.

Technical Report TR-2016-1 - Bayesian Analysis of Markov Modulated Queues with Abandonment - Joshua Landon, Suleyman Ozekici, Refik Soyer


Technical Report TR-2016-2 - Sequential Bayesian Analysis of Multivariate Poisson Count Data - Tevfik Aktekin, Nick Polson, Refik Soyer

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Technical Report TR-2016-3 - Part I: Comparing Noncancer Chronic Human Health Reference Values: An Analysis of Science Policy Choices - Elizabeth Holman, Royce Francis, George Gray

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Technical Report TR-2016-4 - Part II: Quantitative Evaluation of Choices Used in Setting Noncancer Chronic Human Health Reference Values Across Organizations - Elizabeth Holman, Royce Francis, George Gray

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Technical Report TR-2016-5 - Estimation of Downside Risks in Project Portfolio Selection - Janne Kettunen, Ahti Salo

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Technical Report TR-2016-6 - Managing Reliability and Stability Risks in Forest Harvesting - Miguel A. Lejeune, Janne Kettunen

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Technical Report TR-2016-7 - Flow Balancing with Uncertain Demand for Automated Package Sorting Centers - Luis J. Novoa, Ahmad I. Jarrah, David P. Morton

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Technical Report TR-2016-8 - Augmented Nested Sampling for Stochastic Programs with Recourse and Endogenous Uncertainty - Tahir Ekin, Nick Polson, Refik Soyer

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Technical Report TR-2016-9 - Game and Decision Models for Software Testing - Fabrizio Ruggeri, Refik Soyer


Technical Report TR-2016-10 - Adversarial Issues in Reliability - David Ríos Insua, Fabrizio Ruggeri, Refik Soyer, Daniel G. Rasines

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Technical Report TR-2016-11 - Kalman Filtering and Sequential Bayesian Analysis - Refik Soyer

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Technical Report TR-2016-12 - The Dynamics of Domestic Gray Markets and Its Impact on Supply Chains - Mehmet S. Altug

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Technical Report TR-2015-1 - Augmented Probability Simulation for Accelerated Life Test Design - Nick Polson, Refik Soyer

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Technical Report TR-2015-2 - Semiparametric Bayesian Optimal Replacement Policies: Application to Railroad Tracks - Refik Soyer, Jason R. Merrick

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Technical Report TR-2015-3 - On the Use of the Concentration Function in Medical Fraud Assessment - Refik Soyer, Tahir Ekin, Francesca Ieva, Fabrizio Ruggeri

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Technical Report TR-2015-4 - A Bayesian Approach to Modeling Mortgage Default and Prepayment - Arnab Bhattacharya, Simon P. Wilson, Refik Soyer

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Technical Report TR-2015-5 - Counteracting Strategic Purchase Deferrals: The Impact of Online Retailers’ Return Policy Decisions - Mehmet S. Altug, Tolga Aydinliyim

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Technical Report TR-2015-6 - Supply Chain Contracting for Vertically Differentiated Products - Mehmet S. Altug

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Technical Report TR-2015-7 - Is Certainty in Carbon Policy Better Than Uncertainty? - Janne Kettunen, Chen Liang

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Technical Report TR-2015-8 - Portfolio Optimization Using Mean-Gini Criteria: Some Extensions and Comparisons - Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad

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Technical Report TR-2015-9 - Risk Induced Resource Dependency In Capacity Investments - Janne Kettunen, Derek W. Bunn

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Technical Report TR-2015-10 - Solving Chance-Constrained Optimization Problems with Random Technology Matrix and Stochastic Quadratic Inequalities - Miguel A. Lejeune, François Margot

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Technical Report TR-2015-11 - On the Equivariance Criterion in Statistical Prediction - Haojin Zhou, Tapan K. Nayak

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Technical Report TR-2015-12 - Forward Thresholds for Operation of Pumped-Storage Stations in the Real-Time Energy Market - Goran Vojvodic, Ahmad I. Jarrah, David P. Morton

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Technical Report TR-2015-13 - Conditional Sure Screening - Emre Barut, Jianqing Fan, Anneleen Verhasselt

"The Destination-Loader-Door Assignment Problem for Automated Package Sorting Centers",
Technical Report TR-2014-1 - Ahmad I. Jarrah, Bard Xiangtong Qi, Jonathan F.

