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We present results for Choquet integrals with minimal assumptions on the monotone set function through which they are defined. They include the equivalence of sublinearity and strong subadditivity independent of regularity assumptions on…

Functional Analysis · Mathematics 2023-02-24 Augusto C. Ponce , Daniel Spector

Background: Composite endpoints in cardiovascular trials combine heterogeneous outcomes-mortality, nonfatal events, hospitalizations, and biomarkers-yet conventional analytical methods sacrifice information by targeting a single dimension.…

Methodology · Statistics 2026-04-10 Ibrahim Halil Tanboga

In this paper, we study the non-monotone adaptive submodular maximization problem subject to a knapsack and a $k$-system constraints. The input of our problem is a set of items, where each item has a particular state drawn from a known…

Data Structures and Algorithms · Computer Science 2021-09-29 Shaojie Tang

The quasi-variational inequalities play a significant role in analyzing a wide range of real-world problems. However, these problems are more complicated to solve than variational inequalities as the constraint set is based on the current…

Optimization and Control · Mathematics 2024-07-29 Asrifa Sultana , Shivani Valecha

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

In the online general knapsack problem, an algorithm is presented with an item $x=(s,v)$ of size $s$ and value $v$ and must irrevocably choose to pack such an item into the knapsack or reject it before the next item appears. The goal is to…

Data Structures and Algorithms · Computer Science 2025-04-30 Elisabet Burjons , Matthias Gehnen

This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…

Probability · Mathematics 2025-06-03 Haesung Lee

This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…

Optimization and Control · Mathematics 2024-10-07 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

We propose an extension of the regular Cox's proportional hazards model which allows the estimation of the probabilities of rare events. It is known that when the data are heavily censored at the upper end of the survival distribution, the…

Methodology · Statistics 2019-01-23 Ion Grama , Kevin Jaunatre

While there are many well-developed data science methods for classification and regression, there are relatively few methods for working with right-censored data. Here, we present "survival stacking": a method for casting survival analysis…

Methodology · Statistics 2021-07-29 Erin Craig , Chenyang Zhong , Robert Tibshirani

A variant of the well-known Knapsack Problem is studied in this paper, where pairs of items are conflicting, and cannot be selected at the same time. This configures a set of hard constraints. The problem, which can be used to model real…

Optimization and Control · Mathematics 2025-06-05 Roberto Montemanni , Derek H. Smith

This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…

Methodology · Statistics 2021-12-07 Weijing Tang , Kevin He , Gongjun Xu , Ji Zhu

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We present new results on optimization problems where the involved functions are evenly convex. By means of a generalized conjugation scheme and the perturbation theory introduced by Rockafellar, we propose an alternative dual problem for a…

Optimization and Control · Mathematics 2020-08-31 Maria Dolores Fajardo , Sorin-Mihai Grad , Jose Vidal

The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the…

Optimization and Control · Mathematics 2014-06-13 Paolo Detti

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

This article was motivated by the desire to improve Markov chain Monte Carlo methods for spatial survival models in which the locations of individuals in space are known. For a dataset comprising information on n individuals, standard…

Methodology · Statistics 2015-01-09 Benjamin M. Taylor

We introduce a new and extensive theory of noncommutative convexity along with a corresponding theory of noncommutative functions. We establish noncommutative analogues of the fundamental results from classical convexity theory, and apply…

Operator Algebras · Mathematics 2025-06-11 Kenneth R. Davidson , Matthew Kennedy