Related papers: Relations Between Stochastic Orderings and general…
This paper studies how violations of structural assumptions like expected utility and exponential discounting can be connected to basic rationality violations, even though these assumptions are typically regarded as independent building…
Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…
An extension of Archimax copula class in more than two random variables ( Multivariate ) was introduced in (J\'agr 2011) for describing dependency structures among random variables in higher dimension, and some properties of Archimax copula…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
The adoption of automated, data-driven decision making in an ever expanding range of applications has raised concerns about its potential unfairness towards certain social groups. In this context, a number of recent studies have focused on…
A general theory of stochastic decision forests is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…
In many situations people make sequences of similar, but unrelated decisions. Such decision sequences are prevalent in many important contexts including judicial judgments, loan approvals, college admissions, and athletic competitions. A…
It is well known that reinforcement learning can be cast as inference in an appropriate probabilistic model. However, this commonly involves introducing a distribution over agent trajectories with probabilities proportional to exponentiated…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in the field, allowing for researchers and practitioners to…
For obtaining causal inferences that are objective, and therefore have the best chance of revealing scientific truths, carefully designed and executed randomized experiments are generally considered to be the gold standard. Observational…
Categorical responses arise naturally within various scientific disciplines. In many circumstances, there is no predetermined order for the response categories, and the response has to be modeled as nominal. In this study, we regard the…
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…
In this work we review the basic principles of stochastic logic and propose its application to probabilistic-based pattern-recognition analysis. The proposed technique is intrinsically a parallel comparison of input data to various…
In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…
We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the…
A structure called a decision making problem is considered. The set of outcomes (consequences) is partially ordered according to the decision maker's preferences. The problem is how these preferences affect a decision maker to prefer one of…