"Bayesian Modelling of Time Series of Counts",
Technical Report TR-2014-2 - Refik Soyer, Tevfik Aktekin, Bumsoo Kim

"Information Theory and Bayesian Reliability Analysis: Recent Advances",
Technical Report TR-2014-3 - Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

"Models for Assessing the Utility of Reliability" - Technical Report TR-2014-4 - Sudip Bose

"Effectiveness - Equity Tradeoffs in the Aggregation of Preferences",
Technical Report TR-2014-5 - Srinivas Prasad

"Bayesian Modeling and Forecasting of 24-hour High Frequency Volatility" - Technical Report TR-2014-6 - Jonathan Stroud, Michael Johannes

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"A sequential GRASP for the therapist routing and scheduling problem" - Technical Report TR-2014-7 - Jonathan F. Bard, Yufen Shao, Ahmad I. Jarra

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"Elusive Critical Elements of Transformative Risk Assessment Practice and Interpretation: Is Alternatives Analysis the Next Step?" - Technical Report TR-2014-8 - Royce A. Francis

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"New Product Development Flexibility in a Competitive Environment" - Technical Report TR-2014-9 - Janne Kettunen, Yael Grushka-Cockayne, Zeger Degraeve, Bert De Reyck

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"Efficient Allocation of Resources for Defense of Spatially Distributed Networks Using Agent-Based Simulation" - Technical Report TR-2014-10 - William M. Kroshl, Shahram Sarkani, Thomas A. Mazzuchi

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"Risk Model of Bacterial Coinfection in Children with Severe Viral Bronchiolitis" - Technical Report TR-2014-11 - Michael C. Spaeder, Refik Soyer

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"Application of Bayesian Methods in Detection of Healthcare Frauds,"
Technical Report TR-2013-1 - Tahir Ekin, Francesca Ieva, Fabrizio Ruggeri, Refik Soyer

"The Effect of Customer Satisfaction on Water Utility Business Performance,"
Technical Report TR-2013-2 - Emmanuel Donkor

"Bayesian Belief Networks for Predicting Drinking Water Distribution System Pipe Breaks,"
Technical Report TR-2013-3 - Royce A. Francis, Seth D. Guikema, Lucas Henneman

"Bayesian Co-Clustering Methods for Assessment of Healthcare Fraud,"
Technical Report TR-2013-4 - Tahir Ekin, Francesca Ieva, Fabrizio Ruggeri, Refik Soyer

"The Development of Progress Plans using a Performance-based Expert Judgment Model to Assess Technical Performance and Risk,"
Technical Report TR-2013-5 - J. W. Eggstaff, Thomas A. Mazzuchi, Shahram Sarkani

"Systems Test Optimization Using Monte Carlo Simulation,"
Technical Report TR-2013-6 - Eileen A. Bjorkman, Thomas A. Mazzuchi, Shahram Sarkani

"The Effect of the Number of Seed Variables on the Performance of Cooke’s Classical Model,"
Technical Report TR-2013-7 - J. W. Eggstaff, Thomas A. Mazzuchi, Shahram Sarkani

"Analysis of SWORrD Data,"
Technical Report TR-2013-8 - Joshua Landon

"On a Bounded Bimodal Two-sided Distribution Fitted to the Old-Faithful Geyser Data,"
Technical Report TR-2013-9 - Donatella Vicari, Johan Rene van Dorp

"Cost of Quality Optimization via Zero-One Polynomial Programming,"
Technical Report TR-2013-10 - Churlzu Lim, Theodore S. Glickman, Hanif D. Sherali

"Statistical Issues in Medical Fraud Assessment,"
Technical Report TR-2013-11 - Tahir Ekin, Francesca Ieva, Fabrizio Ruggeri, Refik Soyer

"When Managers Don’t Disclose: Oily Evidence on Investment Transparency as Strategic Behavior,"
Technical Report TR-2013-12 - Anthony Cannizzaro, Robert J. Weiner

