Related papers: On Tournaments and Negative Dependence
In the present article we introduce a quantum mechanism which is able to describe the creation of correlations in the evaluation of random independent events: such correlations, known as positive and negative recency, correspond…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…
We characterize robust tournament design -- the prize scheme that maximizes the lowest effort in a rank-order tournament where the distribution of noise is unknown, except for an upper bound, $\bar{H}$, on its Shannon entropy. The robust…
This paper introduces the axiom of Negative Dominance, stating that if a lottery $f$ is strictly preferred to a lottery $g$, then some outcome in the support of $f$ is strictly preferred to some outcome in the support of $g$. It is shown…
Given a sequence of independent random vectors taking values in ${\mathbb R}^d$ and having common continuous distribution function $F$, say that the $n^{\rm \scriptsize th}$ observation sets a (Pareto) record if it is not dominated (in…
It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…
The problem of comparing concepts of dependence in general rough sets with those in probability theory had been initiated by the present author in some of her recent papers. This problem relates to the identification of the limitations of…
Competitor rating systems for head-to-head games are typically used to measure playing strength from game outcomes. Ratings computed from these systems are often used to select top competitors for elite events, for pairing players of…
There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…
The results in this paper add useful tools to the theory of sets of desirable gambles, a growing toolbox for reasoning with partial probability assessments. We investigate how to combine a number of marginal coherent sets of desirable…
We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…
Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…
Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a family of nonparametric sequential tests - collectively called e-RT - for binary, event-only, and…
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…
Probabilistic properties of tennis scoring systems are examined and compared with best-of-K systems. A model, where each player has his/her own probability of winning his/her service point and which remains invariant for the duration of the…
In general, randomness tests included in a test suite are not independent of each other. This renders it difficult to fix a rational criterion through the whole test suite with an explicit significance level. In this paper, we focus on the…
Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the…
We present some new analytical expressions for the so-called Parrondo effect, where simple coin-flipping games with negative expected value are combined into a winning game. Parrondo games are state-dependent. By identifying the game state…
In this paper we develop a new tool for the comparison of paired data based on a new criterion of stochastic dominance that takes into account the dependence structure of the random variables under comparison. This new procedure provides a…