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We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…

Mathematical Finance · Quantitative Finance 2021-05-12 Alessandro Doldi , Marco Frittelli

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

Statistics Theory · Mathematics 2012-03-01 Anne-Laure Fougères , Philippe Soulier

The fundamental algebraic concepts of quantum mechanics, as expressed by many authors, are reviewed and translated into the framework of the relatively new non-distributive system of Boolean fractions (also called conditional events or…

Quantum Physics · Physics 2007-05-23 Philip G. Calabrese

We discuss conditionalisation for Accept-Desirability models in an abstract decision-making framework, where uncertain rewards live in a general linear space, and events are special projection operators on that linear space. This abstract…

Artificial Intelligence · Computer Science 2025-12-23 Kathelijne Coussement , Gert de Cooman , Keano De Vos

We define a product of algebraic probability spaces equipped with two states. This product is called a conditionally monotone product. This product is a new example of independence in non-commutative probability theory and unifies the…

Operator Algebras · Mathematics 2013-12-04 Takahiro Hasebe

An equational axiomatisation of probability functions for one-dimensional event spaces in the language of signed meadows is expanded with conditional values. Conditional values constitute a so-called signed vector meadow. In the presence of…

Logic · Mathematics 2019-05-28 Jan A. Bergstra

Quantum coherence is the outcome of the superposition principle. Recently, it has been theorized as a quantum resource, and is the premise of quantum correlations in multipartite systems. It is therefore interesting to study the coherence…

Quantum Physics · Physics 2017-02-21 Asutosh Kumar

Quantum mechanics contains some strange unphysical concepts. Among these are complex numbers, Hilbert spaces with their unitary and self-adjoint operators, states represented by complex vectors, superpositions of states, collapse of wave…

Quantum Physics · Physics 2026-03-31 Stan Gudder

Causality imposes strong restrictions on the type of operators that may be observables in relativistic quantum theories. In fact, causal violations arise when computing conditional probabilities for certain partial causally connected…

Quantum Physics · Physics 2009-11-07 Rodolfo Gambini , Rafael A. Porto

We study a conditional state on a quantum logic using Renyi's approach (or Bayesian principle). This approach helps us to define independence of events and differently from the situation in the classical theory of probability, if an event…

Quantum Physics · Physics 2007-05-23 Andrei Khrenikov , Olga Nánásiová

This work investigates the intersection property of conditional independence. It states that for random variables $A,B,C$ and $X$ we have that $X$ independent of $A$ given $B,C$ and $X$ independent of $B$ given $A,C$ implies $X$ independent…

Probability · Mathematics 2016-08-18 Jonas Peters

Compositional data (i.e., data comprising random variables that sum up to a constant) arises in many applications including microbiome studies, chemical ecology, political science, and experimental designs. Yet when compositional data serve…

Methodology · Statistics 2025-01-03 Ritwik Bhaduri , Siyuan Ma , Lucas Janson

In this paper, the maximal nonlinear conditional correlation of two random vectors $X$ and $Y$ given another random vector $Z$, denoted by $\rho_1(X,Y|Z)$, is defined as a measure of conditional association, which satisfies certain…

Statistics Theory · Mathematics 2010-10-20 Tzee-Ming Huang

We consider a generalized model of repeated quantum interactions, where a system $\mathcal{H}$ is interacting in a random way with a sequence of independent quantum systems $\mathcal{K}_n, n \geq 1$. Two types of randomness are studied in…

Quantum Physics · Physics 2015-02-12 Ion Nechita , Clément Pellegrini

We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to…

Probability · Mathematics 2013-11-05 Ph. Barbe , Miriam Isabel Seifert

We introduce and investigate a simple model of conditional quantum dynamics. It allows for a discussion of the information-theoretic aspects of quantum measurements, decoherence, and environment-induced superselection (einselection).

Quantum Physics · Physics 2017-09-27 W. H. Zurek

The Principle of Complementarity of Probabilities based on of noncommutative probability is introduced.

Quantum Physics · Physics 2011-05-10 Andrei Khrennikov , Sergei Kozyrev

Quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with support containing a finite number of elements. If in the quantization some of the elements in the support are…

Probability · Mathematics 2025-03-24 Pigar Biteng , Mathieu Caguiat , Tsianna Dominguez , Mrinal Kanti Roychowdhury

Representing a word by its co-occurrences with other words in context is an effective way to capture the meaning of the word. However, the theory behind remains a challenge. In this work, taking the example of a word classification task, we…

Computation and Language · Computer Science 2017-07-14 Yanpeng Li
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