The book also addresses linear programming duality theory and its use in algorithm design as well as the Dual Simplex Method, Dantzig-Wolfe decomposition, and a primal-dual interior point algorithm.

We investigate the asymptotic behaviour of posterior distributions of regression coefficients in highdimensional linear models as the number of dimensions grows with the number of observations. We ...

We consider a linear regression model with errors modelled by martingale difference sequences, which include heteroskedastic augmented GARCH processes. We develop asymptotic theory for two monitoring ...