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We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

In this article, we propose two classes of relative information measures based on extropy, viz., the generalized extropy similarity ratio (GESR) and generalized extropy divergence ratio (GEDR), that measure the similarity and discrepancy…

Methodology · Statistics 2025-08-20 Saranya P. , Sunoj S. M

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

Methodology · Statistics 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

Probability · Mathematics 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

Probability · Mathematics 2017-03-16 Zhiyi Chi

Causal or unconfounded descriptive comparisons between multiple groups are common in observational studies. Motivated from a racial disparity study in health services research, we propose a unified propensity score weighting framework, the…

Methodology · Statistics 2019-07-10 Fan Li , Fan Li

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(\alpha)\)-type procedures in an extremum estimation setting. The test statistic is constructed by applying separate adjustments to the…

Econometrics · Economics 2025-10-21 Jean-Marie Dufour , Purevdorj Tuvaandorj

We propose a series of methods and models in order to explore the Global Burden of Disease Study and the provided healthy life expectancy HALE estimates from the World Health Organization WHO based on the mortality mx of a population…

Populations and Evolution · Quantitative Biology 2016-03-09 Christos H Skiadas

The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a $\sigma$-finite measure, and not necessarily a probability measure. Under this…

Statistics Theory · Mathematics 2024-04-09 Samir M. Perlaza , Gaetan Bisson , Iñaki Esnaola , Alain Jean-Marie , Stefano Rini

Recent advances in artificial intelligence reveal the limits of purely predictive systems and call for a shift toward causal and collaborative reasoning. Drawing inspiration from the revolution of Grothendieck in mathematics, we introduce…

Artificial Intelligence · Computer Science 2025-06-02 Gabriele D'Acunto , Claudio Battiloro

We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation between the random variables is unknown. In the robust model,…

Data Structures and Algorithms · Computer Science 2009-10-11 Shipra Agrawal , Yichuan Ding , Amin Saberi , Yinyu Ye

Multiple Sclerosis is a degenerative condition of the central nervous system that affects nearly 2.5 million of individuals in terms of their physical, cognitive, psychological and social capabilities. Researchers are currently…

Machine Learning · Statistics 2016-12-05 Samuele Fiorini , Andrea Tacchino , Giampaolo Brichetto , Alessandro Verri , Annalisa Barla

May's Theorem (1952), a celebrated result in social choice, provides the foundation for majority rule. May's crucial assumption of symmetry, often thought of as a procedural equity requirement, is violated by many choice procedures that…

Theoretical Economics · Economics 2020-09-01 Laurent Bartholdi , Wade Hann-Caruthers , Maya Josyula , Omer Tamuz , Leeat Yariv

This article focuses on the work of O. Chanel and G. Chichilnisky (2013) on the flaws of expected utility theory while assessing the value of life. Expected utility is a fundamental tool in decision theory. However, it does not fit with the…

General Finance · Quantitative Finance 2016-04-20 Julien Blasco , Graciela Chichilnisky

With known cause of death (CoD), competing risk survival methods are applicable in estimating disease-specific survival. Relative survival analysis may be used to estimate disease-specific survival when cause of death is either unknown or…

Methodology · Statistics 2021-12-10 Reuben Adatorwovor , Aurelien Latouche , Jason P. Fine

In this paper, we consider recent progress in estimating the average treatment effect when extreme inverse probability weights are present and focus on methods that account for a possible violation of the positivity assumption. These…

Methodology · Statistics 2022-10-26 Roland A. Matsouaka , Yunji Zhou

We use death processes and embeddings into continuous time in order to analyze several urn models with a diminishing content. In particular we discuss generalizations of the pill's problem, originally introduced by Knuth and McCarthy, and…

Probability · Mathematics 2011-10-12 Markus Kuba , Alois Panholzer

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…

Methodology · Statistics 2022-08-03 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

We study the relation between the age-specific prevalence, incidence and mortality in an illness-death model consisting of the three states Healthy, Ill, Dead. The dependency on three different time scales (age, calendar time, disease…

Populations and Evolution · Quantitative Biology 2016-06-28 Ralph Brinks

For the universal hypothesis testing problem, where the goal is to decide between the known null hypothesis distribution and some other unknown distribution, Hoeffding proposed a universal test in the nineteen sixties. Hoeffding's universal…

Information Theory · Computer Science 2016-11-15 Jayakrishnan Unnikrishnan , Dayu Huang , Sean Meyn , Amit Surana , Venugopal Veeravalli
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