English
Related papers

Related papers: Ordering properties of sample minimum from Kumaras…

200 papers

Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…

Probability · Mathematics 2021-03-03 Sugata Ghosh , Asok K. Nanda

In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices…

Risk Management · Quantitative Finance 2026-03-17 Xuehua Yin , Dan Zhu , Chuancun Yin

Homodyned K (HK) distribution has been widely used to describe the scattering phenomena arising in various research fields, such as ultrasound imaging or optics. In this work, we propose a machine learning based approach to the estimation…

Machine Learning · Computer Science 2022-12-19 Michal Byra , Ziemowit Klimonda , Piotr Jarosik

We construct a new order parameter from the normal modes of vibration, based on the consideration of energy equipartition, to quantify the structural heterogeneity in disordered solids. The order parameter exhibits strong spatial…

Soft Condensed Matter · Physics 2014-07-28 Hua Tong , Ning Xu

The analysis of high-dimensional time series data has become increasingly important across a wide range of fields. Recently, a method for constructing the minimum information Markov kernel on finite state spaces was established. In this…

Methodology · Statistics 2026-01-13 Issey Sukeda , Tomonari Sei

In this paper we consider the problem of characterizing the minimum energy configurations of a finite system of particles interacting between them due to attracting or repulsive forces given by a certain inter molecular potential. We limit…

Mathematical Physics · Physics 2016-03-08 Pablo V. Negrón-Marrero , Melissa López-Serrano

We consider the closeness testing problem for discrete distributions. The goal is to distinguish whether two samples are drawn from the same unspecified distribution, or whether their respective distributions are separated in $L_1$-norm. In…

Statistics Theory · Mathematics 2021-01-20 Joseph Lam-Weil , Alexandra Carpentier , Bharath K. Sriperumbudur

Suppose that we are interested in the comparison of two independent categorical variables. Suppose also that the population is divided into subpopulations or groups. Notice that the distribution of the target variable may vary across…

Methodology · Statistics 2024-05-08 M. V. Alba-Fernández , M. D. Jiménez--Gamero , F. J. Ariza-López

This paper studies the prediction of a target $\mathbf{z}$ from a pair of random variables $(\mathbf{x},\mathbf{y})$, where the ground-truth predictor is additive $\mathbb{E}[\mathbf{z} \mid \mathbf{x},\mathbf{y}] = f_\star(\mathbf{x})…

Machine Learning · Computer Science 2023-10-30 Max Simchowitz , Anurag Ajay , Pulkit Agrawal , Akshay Krishnamurthy

Standard practice in Hidden Markov Model (HMM) selection favors the candidate with the highest full-sequence likelihood, although this is equivalent to making a decision based on a single realization. We introduce a \emph{fragment-based}…

Methodology · Statistics 2025-05-01 Carlos M. Hernandez-Suarez , Osval A. Montesinos-López

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to…

Statistics Theory · Mathematics 2010-02-04 Jesus E. Garcia Veronica A. Gonzalez-Lopez

We present the expected values from p-value hacking as a choice of the minimum p-value among $m$ independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the…

Applications · Statistics 2018-01-29 Nassim Nicholas Taleb

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim

We consider the problem of predicting a response variable from a set of covariates on a data set that differs in distribution from the training data. Causal parameters are optimal in terms of predictive accuracy if in the new distribution…

Methodology · Statistics 2020-05-12 Dominik Rothenhäusler , Nicolai Meinshausen , Peter Bühlmann , Jonas Peters

The Kumaraswamy Inverse Weibull distribution has the ability to model failure rates that have unimodal shapes and are quite common in reliability and biological studies. The three-parameter Kumaraswamy Inverse Weibull distribution with…

Methodology · Statistics 2015-05-21 Felipe R. S. de Gusmão , Vera L. D. Tomazella , Ricardo S. Ehlers

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

Statistics Theory · Mathematics 2025-01-31 Alexandre Mösching , Lutz Duembgen

The main statistical distributions applicable to the analysis of genome architecture and genome tracks are briefly discussed and critically assessed. Although the observed features in distributions of element lengths can be equally well…

Other Quantitative Biology · Quantitative Biology 2015-06-17 V. R. Chechetkin

For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…

Methodology · Statistics 2020-02-03 Subhradev Sen , Hazem Al-Mofleh , Sudhansu S. Maiti

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…

Machine Learning · Statistics 2022-08-31 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez
‹ Prev 1 8 9 10 Next ›