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Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of interference distributions in large-scale…
In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…
The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…
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…
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…
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…
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…
We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…
This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…
The stochastic nature of chemical reactions involving randomly fluctuating population sizes has lead to a growing research interest in discrete-state stochastic models and their analysis. A widely-used approach is the description of the…
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…
Learning high-dimensional distributions is often done with explicit likelihood modeling or implicit modeling via minimizing integral probability metrics (IPMs). In this paper, we expand this learning paradigm to stochastic orders, namely,…
Stochastic spreading models defined on complex network topologies are used to mimic the diffusion of diseases, information, and opinions in real-world systems. Existing theoretical approaches to the characterization of the models in terms…
Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…
The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…
In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…
Dispersion is a fundamental concept in statistics, yet standard approaches - especially via stochastic orders - face limitations in the discrete setting. In particular, the classical dispersive order, well-established for continuous…
Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…
In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing, and vaccination. Using a diffusion approximation for the…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…