Related papers: Multiple Adjusted Quantiles

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…

We consider the fundamental mechanism design problem of approximate social welfare maximization under general cardinal preferences on a finite number of alternatives and without money. The well-known range voting scheme can be thought of as…

There is a duality theory connecting certain stochastic orderings between cumulative distribution functions F_1,F_2 and stochastic orderings between their inverses F_1^(-1),F_2^(-1). This underlies some theories of utility in the case of…

We consider a setting where we have a ground set $M$ together with real-valued set functions $f_1, \dots, f_n$, and the goal is to partition $M$ into two sets $S_1,S_2$ such that $|f_i(S_1) - f_i(S_2)|$ is small for every $i$. Many results…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

We consider the problem of predicting a response variable from a set of covariates on a data set that differs in distribution from the training data. Causal parameters are optimal in terms of predictive accuracy if in the new distribution…

For a discrete function $f\left( x\right) $ on a discrete set, the finite difference can be either forward and backward. However, we observe that if $ f\left( x\right) $ is a sum of two functions $f\left( x\right) =f_{1}\left( x\right)…

The cardinal invariants $ \mathfrak h, \mathfrak b, \mathfrak s$ of $\mathcal P (\omega)$ are known to satisfy that $\omega_1 \leq \mathfrak h \leq\min\{\mathfrak b, \mathfrak s\}$. We prove that all inequalities can be strict. We also…

Motivated by control-affine systems in optimal control theory, we introduce the notion of a point-affine distribution on a manifold X - i.e., an affine distribution F together with a distinguished vector field contained in F. We compute…

In this paper, we show how approximating Rockafellians serve as a principled and effective alternative for improving the stability of stochastic programs under distributional changes. Unlike previous efforts that focus on special…

We consider a variant of the best arm identification task in stochastic multi-armed bandits. Motivated by risk-averse decision-making problems, our goal is to identify a set of $m$ arms with the highest $\tau$-quantile values within a fixed…

Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for large deviations. It makes them particularly unfit in…

Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…

The existence of $\textsf{EFX}$ allocations stands as one of the main challenges in discrete fair division.In this paper, we present symmetrical results on the existence of $\textsf{EFX}$ and its approximate variations for two distinct…

In this paper we provide a novel family of stochastic orders that generalizes second order stochastic dominance, which we call the $\alpha,[a,b]$-concave stochastic orders. These stochastic orders are generated by a novel set of "very"…

Constraint "at most one" is a basic cardinality constraint which requires that at most one of its $n$ boolean inputs is set to $1$. This constraint is widely used when translating a problem into a conjunctive normal form (CNF) and we…

In this paper, we consider contextual stochastic optimization problems under endogenous uncertainty, where decisions affect the underlying distributions. To implement such decisions in practice, it is crucial to ensure that their outcomes…

Let $f:X\to X $ be a dominant self-morphism of an algebraic variety over an algebraically closed field of characteristic zero. We consider the set $\Sigma_{f^{\infty}}$ of $f$-periodic (irreducible closed) subvarieties of small dynamical…

Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…

We prove the consistency of $\mathrm{add}(\mathcal{N})<\mathrm{cov}(\mathcal{N})<\mathfrak{p}=\mathfrak{g}=\mathfrak{s}<\mathrm{add}(\mathcal{M})=\mathrm{cof}(\mathcal{M})<\mathfrak{a}=\mathrm{non}(\mathcal{N})=\mathfrak{c}$ with ZFC where…