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Author Barrera, J., Lagos, G.
Title Limit distributions of the upper order statistics for the Levy-frailty Marshall-Olkin distribution Type
Year 2020 Publication Extremes Abbreviated Journal Extremes
Volume 23 Issue Pages 603-628
Keywords Marshall-Olkin distribution; Dependent random variables; Upper order statistics; Extreme-value theory; Reliability
Abstract The Marshall-Olkin (MO) distribution is considered a key model in reliability theory and in risk analysis, where it is used to model the lifetimes of dependent components or entities of a system and dependency is induced by “shocks” that hit one or more components at a time. Of particular interest is the Levy-frailty subfamily of the Marshall-Olkin (LFMO) distribution, since it has few parameters and because the nontrivial dependency structure is driven by an underlying Levy subordinator process. The main contribution of this work is that we derive the precise asymptotic behavior of the upper order statistics of the LFMO distribution. More specifically, we consider a sequence ofnunivariate random variables jointly distributed as a multivariate LFMO distribution and analyze the order statistics of the sequence asngrows. Our main result states that if the underlying Levy subordinator is in the normal domain of attraction of a stable distribution with index of stability alpha then, after certain logarithmic centering and scaling, the upper order statistics converge in distribution to a stable distribution if alpha> 1 or a simple transformation of it if alpha <= 1. Our result can also give easily computable confidence intervals for the last failure times, provided that a proper convergence analysis is carried out first.
Address [Barrera, Javiera; Lagos, Guido] Univ Adolfo Ibanez, Fac Engn & Sci, Av Diagonal Las Torres 2640, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1386-1999 ISBN Medium
Area Expedition Conference
Notes WOS:000557129100001 Approved
Call Number UAI @ eduardo.moreno @ Serial 1218
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Author Barrera, J.; Carrasco, R.A.; Moreno, E.
Title Real-time fleet management decision support system with security constraints Type
Year 2020 Publication TOP Abbreviated Journal TOP
Volume 28 Issue 3 Pages 728-748
Keywords Fleet management; Real-time control; Data analytics; GPS tracking; Decision support system; Conflict detection and resolution
Abstract Intelligent transportation, and in particular, fleet management, has been a forefront concern for a plethora of industries. This statement is especially true for the production of commodities, where transportation represents a central element for operational continuity. Additionally, in many industries, and in particular those with hazardous environments, fleet control must satisfy a wide range of security restrictions to ensure that risks are kept at bay and accidents are minimum. Furthermore, in these environments, any decision support tool must cope with noisy and incomplete data and give recommendations every few minutes. In this work, a fast and efficient decision support tool is presented to help fleet managers oversee and control ore trucks, in a mining setting. The main objective of this system is to help managers avoid interactions between ore trucks and personnel buses, one of the most critical security constraints in our case study, keeping a minimum security distance between the two at all times. Furthermore, additional algorithms are developed and implemented, so that this approach can work with real-life noisy GPS data. Through the use of historical data, the performance of this decision support system is studied, validating that it works under the real-life conditions presented by the company. The experimental results show that the proposed approach improved truck and road utilization significantly while allowing the fleet manager to control the security distance required by their procedures.
Address [Barrera, Javiera; Carrasco, Rodrigo A.; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Engn & Sci, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1134-5764 ISBN Medium
Area Expedition Conference
Notes WOS:000534967700001 Approved
Call Number UAI @ eduardo.moreno @ Serial 1200
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Author Barrera, J.; Carrasco, R.A.; Mondschein, S.; Canessa, G.; Rojas-Zalazar, D.
Title Operating room scheduling under waiting time constraints: the Chilean GES plan Type
Year 2020 Publication Annals Of Operations Research Abbreviated Journal Ann. Oper. Res.
