Related papers: On multivariate quantiles under partial orders
The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections. Directional quantile envelopes are…
Quantiles are very important statistics information used to describe the distribution of datasets. Given the quantiles of a dataset, we can easily know the distribution of the dataset, which is a fundamental problem in data analysis.…
Quantiles are a fundamental concept in probability and theoretical statistics and a daily tool in their applications. While the univariate concept of quantiles is quite clear and well understood, its multivariate extension is more…
We establish sharp estimates that adapt the polynomial method to arbitrary varieties. These include a partitioning theorem, estimates on polynomials vanishing on fixed sets and bounds for the number of connected components of real algebraic…
This paper defines an alternative notion, described as data-based, of geometric quantiles on Hadamard spaces, in contrast to the existing methodology, described as parameter-based. In addition to having the same desirable properties as…
Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…
Some partial orderings which compare probability distributions with the expo- nential distribution, are found to be very useful to understand the phenomenon of ageing. Here, we introduce some new generalized partial orderings which de-…
In this paper we give an overview of partial orders on the space of probability distributions that carry a notion of information content and serve as a generalisation of the Bayesian order given in (Coecke and Martin, 2011). We investigate…
For many years, the intuitions underlying partial-order planning were largely taken for granted. Only in the past few years has there been renewed interest in the fundamental principles underlying this paradigm. In this paper, we present a…
A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…
Algorithms are proposed for the computation of set-valued quantiles and the values of the lower cone distribution function for bivariate data sets. These new objects make data analysis possible involving an order relation for the data…
All multivariate extensions of the univariate theory of risk measurement run into the same fundamental problem of the absence, in dimension d > 1, of a canonical ordering of Rd. Based on measure transportation ideas, several attempts have…
Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…
This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…
Majorization theory is a powerful mathematical tool to compare the disorder in distributions, with wide-ranging applications in many fields including mathematics, physics, information theory, and economics. While majorization theory…
I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…
This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. We establish through synthetic and real data experiments that the proposed…
For two causal structures with the same set of visible variables, one is said to observationally dominate the other if the set of distributions over the visible variables realizable by the first contains the set of distributions over the…