English
Related papers

Related papers: An easily verifiable dispersion order for discrete…

200 papers

Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

Methodology · Statistics 2025-01-15 Jakwang Kim , Young-Heon Kim , Yuanlong Ruan , Andrew Warren

Conformal prediction is a general distribution-free approach for constructing prediction sets combined with any machine learning algorithm that achieve valid marginal or conditional coverage in finite samples. Ordinal classification is…

Methodology · Statistics 2024-11-05 Subhrasish Chakraborty , Chhavi Tyagi , Haiyan Qiao , Wenge Guo

Spurious correlations that lead models to correct predictions for the wrong reasons pose a critical challenge for robust real-world generalization. Existing research attributes this issue to group imbalance and addresses it by maximizing…

Machine Learning · Computer Science 2025-12-02 Miaoyun Zhao , Chenrong Li , Qiang Zhang

We investigate the dispersion of a passive scalar such as the concentration of a chemical species, or temperature, in homogeneous bubbly suspensions, by determining an effective diffusivity tensor. Defining the longitudinal and transverse…

Fluid Dynamics · Physics 2023-01-03 Aurore Loisy , Aurore Naso , Peter D. M. Spelt

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

The data of a physical experiment can be represented as a presheaf of probability distributions. A striking feature of quantum theory is that those probability distributions obtained in quantum mechanical experiments do not always admit a…

Category Theory · Mathematics 2022-11-02 Aziz Kharoof , Cihan Okay

In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…

Statistics Theory · Mathematics 2021-08-02 Carlo Orsi

We demonstrate the effectiveness of the categorical distribution as a neural network output for next event prediction. This is done for both discrete-time and continuous-time event sequences. To model continuous-time processes, the…

Machine Learning · Computer Science 2026-01-26 Kevin Doran , Tom Baden

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…

Probability · Mathematics 2007-05-23 Jussi I. Tyhtila

In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…

Probability · Mathematics 2019-11-28 Anna Dembińska , Agnieszka Goroncy

The concentration of a distribution toward a lower bound is a conceptually simple property that closely relates to concepts of rarity and poverty, but that lacks a global descriptive statistic. We term this property 'shift' and define it as…

Methodology · Statistics 2025-06-16 Kenneth J. Locey , Brian D. Stein

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

Statistics Theory · Mathematics 2015-10-19 Alexey Lindo , Sergei Zuyev , Serik Sagitov

In this paper we give a first attempt to define and study stable distributions with respect to the weak generalized convolution, focusing our attention on the symmetric weakly stable distribution. As in the case of the classical…

Probability · Mathematics 2008-10-30 W. Jarczyk , J. Misiewicz

The development of external evaluation criteria for soft clustering (SC) has received limited attention: existing methods do not provide a general approach to extend comparison measures to SC, and are unable to account for the uncertainty…

Machine Learning · Computer Science 2022-06-22 Andrea Campagner , Davide Ciucci , Thierry Denœux

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

Statistics Theory · Mathematics 2011-05-05 Alessandro Felluga , Stefano Tiziani

In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. The classical Greenwood statistic, extensively examined in…

Statistics Theory · Mathematics 2024-05-21 Katarzyna Skowronek , Marek Arendarczyk , Radosław Zimroz , Agnieszka Wyłomańska

This paper introduces to readers the new concept and methodology of confidence distribution and the modern-day distributional inference in statistics. This discussion should be of interest to people who would like to go into the depth of…

Methodology · Statistics 2021-09-07 Yifan Cui , Min-ge Xie