Related papers: Monotone additive statistics
The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…
The contents are divided into two papers "The Monotone Cumulants" (arXiv:0907.4896) and "Conditionally monotone independence" (arXiv:0907.5473).
We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
The goal of this paper is to demonstrate the general modeling and practical simulation of random equations with mixture model parameter random variables. Random equations, understood as stationary (non-dynamical) equations with parameters…
An important but understudied question in economics is how people choose when facing uncertainty in the timing of events. Here we study preferences over time lotteries, in which the payment amount is certain but the payment time is…
Mixture models are probabilistic models aimed at uncovering and representing latent subgroups within a population. In the realm of network data analysis, the latent subgroups of nodes are typically identified by their connectivity…
We consider the problem of rationalizing choice data by a preference satisfying an arbitrary collection of invariance axioms. Examples of such axioms include quasilinearity, homotheticity, independence-type axioms for mixture spaces,…
We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…
We propose an axiomatic approach which economically underpins the representation of dynamic preferences in terms of a stochastic utility function, sensitive to the information available to the decision maker. Our construction is iterative…
We consider a "length-biased" shift-dependent information measure, related to the differential entropy in which higher weight is assigned to large values of observed random variables. This allows us to introduce the notions of "weighted…
Given a finite sequence of events and a well-defined notion of events being interesting, the Odds-theorem (Bruss (2000)) gives an online strategy to stop on the last interesting event. It is optimal for independent events. Here we study…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approach is offered that effectively propagates the statistics in time. Loss of sensitivity to an…
In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and…
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates.…
Composite likelihoods are a class of alternatives to the full likelihood which are widely used in many situations in which the likelihood itself is intractable. A composite likelihood may be computed without the need to specify the full…
We consider the problem of estimating the probability matrix governing a tournament or linkage in graphs from incomplete observations, under the assumption that the probability matrix satisfies natural monotonicity constraints after being…
We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…
Unlike classical and free independence, the boolean and monotone notions of independence lack of the property of independent constants. In the scalar case, this leads to restrictions for the central limit theorems, as observed by F.…
In certain genetic studies, clinicians and genetic counselors are interested in estimating the cumulative risk of a disease for individuals with and without a rare deleterious mutation. Estimating the cumulative risk is difficult, however,…