Volume 286 Issue 1-2 Pages 501-527
Keywords Scheduling; Operating theater; Operating room scheduling
Abstract In 2000, Chile introduced profound health reforms to achieve a more equitable and fairer system (GES plan). The reforms established a maximum waiting time between diagnosis and treatment for a set of diseases, described as an opportunity guarantee within the reform. If the maximum waiting time is exceeded, the patient is referred to another (private) facility and receives a voucher to cover the additional expenses. This voucher is paid by the health provider that had to do the procedure, which generally is a public hospital. In general, this reform has improved the service for patients with GES pathologies at the expense of patients with non-GES pathologies. These new conditions create a complicated planning scenario for hospitals, in which the hospital's OR Manager must balance the fulfillment of these opportunity guarantees and the timely service of patients not covered by the guarantee. With the collaboration of the Instituto de Neurocirugia, in Santiago, Chile, we developed a mathematical model based on stochastic dynamic programming to schedule surgeries in order to minimize the cost of referrals to the private sector. Given the large size of the state space, we developed an heuristic to compute good solutions in reasonable time and analyzed its performance. Our experimental results, with both simulated and real data, show that our algorithm performs close to optimum and improves upon the current practice. When we compared the results of our heuristic against those obtained by the hospital's OR manager in a simulation setting with real data, we reduced the overtime from occurring 21% of the time to zero, and the non-GES average waiting list's length from 71 to 58 patients, without worsening the average throughput.
Address [Barrera, Javiera; Carrasco, Rodrigo A.; Mondschein, Susana; Canessa, Gianpiero] Univ Adolfo Ibanez, Fac Engn & Sci, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0254-5330 ISBN Medium
Area Expedition Conference
Notes WOS:000511564300021 Approved
Call Number UAI @ eduardo.moreno @ Serial 1104
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Author Barrera, J.; Moreno, E.; Varas, S.
Title A decomposition algorithm for computing income taxes with pass-through entities and its application to the Chilean case Type
Year 2020 Publication Annals Of Operations Research Abbreviated Journal Ann. Oper. Res.
Volume 286 Issue 1-2 Pages 545-557
Keywords Income taxes; Markov processes; Networks; Algorithms
Abstract Income tax systems with “pass-through” entities transfer a firm's income to shareholders, which are taxed individually. In 2014, a Chilean tax reform introduced this type of entity and changed to an accrual basis that distributes incomes (but not losses) to shareholders. A crucial step for the Chilean taxation authority is to compute the final income of each individual given the complex network of corporations and companies, usually including cycles between them. In this paper, we show the mathematical conceptualization and the solution to the problem, proving that there is only one way to distribute income to taxpayers. Using the theory of absorbing Markov chains, we define a mathematical model for computing the taxable income of each taxpayer, and we propose a decomposition algorithm for this problem. This approach allows us to compute the solution accurately and to efficiently use computational resources. Finally, we present some characteristics of Chilean taxpayers' network and the computational results of the algorithm using this network.
Address [Barrera, Javiera; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Engn & Sci, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Springer Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0254-5330 ISBN Medium
Area Expedition Conference
Notes WOS:000511564300023 Approved
Call Number UAI @ eduardo.moreno @ Serial 1102
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Author Matus, O.; Barrera, J.; Moreno, E.; Rubino, G.
Title On the Marshall-Olkin Copula Model for Network Reliability Under Dependent Failures Type
Year 2019 Publication IEEE Transactions On Reliability Abbreviated Journal IEEE Trans. Reliab.
Volume 68 Issue 2 Pages 451-461
Keywords Copula theory; failure analysis; network design; optimization methods; reliability
Abstract The Marshall-Olkin (MO) copulamodel has emerged as the standard tool for capturing dependence between components in failure analysis in reliability. In this model, shocks arise at exponential random times, that affect one or several components inducing a natural correlation in the failure process. However, because the number of parameter of the model grows exponentially with the number of components, MO suffers of the “curse of dimensionality.” MO models are usually intended to be applied to design a network before its construction; therefore, it is natural to assume that only partial information about failure behavior can be gathered, mostly from similar existing networks. To construct such an MO model, we propose an optimization approach to define the shock's parameters in the MO copula, in order to match marginal failures probabilities and correlations between these failures. To deal with the exponential number of parameters of this problem, we use a column-generation technique. We also discuss additional criteria that can be incorporated to obtain a suitable model. Our computational experiments show that the resulting MO model produces a close estimation of the network reliability, especially when the correlation between component failures is significant.
Address [Matus, Omar; Barrera, Javiera; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Engn & Sci, Santiago 7941169, Chile, Email: omar.matus@edu.uai.cl;
Corporate Author Thesis
Publisher Ieee-Inst Electrical Electronics Engineers Inc Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0018-9529 ISBN Medium
Area Expedition Conference
Notes WOS:000470826100005 Approved
Call Number UAI @ eduardo.moreno @ Serial 1027
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Author Barrera, J.; Homem-De-Mello, T.; Moreno, E.; Pagnoncelli, B.K.; Canessa, G.
