Related papers: Monotone Function Intervals: Theory and Applicatio…
We are concerned with three types of uncertainties: probabilistic, possibilitistic and interval. By using possibility and necessity measures as an Interval Valued Probability Measure (IVPM), we present IVPM's interval expected values whose…
We simplify the proof of some widely used theoretical theorems, extending their applicability, while correcting some erroneous results. We also generalize key results and present new results that contribute to the development of the theory.…
Monotone systems, also known as order-preserving or cooperative systems, are prevalent in models of engineering applications such as transportation and biological networks. In this paper, we investigate the problem of finding a control…
In this note we prove a condition of monotonicity for the integral functional $ F(g) = \int_a^b h(x)\, d[-g(x)] $ with respect to $g$, a function of bounded variation. This condition is applied to analyze the behavior of a generalized…
We introduce a new measure of performance of investment strategies, the monotone Sharpe ratio. We study its properties, establish a connection with coherent risk measures, and obtain an efficient representation for using in applications.
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 introduce and explore an empirical index of increase that works in both deterministic and random environments, thus allowing to assess monotonicity of functions that are prone to random measurement-errors. We prove consistency of the…
The dominant method for defining multivariate operator means is to express them as fix-points under a contraction with respect to the Thompson metric. Although this method is powerful, it crucially depends on monotonicity. We are developing…
This paper studies partitions in the space of antimonotonic boolean functions on sets of n elements. The antimonotonic functions are the antichains of the partially ordered set of subsets. We analyse and characterise a natural partial…
We introduce convex function intervals (CFIs): families of convex functions satisfying given level and slope constraints. CFIs naturally arise as constraint sets in economic design, including problems with type-dependent participation…
For a function defined on a convex set in a Euclidean space, midpoint convexity is the property requiring that the value of the function at the midpoint of any line segment is not greater than the average of its values at the endpoints of…
Topological entropy is a widely studied indicator of chaos in topological dynamics. Here we give a generalized definition of topological entropy which may be applied to set-valued functions. We demonstrate that some of the well-known…
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the boundary points 0 and a. We use…
We consider the concept of rank as a measure of the vertical levels and positions of elements of partially ordered sets (posets). We are motivated by the need for algorithmic measures on large, real-world hierarchically-structured data…
The article is devoted to investigation of the classes of functions belonging to the gaps between classes $P_{n+1}(I)$ and $P_{n}(I)$ of matrix monotone functions for full matrix algebras of successive dimensions. In this paper we address…
In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds…
Recently, the authors studied the connection between each maximal monotone operator T and a family H(T) of convex functions. Each member of this family characterizes the operator and satisfies two particular inequalities. The aim of this…
This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…
In monotone classification, the input is a multi-set $P$ of points in $\mathbb{R}^d$, each associated with a hidden label from $\{-1, 1\}$. The goal is to identify a monotone function $h$, which acts as a classifier, mapping from…
We introduce the notions of in-betweenness and monotonicity with respect to a metric, for operator means. These notions can be seen as generalising their natural counterpart for scalar means, and as a relaxation of the notion of geodesity.…