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A class of random graph models is considered, combining features of exponential-family models and latent structure models, with the goal of retaining the strengths of both of them while reducing the weaknesses of each of them. An open…

Computation · Statistics 2020-07-21 Sergii Babkin , Jonathan Stewart , Xiaochen Long , Michael Schweinberger

As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…

Methodology · Statistics 2019-09-17 Fabian Mies , Stefan Bedbur

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

Variational inequalities have gained significant attention in machine learning and optimization research. While stochastic methods for solving these problems typically assume independent data sampling, we investigate an alternative approach…

Optimization and Control · Mathematics 2025-10-22 Daniil Medyakov , Gleb Molodtsov , Grigoriy Evseev , Egor Petrov , Aleksandr Beznosikov

In this article, we introduce finite mixture models (FMMs) renowned for capturing population heterogeneity. Our focus lies in establishing stochastic comparisons between two arithmetic (finite) mixture models, employing the vector…

Statistics Theory · Mathematics 2024-12-16 Raju Bhakta , Nuria Torrado , Sangita Das , Suchandan Kayal

We propose and analyze a protocol to study quantum information scrambling using statistical correlations between measurements, which are performed after evolving a quantum system from randomized initial states. We prove that the resulting…

Quantum Physics · Physics 2019-07-03 Benoît Vermersch , Andreas Elben , Lukas M. Sieberer , Norman Y. Yao , Peter Zoller

In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in…

Statistics Theory · Mathematics 2024-03-08 Raju Bhakta , Pradip Kundu , Suchandan Kayal , Morad Alizadeh

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Information Theory · Computer Science 2016-11-17 Cihan Tepedelenlioglu , Adithya Rajan , Yuan Zhang

Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…

Methodology · Statistics 2024-10-04 Pedro Regueiro , Abel Rodríguez , Juan Sosa

We study sorting of permutations by random swaps if each comparison gives the wrong result with some fixed probability $p<1/2$. We use this process as prototype for the behaviour of randomized, comparison-based optimization heuristics in…

Neural and Evolutionary Computing · Computer Science 2018-03-14 Tomáš Gavenčiak , Barbara Geissmann , Johannes Lengler

We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…

Probability · Mathematics 2022-04-13 Sel Ly , Nicolas Privault

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Problems of the switching parallel system designing provided spatial switching of packets from random time are discussed. Results of modeling of switching system as systems of mass service are resulted.

Networking and Internet Architecture · Computer Science 2016-11-17 Denis Kutuzov

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…

Mathematical Physics · Physics 2023-03-30 Matteo D'Achille , Yuqi Liu

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…

Statistical Mechanics · Physics 2015-06-24 P. H. L. Martins , J. A. Plascak

In this paper we compare the minimums of two independent and heterogeneous samples each following Kumaraswamy-G distribution with the same and the different parent distribution functions. The comparisons are carried out with respect to…

Statistics Theory · Mathematics 2016-08-31 Amarjit Kundu , Shovan Chowdhury

In this paper we derive control charts for the variance of a Gaussian process using the likelihood ratio approach, the generalized likelihood ratio approach, the sequential probability ratio method and a generalized sequential probability…

Applications · Statistics 2012-09-24 Taras Lazariv , Wolfgang Schmid , Svitlana Zabolotska
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