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First order stochastic dominance and monotone likelihood ratio are two partial orders on the $n$-probability simplex that play an important role in the establishment of structural results for MDPs and POMDPs. We study the strength of those…

The problem of ranking/ordering instances, instead of simply classifying them, has recently gained much attention in machine learning. In this paper we formulate the ranking problem in a rigorous statistical framework. The goal is to learn…

We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…

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…

This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Selecting between competing statistical models is a challenging problem especially when the competing models are non-nested. In this paper we offer a simple solution by devising an algorithm which combines MCMC and importance sampling to…

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

In multiple importance sampling we combine samples from a finite list of proposal distributions. When those proposal distributions are used to create control variates, it is possible (Owen and Zhou, 2000) to bound the ratio of the resulting…

This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…

This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Real-world data typically contain a large number of features that are often heterogeneous in nature, relevance, and also units of measure. When assessing the similarity between data points, one can build various distance measures using…

Multinomial logistic regression models allow one to predict the risk of a categorical outcome with more than 2 categories. When developing such a model, researchers should ensure the number of participants (n) is appropriate relative to the…

We give an overview of statistical models and likelihood, together with two of its variants: penalized and hierarchical likelihood. The Kullback-Leibler divergence is referred to repeatedly, for defining the misspecification risk of a…

State-of-the-art parallel sorting algorithms for distributed-memory architectures are based on computing a balanced partitioning via sampling and histogramming. By finding samples that partition the sorted keys into evenly-sized chunks,…

We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…

In this paper new families of test statistics are introduced and studied for the problem of comparing two treatments in terms of the likelihood ratio order. The considered families are based on phi-divergence measures and arise as natural…

We introduce a new statistical test based on the observed spacings of ordered data. The statistic is sensitive to detect non-uniformity in random samples, or short-lived features in event time series. Under some conditions, this new test…

A new generalization of the family of Kumaraswamy-G (Cordeiro and de Castro, 2011) distribution that includes three recently proposed families namely the Garhy generated family (Elgarhy et al., 2016), Beta-Dagum and Beta-Singh-Maddala…

During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…