Related papers: Commonotonicity and $L^1$ Random Variables
Explicit expressions for multimatrix models with complex and unitary matrices allows to couple these models with well-known unitary, orthogonsl and sympletic ensembles. We consider examples of such mixed ensembles which are solvable in the…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
The approach for testing equal predictive accuracy for pairs of forecasting models proposed by Giacomini and White (2006) assumes that the parameters of the underlying forecasting models are estimated using a rolling window of fixed width…
A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…
Let $D \subseteq A$ be an inclusion of unital abelian $C^*$-algebras. In this note we characterize (in topological terms) when there is a unique conditional expectation $E:A \to D$, at least when $A$ is separable. As an application, we…
This article study the average conditioning for a random underdetermined polynomial system. The expected value of the moments of the condition number are compared to the moments of the condition number of random matrices. An expression for…
In this paper we consider Modal Team Logic, a generalization of Classical Modal Logic in which it is possible to describe dependence phenomena between data. We prove that most known fragment of Full Modal Team Logic allow the elimination of…
We consider contests with a large set (continuum) of participants and axiomatize contest success functions that arise when performance is composed of both effort and a random element, and when winners are those whose performance exceeds a…
This paper investigates the identification of two coefficients in a coupled hyperbolic system with an observation on one component of the solution. Based on the the Carleman estimate for coupled wave equations a logarithmic type stability…
We show that any random vector uniformly distributed on any hyperplane projection of $B_1^n$ or $B_\infty^n$ verifies the variance conjecture $$\text{Var}|X|^2\leq C\sup_{\xi\in S^{n-1}}\E<X,\xi>^2\E|X|^2.$$ Furthermore, a random vector…
There is wide support in logic, philosophy, and psychology for the hypothesis that the probability of the indicative conditional of natural language, $P(\textit{if } A \textit{ then } B)$, is the conditional probability of $B$ given $A$,…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with…
We consider a randomised version of Kleene's realisability interpretation of intuitionistic arithmetic in which computability is replaced with randomised computability with positive probability. In particular, we show that (i) the set of…
This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based…
A conditional knowledge base R is a set of conditionals of the form "If A, the usually B". Using structural information derived from the conditionals in R, we introduce the preferred structure relation on worlds. The preferred structure…
The Principle of Complementarity of Probabilities based on of noncommutative probability is introduced.
We prove that all valid Herbrand equalities can be inter-procedurally inferred for programs where all assignments whose right-hand sides depend on at most one variable are taken into account. The analysis is based on procedure summaries…
In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…
In this paper we investigate a quantity called conditional entropy of ordinal patterns, akin to the permutation entropy. The conditional entropy of ordinal patterns describes the average diversity of the ordinal patterns succeeding a given…