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This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

Econometrics · Economics 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

In the hypothesis of rare loss events, the general expression of the policy value has been determined as a functional of the "expected frequency / loss severity" function and of the retention function. Exponential disutility has been chosen…

Probability · Mathematics 2008-12-02 Renato Ghisellini

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…

Probability · Mathematics 2016-08-16 Giovanni Peccati , Igor Prünster

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

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…

Statistics Theory · Mathematics 2020-03-02 Madhurima Datta , Nitin Gupta

Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…

Machine Learning · Computer Science 2022-09-12 Gregory Dexter , Kevin Bello , Jean Honorio

This paper suggests that aging is influenced synthetically by pro-aging factors such as ROS and anti-aging factors such as protective responses. The anti-aging effect may be side effects of retrograde responses motivated against adverse…

Molecular Networks · Quantitative Biology 2017-10-31 Yaguang Ren , Chao Zhang

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

We study a stochastic process defined by the interaction strength for the return to the mean and a stochastic term proportional to the magnitude of the variable. Its steady-state distribution is the Inverse Gamma distribution, whose…

Statistical Mechanics · Physics 2019-08-01 Z. Liu , R. A. Serota

In this paper authors present a general methodology for age dependent reliability analysis of degrading or ageing systems, structures and components.The methodology is based on Bayesian methods and inference, its ability to incorporate…

Applications · Statistics 2012-10-19 Robertas Alzbutas , Tomas Iešmantas

Accelerated life tests (ALTs) play a crucial role in reliability analyses, providing lifetime estimates of highly reliable products. Among ALTs, step-stress design increases the stress level at predefined times, while maintaining a constant…

Statistics Theory · Mathematics 2024-02-12 Narayanaswamy Balakrishnan , María Jaenada , Leandro Pardo

Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…

Applications · Statistics 2015-08-06 Rasool Roozegar , Ali Akbar Jafari

The technique known as group averaging provides powerful machinery for the study of constrained systems. However, it is likely to be well defined only in a limited set of cases. Here, we investigate the possibility of using a `renormalized'…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Andres Gomberoff , Donald Marolf

Time-reversibility measured by the deviation of the perturbed time-reversed motion from the unperturbed one is examined for normal quantum diffusion exhibited by four classes of quantum maps with contrastive physical nature. Irrespective of…

Disordered Systems and Neural Networks · Physics 2015-05-19 Hiroaki S. Yamada , Kensuke S. Ikeda

We developed a nonlinear differential equation model to explore the dynamics of relapse phenomena. Our incidence rate function is formulated, taking inspiration from recent adaptive algorithms. It incorporates contact behavior for…

Dynamical Systems · Mathematics 2023-06-27 Jimmy Calvo-Monge , Fabio Sanchez , Juan G. Calvo , Darío Mena

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Systems and Control · Computer Science 2017-10-11 Antonio G. Marques , Santiago Segarra , Geert Leus , Alejandro Ribeiro

We propose a general formalism of iterated random functions with semigroup property, under which exact and approximate Bayesian posterior updates can be viewed as specific instances. A convergence theory for iterated random functions is…

Machine Learning · Statistics 2013-11-05 Arash A. Amini , XuanLong Nguyen

We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example,…

Statistical Mechanics · Physics 2007-05-23 J. Peinke , M. Reza Rahimi Tabar , Muhammad Sahimi , F. Ghasemi