"Preference Profile Estimation in Multiple Criteria Discrete Alternative Problems",
Technical Report TR-2012-1 - Srinivas Y. Prasad, Moises Sudit, Mark H. Karwan, Stanley Zionts

"Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs",
Technical Report TR-2012-2 - Tiago P. Filomena, Miguel A. Lejeune

"Simulation-Based Two-Stage Stochastic Programming with Recourse",
Technical Report TR-2012-3 - Tahir Ekin, Nicholas G. Polson, Refik Soyer

"Estimating Pareto Optimal Solutions from Preference Profiles",
Technical Report TR-2012-4 - Srinivas Y. Prasad, Moises Sudit, Mark H. Karwan, Stanley Zionts

"Urban water demand forecasting: A state-of-the-art review",
Technical Report TR-2012-5 - Emmanuel A. Donkor, Thomas A. Mazzuchi, Refik Soyer, J. Alan Robertson

"A Model of Stochastic Beta With Stochastic Volatility",
Technical Report TR-2012-6 - Brian J. Henderson, Jonathan R. Stroud

"Bayesian Analysis of the Discrete Time Single and Multiple Server Queues",
Technical Report TR-2012-7 - Toros Calgar, Refik Soyer

"Games and Decisions in Reliability and Risk Analysis",
Technical Report TR-2012-8 - Jason R. W. Merrick, Fabrizio Ruggeri, Refik Soyer, L. Robin Keller

"A Stochastic Model for Assessing the Utility of Chance",
Technical Report TR-2012-9 - Sudip Bose

"ISO 9000 Impact on Product Quality in a Defense Procurement Environment",
Technical Report TR-2012-10 - Paul Blessner, Thomas A. Mazzuchi, Shahram Sarkani

"Using Model-Based Systems Engineering as a Framework for Improving Test and Evaluation Activities",
Technical Report TR-2012-11 - Eileen A. Bjorkman, Thomas A. Mazzuchi, Shahram Sarkani

"Test and Evaluation Resource Allocation Using Uncertainty Reduction as a Measure of Test Value",
Technical Report TR-2012-12 - Eileen A. Bjorkman, Thomas A. Mazzuchi, Shahram Sarkani

"Volatility around the Clock: Bayesian Modeling and Forecasting of Intraday Volatility in the Financial Crisis",
Technical Report TR-2012-13 - Jonathan Stroud, Michael Johannes

"Predicting Gridlocks in Emergency Departments: A Bayesian Discrete Time Queueing Theoretic Approach",
Technical Report TR-2012-14 - Toros Calgar, Refik Soyer

"Effectiveness-Equity Models for Facility Location Problems on Tree Networks",
Technical Report TR-2012-15 - Miguel Lejeune, Srinivas Prasad

"Identification of Temporary Disaster Debris Management Sites using Binomial Cluster Analysis",
Technical Report TR-2012-16 - S. Grzeda, Thomas A. Mazzuchi, Shahram Sarkani

"Imperfect Debugging in Software Reliability: A Bayesian Approach",
Technical Report TR-2011-1 - Tevfik Aktekin, Toros Caglar

"The Class of Tenable Zero-balanced Polya Urn Schemes: Characterization and Gaussian Phases",
Technical Report TR-2011-2 - Sanaa Kholfi, Hosam M. Mahmoud

"Bayesian Dynamic Probit Models for Analysis of Longitudinal Data",
Technical Report TR-2011-3 - Refik Soyer, Minje Sung

"A Bayesian Expert Judgment Model to Determine Lifetime Distributions for Maintenance Optimisation",
Technical Report TR-2011-4 - Thomas A. Mazzuchi, Johan R. van Dorp

"Indirect Parameter Elicitation Procedures for Some Distributions with Bounded Support - with Applications in Program Evaluation and Review Technique (PERT)",
Technical Report TR-2011-5 - Johan R. van Dorp

"Bayesian Modeling of Poisson Time Series",
Technical Report TR-2011-6 - Tevfik Aktekin, Refik Soyer

"Bayesian Analysis of Markov Modulated Queues",
Technical Report TR-2011-7 - Joshua Landon, Suleyman Ozekici, Refik Soyer

