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Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

Methodology · Statistics 2025-01-15 Jakwang Kim , Young-Heon Kim , Yuanlong Ruan , Andrew Warren

Studies of disordered heterogeneous media and galaxy cosmology share a common goal: analyzing the distribution of particles at `microscales' to predict physical properties at `macroscales', whether for a liquid, composite material, or…

Cosmology and Nongalactic Astrophysics · Physics 2023-01-11 Oliver H. E. Philcox , Salvatore Torquato

We show that for every positive integer $k$ there are positive constants $C$ and $c$ such that if $A$ is a subset of $\{1, 2, \dots, n\}$ of size at least $C n^{1/k}$, then, for some $d \leq k-1$, the set of subset sums of $A$ contains a…

Combinatorics · Mathematics 2023-11-03 David Conlon , Jacob Fox , Huy Tuan Pham

The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…

Statistics Theory · Mathematics 2023-03-08 Lutz Duembgen , Alexandre Moesching

The scalar difference equation $x_{n+1}=f_{n}(x_{n},x_{n-1},...,x_{n-k})$ may exhibit symmetries in its form that allow for reduction of order through substitution or a change of variables. Such form symmetries can be defined generally…

Dynamical Systems · Mathematics 2008-05-28 H. Sedaghat

We introduce $k$-variance, a generalization of variance built on the machinery of random bipartite matchings. $K$-variance measures the expected cost of matching two sets of $k$ samples from a distribution to each other, capturing local…

Statistics Theory · Mathematics 2020-12-15 Justin Solomon , Kristjan Greenewald , Haikady N. Nagaraja

In this paper we prove that two heterogeneous parallel systems with independent exponentially distributed components are comparable via the star transform order while the comparison via the convex transform fails. The latter conclusion…

Probability · Mathematics 2019-01-11 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

The main purpose of this paper is to study the NP-complete subset-sum problem, not in the usual context of time-complexity-based classification of the algorithms (exponential/polynomial), but through a new kind of algorithmic classification…

Computational Complexity · Computer Science 2018-11-20 Antonios Syreloglou

Let $K_n$ denote the number of distinct values among the first $n$ terms of an infinite exchangeable sequence of random variables $(X_1,X_2,\ldots)$. We prove for $n=3$ that the extreme points of the convex set of all possible laws of $K_3$…

Probability · Mathematics 2021-03-16 Theodore Zhu

Consider $S$, a set of $n$ points chosen uniformly at random and independently from the unit hypercube of dimension $t>2$. Order $S$ by using the Cartesian product of the $t$ standard orders of $[0,1]$. We determine a constant $\bar x(t)<e$…

Combinatorics · Mathematics 2025-07-15 Boris Pittel

Given the discrete-time sequence of nonnegative random variables, general dependencies between the exponential convergence of the expectations, exponential convergence of the trajectories and the logarithmic growth of the corresponding…

Probability · Mathematics 2024-08-06 Dawid Tarłowski

Correlation measure of order $k$ is an important measure of randomness in binary sequences. This measure tries to look for dependence between several shifted version of a sequence. We study the relation between the correlation measure of…

Information Theory · Computer Science 2021-07-27 Zhixiong Chen , Ana I. Gómez , Domingo Gómez-Pérez , Andrew Tirkel

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…

Machine Learning · Statistics 2013-04-24 Matt Hoffman , David M. Blei , Chong Wang , John Paisley

We provide a new characterization of second-order stochastic dominance, also known as increasing concave order. The result has an intuitive interpretation that adding a risk with negative expected value in adverse scenarios makes the…

Risk Management · Quantitative Finance 2024-09-30 Yuanying Guan , Muqiao Huang , Ruodu Wang

We introduce a variant of the $k$-nearest neighbor classifier in which $k$ is chosen adaptively for each query, rather than supplied as a parameter. The choice of $k$ depends on properties of each neighborhood, and therefore may…

Machine Learning · Computer Science 2019-05-31 Akshay Balsubramani , Sanjoy Dasgupta , Yoav Freund , Shay Moran

This work presents novel and powerful tests for comparing non-proportional hazard functions, based on sample-space partitions. Right censoring introduces two major difficulties which make the existing sample-space partition tests for…

Methodology · Statistics 2021-03-16 Malka Gorfine , Matan Schlesinger , Li Hsu

We consider Hotelling's T^2 statistic for an arbitrary d-dimensional sample. If the sampling is not too deterministic or inhomogeneous, then under zero means hypothesis, T^2 tends to \chi^2_d in distribution. We show that a test for the…

Statistics Theory · Mathematics 2007-06-13 Iosif Pinelis

Nondominated sorting arranges a set of points in Euclidean space into layers by repeatedly removing the coordinatewise minimal elements. It was recently shown that nondominated sorting of random points has a Hamilton-Jacobi equation…

Numerical Analysis · Mathematics 2015-08-10 Jeff Calder

Finding statistically significant interactions between binary variables is computationally and statistically challenging in high-dimensional settings, due to the combinatorial explosion in the number of hypotheses. Terada et al. recently…

Machine Learning · Statistics 2014-07-07 Felipe Llinares , Mahito Sugiyama , Karsten M. Borgwardt

This article studies some numerical approximations of the homogenized matrix for stochastic linear elliptic partial differential equations in divergence form. We focus on the case when the underlying random field is a small perturbation of…

Numerical Analysis · Mathematics 2011-02-21 Ronan Costaouec
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