Related papers: Conditional aggregation-based Choquet integral on …
In this work, we introduce a new generalized integral transform involving many potentially known or new transforms as special cases. Basic properties of the new integral transform, that investigated in this work, include the existence…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
Aggregating multiple effects is often encountered in large-scale data analysis where the fraction of significant effects is generally small. Many existing methods cannot handle it effectively because of lack of computational accuracy for…
We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…
Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…
The level dependent Choquet integral has been proposed to handle decision making problems in which the importance and the interaction of criteria may depend on the level of the alternatives' evaluations. This integral is based on a level…
Conditional selective inference requires an exact characterization of the selection event, which is often unavailable except for a few examples like the lasso. This work addresses this challenge by introducing a generic approach to estimate…
A central problem in sequential decision making is to develop algorithms that are practical and computationally efficient, yet support the use of flexible, general-purpose models. Focusing on the contextual bandit problem, recent progress…
In this paper, we propose a novel stochastic process that serves as a natural discrete-time counterpart to the continuous-time model known as the ``Poisson hyperbolic staircase'' proposed by Levikson et al. (1999), and clarify its…
Sequential filtering and spatial inverse problems assimilate data points distributed either temporally (in the case of filtering) or spatially (in the case of spatial inverse problems). Sometimes it is possible to choose the position of…
Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…
We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…
This paper is devoted to Nash equilibrium for games in capacities. Such games with payoff expressed by Choquet integral were considered by Kozhan and Zarichnyi (Nash equilibria for games in capacities, Econ. Theory {\bf 35} (2008) 321--331)…
Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…
In this paper, we discuss the conceptual underpinnings of Modern Coexistence Theory (MCT), a quantitative framework for understanding ecological coexistence. In order to use MCT to infer how species are coexisting, one must relate a complex…
We establish a dilation-theoretic characterization of the Choquet order on the space of measures on a compact convex set using ideas from the theory of operator algebras. This yields an extension of Cartier's dilation theorem to the…
Numerical analysis has no satisfactory method for the more realistic optimization models. However, with constraint programming one can compute a cover for the solution set to arbitrarily close approximation. Because the use of constraint…
Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…
We consider a totally monotone capacity on a Polish space and a sequence of bounded p.i.i.d. random variables. We show that, on a full set, any cluster point of empirical averages lies between the lower and the upper Choquet integrals of…
We study the incremental knapsack problem, where one wishes to sequentially pack items into a knapsack whose capacity expands over a finite planning horizon, with the objective of maximizing time-averaged profits. While various…