Related papers: Conditional indicators
We develop objective linear algebra in a new setting with a cardinality functor that can take negative values. The signs arise as little homotopies, as ratios between orientations. To illustrate the workings of the theory we give an…
The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models only…
We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…
Implicit variables of a mathematical program are variables which do not need to be optimized but are used to model feasibility conditions. They frequently appear in several different problem classes of optimization theory comprising bilevel…
The aim of this article is to establish basic results in a conditional measure theory. The results are applied to prove that arbitrary kernels and conditional distributions are represented by measures in a conditional set theory. In…
Indicator variograms and madograms are structural tools used in many disciplines of the natural sciences and engineering to describe random sets and random fields. To date, several necessary conditions are known for a function to be a valid…
We discuss conditionalisation for Accept-Desirability models in an abstract decision-making framework, where uncertain rewards live in a general linear space, and events are special projection operators on that linear space. This abstract…
We give sign conditions on the support and coefficients of a sparse system of d generalized polynomials in d variables that guarantee the existence of at least one positive real root, based on degree theory and Gale duality. In the case of…
We introduce the notion of implicit predictors, which characterize the input-(state)-output prediction behavior underlying a predictive control scheme, even if it is not explicitly enforced as an equality constraint (as in traditional model…
We introduce isotonic conditional laws (ICL) which extend the classical notion of conditional laws by the additional requirement that there exists an isotonic relationship between the random variable of interest and the conditioning random…
Probability maps are additive and normalised maps taking values in the unit interval of a lattice ordered Abelian group. They appear in theory of affine representations and they are also a semantic counterpart of Hajek's probability logic.…
Matrix conditions extend linear Mal'tsev conditions from Universal Algebra to exactness properties in Category Theory. Some can be stated in the finitely complete context while, in general, they can only be stated for regular categories. We…
We study a generalization of conditional probability for arbitrary ordered vector spaces. A related problem is that of assigning a numerical value to one vector relative to another. We characterize the groups for which these generalized…
This paper investigates conditional specifications for multivariate count variables. Recently, the spatial count data literature has proposed several conditional models such that the conditional expectations are linear in the conditioning…
In an earlier paper, a new theory of measurefree "conditional" objects was presented. In this paper, emphasis is placed upon the motivation of the theory. The central part of this motivation is established through an example involving a…
We introduce the notion of conditional Lipschitz shadowing, which does not aim to shadow every pseudo-orbit, but only those which belong to a certain prescribed set. We establish two types of sufficient conditions under which certain…
Expectiles are statistical parameters which also provide a class of sublinear risk measures in finance. They are solutions of continuous optimization problems. The corresponding first order condition provides two different fixed point…
It is often of interest to condition on a singular event given by a random variable, e.g. $\{Y=y\}$ for a continuous random variable $Y$. Conditional measures with respect to this event are usually derived as a special case of the…
We consider the problem of defining conditional objects (a|b), which would allow one to regard the conditional probability Pr(a|b) as a probability of a well-defined event rather than as a shorthand for Pr(ab)/Pr(b). The next issue is to…