Title Chance-constrained problems and rare events: an importance sampling approach Type
Year 2016 Publication Mathematical Programming Abbreviated Journal Math. Program.
Volume 157 Issue 1 Pages 153-189
Keywords Chance-constrained programming; Sample average approximation; Importance sampling; Rare-event simulation
Abstract We study chance-constrained problems in which the constraints involve the probability of a rare event. We discuss the relevance of such problems and show that the existing sampling-based algorithms cannot be applied directly in this case, since they require an impractical number of samples to yield reasonable solutions. We argue that importance sampling (IS) techniques, combined with a Sample Average Approximation (SAA) approach, can be effectively used in such situations, provided that variance can be reduced uniformly with respect to the decision variables. We give sufficient conditions to obtain such uniform variance reduction, and prove asymptotic convergence of the combined SAA-IS approach. As it often happens with IS techniques, the practical performance of the proposed approach relies on exploiting the structure of the problem under study; in our case, we work with a telecommunications problem with Bernoulli input distributions, and show how variance can be reduced uniformly over a suitable approximation of the feasibility set by choosing proper parameters for the IS distributions. Although some of the results are specific to this problem, we are able to draw general insights that can be useful for other classes of problems. We present numerical results to illustrate our findings.
Address [Barrera, Javiera; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: javiera.barrera@uai.cl
Corporate Author Thesis
Publisher Springer Heidelberg Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0025-5610 ISBN Medium
Area Expedition Conference
Notes WOS:000375568400007 Approved
Call Number UAI @ eduardo.moreno @ Serial 613
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Author Barrera, J.; Ycart, B.
Title Bounds for left and right window cutoffs Type
Year 2014 Publication Alea-Latin American Journal Of Probability And Mathematical Statistics Abbreviated Journal ALEA-Latin Am. J. Probab. Math. Stat.
Volume 11 Issue 2 Pages 445-458
Keywords cutoff; exponential ergodicity
Abstract The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on the side: the left-window and right-window cutoffs may have different locations. Bounds on the distance to equilibrium are given for both sides. Examples prove that the bounds are tight.
Address [Barrera, Javiera] Univ Adolfo Ibanez, Fac Ingn & Ciencias, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Impa Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1980-0436 ISBN Medium
Area Expedition Conference
Notes WOS:000209555300005 Approved
Call Number UAI @ eduardo.moreno @ Serial 568
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Author Barrera, J.; Cancela, H.; Moreno, E.
Title Topological optimization of reliable networks under dependent failures Type
Year 2015 Publication Operations Research Letters Abbreviated Journal Oper. Res. Lett.
Volume 43 Issue 2 Pages 132-136
Keywords Common-cause failure; Dependent failure; Reliable network design; Sample average approximation
Abstract We address the design problem of a reliable network. Previous work assumes that link failures are independent. We discuss the impact of dropping this assumption. We show that under a common-cause failure model, dependencies between failures can affect the optimal design. We also provide an integer-programming formulation to solve this problem. Furthermore, we discuss how the dependence between the links that participate in the solution and those that do not can be handled. Other dependency models are discussed as well. (C) 2014 Elsevier B.V. All rights reserved.
Address [Barrera, Javiera; Moreno, Eduardo] Univ Adolfo Ibanez, Fac Sci & Engn, Santiago, Chile, Email: javiera.barrera@uai.cl;
Corporate Author Thesis
Publisher Elsevier Science Bv Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0167-6377 ISBN Medium
Area Expedition Conference
Notes WOS:000351968300003 Approved
Call Number UAI @ eduardo.moreno @ Serial 480
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Author Ruz, G.A.; Timmermann, T.; Barrera, J.; Goles, E.
Title Neutral space analysis for a Boolean network model of the fission yeast cell cycle network Type
Year 2014 Publication Biological Research Abbreviated Journal Biol. Res.