"Optimal Dynamic Return Management of Fixed Inventories",
Technical Report TR-2011-8 - Mehmet Sekip Altug

"Game Theoretical Approach for Reliable Enhanced Indexation",
Technical Report TR-2011-9 - Miguel Lejeune

"Risk Measures from Risk-Reducing Experiments",
Technical Report TR-2011-10 - Philippe Delquie

"Mean-Risk Analysis with Enhanced Behavioral Content",
Technical Report TR-2011-11 - Alessandra Cillo, Philippe Delquie

"Bayesian ROC Curves and Sensor Evaluation",
Technical Report TR-2011-12 - Refik Soyer, Anna Gordon

"Importance of Components for a System",
Technical Report TR-2011-13 - Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

"Modeling Heavy-Tailed, Skewed and Peaked Uncertainty Phenomena with Bounded Support",
Technical Report TR-2011-14 - C.B.Garcia, J.Garcia Prez, J.R. van Dorp

"Localized Associations in Market Basket Analysis",
Technical Report TR-2011-15 - Xiaojun Li, Sanal Mazvancheryl, Srinivas Y. Prasad, Pradeep Rau

"Stochastic Portfolio Optimization with Proportional Transaction Costs: Convex Reformulations and Computational Experiments",
Technical Report TR-2011-16 - Tiago P. Filomena, Miguel A. Lejeune

"Public Facility Location Using Dispersion and Population Biases",
Technical Report TR-2011-17 - Rajan Batta, Miguel A. Lejeune, Srinivas Y. Prasad

"Information in Survival and Failure about Parameter and Prediction",
Technical Report TR-2010-1 - Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

"Bayesian Modeling of Health State Preferences",
Technical Report TR-2010-2 - R. Muzaffer Musal, Refik Soyer

"Bayesian Modeling of Queues in Call Centers",
Technical Report TR-2010-3 - Tevfik Aktekin, Refik Soyer

"Bayesian Modeling of Mortgage Defaults",
Technical Report TR-2010-4 - Tevfik Aktekin, Refik Soyer, Feng Xu

"Markov and Hidden Markov Models",
Technical Report TR-2010-5 - Refik Soyer

"Mathematical Programming Approaches for Generating pEfficient Points",
Technical Report TR-2010-6 - Miguel Lejeune, Nilay Noyan

"Phases in the Diffusion of Gases via the Ehrenfest Urn Model",
Technical Report TR-2010-7 - Srinivasan Balaji, Hosam Mahmoud, Zhang Tong

"Phases in the mixing of gases via the Ehrenfest urn model",
Technical Report TR-2010-8 - Srinivasan Balaji, Hosam Mahmoud

"A Logical Analysis of Banks’ Financial Strength Ratings",
Technical Report TR-2010-9 - Peter L. Hammer, Alexander Kogan, Miguel Lejeune

"A Bayesian Hidden Markov Model for Imperfect Debugging",
Technical Report TR-2010-10- Antonio Pievatolo, Fabrizio Ruggeri, Refik Soyer

"Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems",
Technical Report TR-2010-11 - Miguel Lejeune

"Construction of Risk-Averse Enhanced Index Funds",
Technical Report TR-2010-12 - Miguel Lejeune, Gulay Samatli-Pac

"A Krylov Subspace Approach to Large Portfolio Optimization",
Technical Report TR-2010-13 - Isabelle Bajeux-Besnainou, Wachindra Bandara, Efstathia Bura

"A Pattern Definition of the p-Efficiency Concept",
Technical Report TR-2010-14 - Miguel Lejeune

"Revisiting the PERT Mean and Variance",
Technical Report TR-2010-15 - José Manuel Herrerías-Velasco, Rafael Herrerías-Pleguezuelo, J. R. van Dorp

"A Nonparametric Bayesian Model for Software Failures",
Technical Report TR-2010-16 - Refik Soyer

"Software Reliability",
Technical Report TR-2010-17 - Refik Soyer

"Quantifying Metrics of External Airport Risk Exposure in Vicinity of Public Use Nontowered Airports",
Technical Report TR-2010-18 - Christian M. Salmon, Vahid Motevalli, John Harrald

