Related papers: Combination Mean Residual Life Order with Reliabil…

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Frailty and resilience models provide a way to introduce random effects in hazard and reversed hazard rate modeling by random variables, called frailty and resilience random variables, respectively, to account for unobserved or unexplained…

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,…

Synthetic control (SC) methods have gained rapid popularity in economics recently, where they have been applied in the context of inferring the effects of treatments on standard continuous outcomes assuming linear input-output relations. In…

This paper establishes various variational properties of parametrized versions of two convexity-preserving constructs that were recently introduced in the literature: the proximal composition of a function and a linear operator, and the…

In this paper, we give an alternative proof of the fact that, when compounding a nonnegative probability distribution, convex ordering between the distributions of the number of summands implies convex ordering between the resulting…

Survival models capture the relationship between an accumulating hazard and the occurrence of a singular event stimulated by that accumulation. When the model for the hazard is sufficiently flexible survival models can accommodate a wide…

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Stemming from information-theoretic learning, the correntropy criterion and its applications to machine learning tasks have been extensively explored and studied. Its application to regression problems leads to the robustness enhanced…

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…

The assessment of regression models with discrete outcomes is challenging and has many fundamental issues. With discrete outcomes, standard regression model assessment tools such as Pearson and deviance residuals do not follow the…

Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

In this paper, we consider contention resolution algorithms that are augmented with predictions about the network. We begin by studying the natural setup in which the algorithm is provided a distribution defined over the possible network…

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Many results on the convex order in the literature were stated for random variables with finite mean. For instance, a fundamental result in dependence modeling is that the sum of a pair of random random variables is upper bounded in convex…

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

The limit order book (LOB) depicts the fine-grained demand and supply relationship for financial assets and is widely used in market microstructure studies. Nevertheless, the availability and high cost of LOB data restrict its wider…

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…