Volume 47 Issue Pages 12 pp
Keywords Neutral graph; Boolean networks; Evolution strategy; Fission yeast cell cycle; Attractors
Abstract Background: Interactions between genes and their products give rise to complex circuits known as gene regulatory networks (GRN) that enable cells to process information and respond to external stimuli. Several important processes for life, depend of an accurate and context-specific regulation of gene expression, such as the cell cycle, which can be analyzed through its GRN, where deregulation can lead to cancer in animals or a directed regulation could be applied for biotechnological processes using yeast. An approach to study the robustness of GRN is through the neutral space. In this paper, we explore the neutral space of a Schizosaccharomyces pombe (fission yeast) cell cycle network through an evolution strategy to generate a neutral graph, composed of Boolean regulatory networks that share the same state sequences of the fission yeast cell cycle. Results: Through simulations it was found that in the generated neutral graph, the functional networks that are not in the wildtype connected component have in general a Hamming distance more than 3 with the wildtype, and more than 10 between the other disconnected functional networks. Significant differences were found between the functional networks in the connected component of the wildtype network and the rest of the network, not only at a topological level, but also at the state space level, where significant differences in the distribution of the basin of attraction for the G(1) fixed point was found for deterministic updating schemes. Conclusions: In general, functional networks in the wildtype network connected component, can mutate up to no more than 3 times, then they reach a point of no return where the networks leave the connected component of the wildtype. The proposed method to construct a neutral graph is general and can be used to explore the neutral space of other biologically interesting networks, and also formulate new biological hypotheses studying the functional networks in the wildtype network connected component.
Address [Ruz, Gonzalo A.; Timmermann, Tania; Barrera, Javiera; Goles, Eric] Univ Adolfo Ibanez, Fac Ingn & Ciencias, Santiago, Chile, Email: gonzalo.ruz@uai.cl
Corporate Author Thesis
Publisher Soc Biolgia Chile Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0716-9760 ISBN Medium
Area Expedition Conference
Notes WOS:000348529400004 Approved
Call Number UAI @ eduardo.moreno @ Serial 440
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Author Barrera, J.; Fontbona, J.
Title The Limiting Move-To-Front Search-Cost In Law Of Large Numbers Asymptotic Regimes Type
Year 2010 Publication Annals Of Applied Probability Abbreviated Journal Ann. Appl. Probab.
Volume 20 Issue 2 Pages 722-752
Keywords Move-to-front rule; search-cost; law of large numbers; propagation of chaos
Abstract We explicitly compute the limiting transient distribution of the search-cost in the move-to-front Markov chain when the number of objects tends to infinity, for general families of deterministic or random request rates. Our techniques are based on a “law of large numbers for random partitions,” a scaling limit that allows us to exactly compute limiting expectation of empirical functionals of the request probabilities of objects. In particular, we show that the limiting search-cost can be split at an explicit deterministic threshold into one random variable in equilibrium, and a second one related to the initial ordering of the list. Our results ensure the stability of the limiting search-cost under general perturbations of the request probabilities. We provide the description of the limiting transient behavior in several examples where only the stationary regime is known, and discuss the range of validity of our scaling limit.
Address [Barrera, Javiera] Univ Adolfo Ibanez, Escuela Ingn & Ciencias, Penalolen, Chile, Email: javiera.barrera@uai.cl
Corporate Author Thesis
Publisher Inst Mathematical Statistics Place of Publication Editor
Language English Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 1050-5164 ISBN Medium
Area Expedition Conference
Notes WOS:000283529500012 Approved
Call Number UAI @ eduardo.moreno @ Serial 101
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Author Barrera, J.; Bertoncini, O.; Fernandez, R.
Title Abrupt Convergence and Escape Behavior for Birth and Death Chains Type
Year 2009 Publication Journal Of Statistical Physics Abbreviated Journal J. Stat. Phys.
Volume 137 Issue 4 Pages 595-623
Keywords
Abstract We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by convergence at asymptotically deterministic times, while the convergence times for the latter are exponentially distributed. We compare and study both phenomena for discrete-time birth-and-death chains on a"currency sign with drift towards zero. In particular, this includes energy-driven evolutions with energy functions in the form of a single well. Under suitable drift hypotheses, we show that there is both an abrupt convergence towards zero and escape behavior in the other direction. Furthermore, as the evolutions are reversible, the law of the final escape trajectory coincides with the time reverse of the law of cut-off paths. Thus, for evolutions defined by one-dimensional energy wells with sufficiently steep walls, cut-off and escape behavior are related by time inversion.
Address
Corporate Author Thesis
Publisher Place of Publication Editor
Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0022-4715 ISBN Medium
Area Expedition Conference
Notes WOS:000272159500001 Approved
Call Number UAI @ eduardo.moreno @ Serial 78
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