"A Markov Modulated Poisson Model for Software Reliability",
Technical Report TR-2009-1 - Joshua Landon, Süleyman Özekici, Refik Soyer

"An Information Theoretic Framework for Data Disclosure",
Technical Report TR-2009-2 - Kurt Plughoeft, Ehsan Soofi, Refik Soyer

"Bayesian Analysis of Abandonment in Call Center Operations",
Technical Report TR-2009-3 - Tevfik Aktekin, Refik Soyer

"On The Relaxation of Probabilistically Constrained Stochastic Programming Problems with Random Right-hand Sides",
Technical Report TR-2009-4 - Miguel Lejeune, A. Prepoka

"On the Sample Information about Parameter and Prediction",
Technical Report TR-2009-5 - Nader Ebrahimi, Ehsan Soofi, Refik Soyer

"A Statistical Model for Estimating Combined Schedule and Cost Risks",
Technical Report TR-2009-6 - Theodore Glickman, Junghee Hahn

"A VaR Black-Litterman Model for the Construction of Absolute Return Fund-of-Funds",
Technical Report TR-2009-7 - Miguel Lejeune

"Combinatorial Patterns for Probabilistically Constrained Optimization Problems",
Technical Report TR-2009-8 - Miguel Lejeune

"Information Measures in Perspective",
Technical Report TR-2009-9 - Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

"Generalized Diagonal Band Copulae with Two-Sided Generating Densities",
Technical Report TR-2009-10 - Samuel Kotz, J. R. van Dorp

"On Some Elicitation Procedures for Distributions with Bounded Support with Applications in PERT",
Technical Report TR-2009-11 - J. R. van Dorp

"An Oil Outflow Model for Tanker Collisions and Groundings",
Technical Report TR-2009-12 -Giel van de Wiel, J. R. van Dorp

"On a Risk Management Analysis of Oil Spill Risk using Maritime Transportation System Simulation",
Technical Report TR-2009-13 - J. R. van Dorp, Jason R. W. Merrick

"The Nested Event Tree Model with Application to Combating Terrorism",
Technical Report TR-2009-14 - Hanif D. Sherali, Brian J. Lunday, Theodore S. Glickman

"Discrete Time Bayesian Mortgage Default Models",
Technical Report TR-2008-1 - Feng Xu, Refik Soyer

"A Short Note on Bayesian Analysis of Dynamic Probit Models",
Technical Report TR-2008-2 - Refik Soyer, Minje Sung

"Modeling Latent Sources in Call Center Arrival Data",
Technical Report TR-2008-3 - Joshua Landon, Fabrizio Ruggeri, Refik Soyer, Murat Tarimcilar

"Computational Issues in Semiparametric Bayesian Replacement Models",
Technical Report TR-2008-4 - Jason Merrick, Refik Soyer

"Sufficient Dimension Reduction and Optimal Portfolio Selections",
Technical Report TR-2008-5 - Efstathia Bura

"Risk Mitigation Efficacy: An Analytic Description of the Total Expected Cost of Project Risks",
Technical Report TR-2008-6 - Dennis Cioffi, Homayoun Khamooshi

"Justified and Unjustified Rank Reversal in Decision Aid Methodologies and Independence of Irrelevant Alternatives",
Technical Report TR-2008-7 - David Zalkind

"Ceteris Paribus and Goodness of Fit for the Coefficient in Simple Linear Regression",
Technical Report TR-2008-8 - David Zalkind

"Bayesian Analysis of Multivariate GARCH Models",
Technical Report TR-2008-9 - Refik Soyer, Kadir Tanyeri

"Value of Information in Estimating Group Priorities",
Technical Report TR-2008-10 - R. Muzaffer Musal, Refik Soyer

"Market Basket Analysis Using Bayesian Networks",
Technical Report TR-2008-11 - Xiaojun Li, Sanal Mazvancheryl, Srinivas Prasad, Pradeep Rau, Refik Soyer

"Reflections on Data Perturbation and Post-Randomization for Statistical Disclosure Control",
Technical Report TR-2008-12 - Tapan Nayak

