Related papers: Random Rank-Dependent Expected Utility
The paper proposes some robust estimators of the finite population mean. Such estimators are particularly suitable in the presence of some outlying observations. Included as special cases of our general result are robust versions of the…
Statistical model checking estimates probabilities and expectations of interest in probabilistic system models by using random simulations. Its results come with statistical guarantees. However, many tools use unsound statistical methods…
So-called linear rank statistics provide a means for distribution-free (even in finite samples), yet highly flexible, two-sample testing in the setting of univariate random variables. Their flexibility derives from a choice of weights that…
The past two decades have witnessed a surge of new research in the analysis of randomized experiments. The emergence of this literature may seem surprising given the widespread use and long history of experiments as the "gold standard" in…
We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result…
Given an incomplete ratings data over a set of users and items, the preference completion problem aims to estimate a personalized total preference order over a subset of the items. In practical settings, a ranked list of top-$k$ items from…
The aim of a probabilistic resource analysis is to derive a probability distribution of possible resource usage for a program from a probability distribution of its input. We present an automated multi- phase rewriting based method to…
A depth-based rank sum statistic for multivariate data introduced by Liu and Singh [J. Amer. Statist. Assoc. 88 (1993) 252--260] as an extension of the Wilcoxon rank sum statistic for univariate data has been used in multivariate rank tests…
This work starts from definition of randomness, the results of algorithmic randomness are analyzed from the perspective of application. Then, the source and nature of randomness is explored, and the relationship between infinity and…
Recommendation systems (RSs) are increasingly used to guide job seekers on online platforms, yet the algorithms currently deployed are typically optimized for predictive objectives such as clicks, applications, or hires, rather than job…
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…
We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…
We axiomatize the Choquet rank-dependent utility model within a Savage framework with an exogenous source of pure risk. This model is a decision model under ambiguity, serving as a conceptual generalization of the Choquet expected utility…
We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…
I study dynamic random utility with finite choice sets and exogenous total menu variation, which I refer to as stochastic utility (SU). First, I characterize SU when each choice set has three elements. Next, I prove several mathematical…
We introduce and study randomized sequential importance sampling algorithms for estimating the number of perfect matchings in bipartite graphs. In analyzing their performance, we establish various non-standard central limit theorems. We…
For some variants of regression models, including partial, measurement error or error-in-variables, latent effects, semi-parametric and otherwise corrupted linear models, the classical parametric tests generally do not perform well. Various…
We propose an efficient algorithm for estimation of possibility based qualitative expected utility. It is useful for decision making mechanisms where each possible decision is assigned a multi-attribute possibility distribution. The…
In the paper I study properties of random polynomials with respect to a general system of functions. Some lower bounds for the mathematical expectation of the uniform and recently introduced integral-uniform norms of random polynomials are…
Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…