Related papers: Stochastic Comparisons of Series and Parallel Syst…
We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objective function is available, one can obtain, in parallel,…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…
Software systems are composed of many interacting elements. A natural way to abstract over software systems is to model them as graphs. In this paper we consider software dependency graphs of object-oriented software and we study one…
We consider two models of two-units repairable systems: cold standby system and warm standby system. We suppose that the lifetimes and repair times of the units are all independent exponentially distributed random variables. Using…
For random graphs distributed according to a stochastic block model, we consider the inferential task of partioning vertices into blocks using spectral techniques. Spectral partioning using the normalized Laplacian and the adjacency matrix…
In this work we address the analysis of discrete-time models of structured metapopulations subject to environmental stochasticity. Previous works on these models made use of the fact that migrations between the patches can be considered…
The number of extant individuals within a lineage, as exemplified by counts of species numbers across genera in a higher taxonomic category, is known to be a highly skewed distribution. Because the sublineages (such as genera in a clade)…
In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…
Partial orders are a natural model for the social hierarchies that may constrain "queue-like" rank-order data. However, the computational cost of counting the linear extensions of a general partial order on a ground set with more than a few…
In this paper we introduce a new flexible class of distributions with bounded support, called reflected Generalized Topp-Leone Power Series (rGTL-PS), obtained by compounding the reflected Generalized Topp-Leone (van Drop and Kotz, 2006)…
We use the Stein-Chen method to obtain compound Poisson approximations for the distribution of the number of subgraphs in a generalised stochastic block model which are isomorphic to some fixed graph. This model generalises the classical…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
The stochastic block model is a powerful tool for inferring community structure from network topology. However, it predicts a Poisson degree distribution within each community, while most real-world networks have a heavy-tailed degree…
Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…
Populations of heterogeneous cells play an important role in many biological systems. In this paper we consider systems where each cell can be modelled by an ordinary differential equation. To account for heterogeneity, parameter values are…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…