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We extend the recently introduced theory of Lovasz-Bregman (LB) divergences (Iyer & Bilmes 2012) in several ways. We show that they represent a distortion between a "score" and an "ordering", thus providing a new view of rank aggregation…
We show how Stone duality can be extended from maps to relations. This is achieved by working order enriched and defining a relation from A to B as both an order-preserving function from the opposite of A times B to the 2-element chain and…
In this manuscript, we study stochastic comparisons of the second-order statistics from dependent or independent observations with modified proportional hazard rates models. First, we establish the usual stochastic order of the second-order…
In many real-world prediction tasks, class labels contain information about the relative order between labels that are not captured by commonly used loss functions such as multicategory cross-entropy. Recently, the preference for unimodal…
For distributions, we build a theory of higher order pointwise differentiability comprising, for order zero, {\L}ojasiewicz's notion of point value. Results include Borel regularity of differentials, higher order rectifiability of the…
Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
We discuss the duality theorem, which provides a relation between loop integrals and phase space integrals. We rederive the duality relation for the one-loop case and extend it to two and higher-order loops. We explicitly show its…
The term Stone-type duality often refers to a dual equivalence between a category of lattices or other partially ordered structures on one side and a category of topological structures on the other. This paper is part of a larger endeavour…
We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…
Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…
The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…
Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…
A new global approach in the study of duality transformations is introduced. The geometrical structure of complex line bundles is generalized to higher order U(1) bundles which are classified by quantized charges and duality maps are…
The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…
This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of copulas, individual and collective risk model, reinsurance…
We find that in "two-photon"-like processes in the scalar $\varphi^3_E$ model and also in hadron-pair production arising from the collisions of a real (transversely polarized) and a highly virtual, longitudinally polarized, photon in QCD,…
The aim of this work is to provide a unified framework for ordinal representations of uncertainty lying at the crosswords between possibility and probability theories. Such confidence relations between events are commonly found in monotonic…