Related papers: Duration problem: basic concept and some extension…

In random sequential covering, identical objects are deposited randomly, irreversibly, and sequentially; only attempts increasing the coverage are accepted. A finite system eventually gets congested, and we study the statistics of congested…

A classical problem in random number generation is the sampling of elements from a given discrete distribution. Formally, given a set of indices $S = \{1, \dots, n\}$ and sequence of weights $w_1, \dots, w_n \in \mathbb{R}^+$, the task is…

In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…

The rankability of data is a recently proposed problem that considers the ability of a dataset, represented as a graph, to produce a meaningful ranking of the items it contains. To study this concept, a number of rankability measures have…

We study the fundamental problem of sampling independent events, called subset sampling. Specifically, consider a set of $n$ events $S=\{x_1, \ldots, x_n\}$, where each event $x_i$ has an associated probability $p(x_i)$. The subset sampling…

Instance ranking problems intend to recover the true ordering of the instances in a data set with a variety of applications in for example scientific, social and financial contexts. Robust statistics studies the behaviour of estimators in…

Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…

Practical problems with missing data are common, and statistical methods have been developed concerning the validity and/or efficiency of statistical procedures. On a central focus, there have been longstanding interests on the mechanism…

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…

Detecting new information and events in a dynamic network by probing individual nodes has many practical applications: discovering new webpages, analyzing influence properties in network, and detecting failure propagation in electronic…

The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Consider independent observations $(X_1,R_1)$, $(X_2,R_2)$, \ldots, $(X_n,R_n)$ with random or fixed ranks $R_i \in \{1,2,\ldots,k\}$, while conditional on $R_i = r$, the random variable $X_i$ has the same distribution as the $r$-th order…

We study the quickest detection problem of a sudden change in the arrival rate of a Poisson process from a known value to an unknown and unobservable value at an unknown and unobservable disorder time. Our objective is to design an alarm…

We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…

The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…

We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…

This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions…

We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…

A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…