Related papers: The reference interval in higher-order stochastic …
Fractional order differential and difference equations are used to model systems with memory. Variable order fractional equations are proposed to model systems where the memory changes in time. We investigate stability conditions for linear…
We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bijective mapping, we work with a bounded subset D instead of…
This paper offers a commentary on the use of notions of statistical significance in choice modelling. We review the reasons for uncertainty in parameter estimates, provide a precise discussion on the computation of measures of uncertainty…
Beneficial reversals of dominance reduce the costs of genetic trade-offs and can enable selection to maintain genetic variation for fitness. Beneficial dominance reversals are characterized by the beneficial allele for a given context (e.g.…
Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
Stochastic dominance is a fundamental concept in decision-making under uncertainty and quantitative finance, yet its practical application is hindered by computational intractability due to infinitely many constraints. We introduce the…
The difference between two consecutive prime numbers is called the distance between the primes. We study the statistical properties of the distances and their increments (the difference between two consecutive distances) for a sequence…
It is well known that an extreme order statistic and a central order statistic (os) as well as an intermediate os and a central os from a sample of iid univariate random variables get asymptotically independent as the sample size increases.…
We follow the time sequence of binary elastic collisions in a small collection of hard-core particles. Intervals between the collisions are characterized by the numbers of collisions of different pairs in a given time. It was shown…
A Peskun ordering between two samplers, implying a dominance of one over the other, is known among the Markov chain Monte Carlo community for being a remarkably strong result. It is however also known for being a result that is notably…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
Advances in machine learning technologies have led to increasingly powerful models in particular in the context of big data. Yet, many application scenarios demand for robustly interpretable models rather than optimum model accuracy; as an…
Investigating the main determinants of the mechanical performance of metals is not a simple task. Already known physical inspired qualitative relations between 2D microstructure characteristics and 3D mechanical properties can act as the…
Organisms and ecological groups accumulate evidence to make decisions. Classic experiments and theoretical studies have explored this process when the correct choice is fixed during each trial. However, we live in a constantly changing…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
First order stochastic dominance and monotone likelihood ratio are two partial orders on the $n$-probability simplex that play an important role in the establishment of structural results for MDPs and POMDPs. We study the strength of those…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
Non-parametric tests can determine the better of two stochastic optimization algorithms when benchmarking results are ordinal, like the final fitness values of multiple trials. For many benchmarks, however, a trial can also terminate once…
We generalize the notion of minimax convergence rate. In contrast to the standard definition, we do not assume that the sample size is fixed in advance. Allowing for varying sample size results in time-robust minimax rates and estimators.…