Related papers: A Theoretical Study of Process Dependence for Stan…
Stochastic modelling of fatigue (and other material's deterioration), as well as of cumulative damage in risk theory, are often based on compound sums of independent random variables, where the number of addends is represented by an…
We consider the problem of sequential hypothesis testing by betting. For a general class of composite testing problems -- which include bounded mean testing, equal mean testing for bounded random tuples, and some key ingredients of…
This paper analyzes difference-in-differences designs with a continuous treatment. We show that treatment-on-the-treated-type parameters are identified under a parallel trends assumption analogous to the binary treatment case. However,…
Close to the yielding transition, amorphous solids exhibit a jerky dynamics characterized by plastic avalanches. The statistics of these avalanches have been measured experimentally and numerically using a variety of different triggering…
Modern high performance computing (HPC) systems exhibit a rapid growth in size, both "horizontally" in the number of nodes, as well as "vertically" in the number of cores per node. As such, they offer additional levels of hardware…
We study time-consistency questions for processes of monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a process of…
In this paper we consider the classical and Erlang(2) risk processes when the inter-claim times and claim amounts are dependent. We assume that the dependence structure is defined through a Farlie-Gumbel-Morgenstern (FGM) copula and show…
We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…
We present a tractable method for synthesizing arbitrarily large concurrent programs, for a shared memory model with common hardware-available primitives such as atomic registers, compare-and-swap, load-linked/store conditional, etc. The…
Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…
This paper is composed of two main results concerning chains of infinite order which are not necessarily continuous. The first one is a decomposition of the transition probability kernel as a countable mixture of unbounded probabilistic…
Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…
Two way buffer system is a system that exhibits transfer of data using two buffers concurrently. It includes processes that synchronize to exchange data with each other along with executing certain delays between these synchronizations. In…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…
A load sharing system has several components and the failure of one component can affect the lifetime of the surviving components. Since component failure does not equate to system failure for different system designs, the analysis of the…
Medical investigations focusing on patient survival often generate not only a failure time for each patient but also a sequence of measurements on patient health at annual or semi-annual check-ups while the patient remains alive. Such a…
We present data-dependent learning bounds for the general scenario of non-stationary non-mixing stochastic processes. Our learning guarantees are expressed in terms of a data-dependent measure of sequential complexity and a discrepancy…
In this work we present a reduction result for discrete time systems with two time scales. In order to be valid, previous results in the field require some strong hypotheses that are difficult to check in practical applications. Roughly…
We introduce a new stochastic duration model for transaction times in asset markets. We argue that widely accepted rules for aggregating seemingly related trades mislead inference pertaining to durations between unrelated trades: while any…
Explanation faithfulness of model predictions in natural language processing is typically evaluated on held-out data from the same temporal distribution as the training data (i.e. synchronous settings). While model performance often…