"Optimization for Simulation: LAD Accelerator",
Technical Report TR-2008-13 - Miguel Lejeune, Francois Margot

"Reverse-Engineering Banks’ Financial Strength Ratings Using Logical Data Analysis",
Technical Report TR-2008-14 - Peter Hammer, Alexander Kogan, Miguel Lejeune

"Reverse-Engineering Country Risk Ratings: A Combinatorial Non-Recursive Model",
Technical Report TR-2008-15 - Peter Hammer, Alexander Kogan, Miguel Lejeune

"An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints",
Technical Report TR-2008-16 - Pierre Bonami, Miguel Lejeune

"Probit Versus Logit Models: The Role of the Link Function in the Multivariate Realms",
Technical Report TR-2008-17 - Eugene Hahn, Refik Soyer

"Call Center Modeling: A Bayesian State Space Approach",
Technical Report TR-2008-18 - Tevfik Aktekin, Refik Soyer

"A Unified Approach for Cycle Service Levels",
Technical Report TR-2008-19 - Miguel Lejeune

"Assessment of Mortgage Default Risk via Bayesian Reliability Models",
Technical Report TR-2008-20 - Refik Soyer, Feng Xu

"Selecting Optimal Alternatives and Risk Reduction Strategies in Decision Trees",
Technical Report TR-2008-21 - Hanif Sherali, Evrim Dalkiran, Theodore Glickman

"The Generalized Two-Sided Power Distribution",
Technical Report TR-2008-22 - J. M. Herrerías, R. Herrerías, J. René van Dorp

"Bayes Estimate and Inference for Entropy and Information Index of Fit", Technical Report TR-2007-1 - Thomas A. Mazzuchi, Ehsan S. Soofi, Refik Soyer

"Multivariate Maximum Entropy Identification, Transformation and Dependence", Technical Report TR-2007-2 - Nader Ebrahimi, Ehsan S. Soofi, Refik Soyer

"An Elicitation Procedure for Generalized Trapezoidal Distribution with an Uniform Central Stage", Technical Report TR-2007-3 - Johan Rene van Dorp, Salvador Cruz Rambaud, Jose Garcia Perez, Rafael Herrerias Pleguezuelo

"Semiparametric Bayesian Decision Models for Optimal Replacement", Technical Report TR-2007-4 - Jason R. Merrick, Refik Soyer

"Bayesian Design of Accelerated Life Tests", Technical Report TR-2007-5 - Refik Soyer

"A Paired Comparison Experiment for Gathering Expert Judgment for An Aircraft Wiring Risk Assessment", Technical Report TR-2007-6 - Thomas A. Mazzuchi, William G. Linzey, Armin Brunin

"Application of Modern Reliability Database Techniques to Military System Data", Technical Report TR-2007-7 - Cornel Bunea, Thomas A. Mazzuchi, Shahram Sarkani, Hai-Chin Chang

"Advances in Bayesian Software Modeling", Technical Report TR-2007-8 - Fabrizio Rugerri, Refik Soyer

"Maintenance Optimization ", Technical Report TR-2007-9 - Thomas A. Mazzuchi, J.M. Van Noortwijk, M.J. Kallen

"Bayesian Models for Accelerated Life Tests ", Technical Report TR-2007-10 - Refik Soyer, Alaattin Erkanli, Jason R.Merrick

"Estimating the Population Utility Function: A Parametric Bayesian Approach", Technical Report TR-2007-11 - R. Muzaffer Musal, Refik Soyer, Christopher McCabe, Samer A. Kharroubi

"On Randomized Response Surveys of Binary Characteristics Using Polychotomous Response Variables", Technical Report TR-2007-12 - Tapan K. Nayak, Samson A. Adeshiyan

"Information Importance of Models and Relative Importance of Predictors: Concept, Measures, Bayes Inference and Applications", Technical Report TR-2007-13 - Joseph J. Retzer, Ehsan S. Soofi, Refik Soyer

"Choosing a Coverage Probability for Prediction Intervals", Technical Report TR-2007-14 - Joshua Landon, Nozer D. Singpurwalla