Related papers: Random Tie-breaking with Stochastic Dominance
The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…
Given two random variables taking values in a bounded interval, we study whether one dominates the other in higher-order stochastic dominance depends on the reference interval in the model setting. We obtain two results. First, the…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
We introduce a new stochastic order for the tail dependence between random variables. We then study different measures of tail dependence which are monotone in the proposed order, thereby extending various known tail dependence coefficients…
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,…
This note revisits Steel's multiple comparison test which uses Wilcoxon statistics in pairwise comparisons of several treatment samples with a common control sample. It derives means, variances and covariances of the Wilcoxon statistics…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer controls the rate of false discovery. In particular, we study…
Properties of systems with majority voting rules have been exhaustingly studied. In this work we focus on the randomized case - where the system is initialized by randomized initial set of seeds. Our main aim is to give an asymptotic…
We consider randomized mechanisms with optional participation. Preferences over lotteries are modeled using skew-symmetric bilinear (SSB) utility functions, a generalization of classic von Neumann-Morgenstern utility functions. We show that…
We study a stochastic model for the diffusion of competing opinions in a population composed of three types of agents: trend-followers, opposers, and indifferent individuals. The decision dynamics are driven by reinforcement mechanisms,…
We give a stochastic comparison and ordering of the Tracy-Widom distribution with parameter $\beta$. In particular, we show that as $\beta$ grows, the Tracy-Widom random variables get smaller modulo a multiplicative coefficient.
Subword regularization, used widely in NLP, improves model performance by reducing the dependency on exact tokenizations, augmenting the training corpus, and exposing the model to more unique contexts during training. BPE and MaxMatch, two…
Stochastic dominance is a fundamental concept in decision-making under uncertainty and quantitative finance, yet its practical application is hindered by computational intractability due to infinitely many constraints. We introduce the…
Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…
We study a version of the minority game in which one agent is allowed to join the game in a random fashion. It is shown that in the crowded regime, i.e., for small values of the memory size $m$ of the agents in the population, the agent…
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…
Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…
We analyse preference inference, through consistency, for general preference languages based on lexicographic models. We identify a property, which we call strong compositionality, that applies for many natural kinds of preference…
A new thresholding method, based on L-statistics and called order thresholding, is proposed as a technique for improving the power when testing against high-dimensional alternatives. The new method allows great flexibility in the choice of…