Related papers: Ordering and Inequalities for Mixtures on Risk Agg…
Ordered categorical data frequently arise in the analysis of biomedical, agricultural, and social sciences data. The logistic regression model is attractive in analyzing ordered categorical data because of its use in interpretation of a…
Principal stratification is a widely used framework for addressing post-randomization complications. After using principal stratification to define causal effects of interest, researchers are increasingly turning to finite mixture models to…
Mixture quality plays a crucial role in the physical properties of multi-component immiscible polymer mixtures including nanocomposites and polymer blends. Such complex mixtures are often characterized by hierarchical internal structures,…
Degree correlation is an important topological property common to many real-world networks. In this paper, the statistical measures for characterizing the degree correlation in networks are investigated analytically. We give an exact proof…
We introduce a new set of consistent measures of risks, in terms of the semi-invariants of pdf's, such that the centered moments and the cumulants of the portfolio distribution of returns that put more emphasis on the tail the…
We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…
We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…
In this paper, we have obtained conditions on parameters that result in dispersive ordering and star ordering among two unequal sets of random variables from Proportional hazard rate and Proportional reversed hazard rate family of…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
We show how Markov mixed membership models (MMMM) can be used to predict the degradation of assets. We model the degradation path of individual assets, to predict overall failure rates. Instead of a separate distribution for each hidden…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…
We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark for negative dependence, is comparable to comonotonicity and…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
Clustering is widely used in unsupervised learning to find homogeneous groups of observations within a dataset. However, clustering mixed-type data remains a challenge, as few existing approaches are suited for this task. This study…
Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
Applied researchers often claim that the risk difference is more heterogeneous than the relative risk and the odds ratio. Some also argue that there are theoretical grounds for why this claim is true. In this note, we point out that these…
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables $T_{1},...,T_{r}$. In any case, we…
Our earlier work titled: "Win-move is Coordination-Free (Sometimes)" has shown that the classes of queries that can be distributedly computed in a coordination-free manner form a strict hierarchy depending on the assumptions of the model…