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Related papers: Higher-order Gini indices: An axiomatic approach

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In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…

Statistics Theory · Mathematics 2022-10-25 Tommaso Lando , Idir Arab , Paulo Eduardo Oliveira

The paper proposes new second-order accuracy metrics for scoring or rating models, which show the target preference of the model, it is better to diagnose good objects or better to diagnose bad ones for a constant generally accepted…

Risk Management · Quantitative Finance 2023-01-19 M. V. Pomazanov

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. In a directed preferential attachment model, despite the well-known marginal power-law degree…

Probability · Mathematics 2018-08-07 Tiandong Wang , Sidney I. Resnick

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…

Information Theory · Computer Science 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…

Statistical Mechanics · Physics 2015-06-12 Guiomar Ruiz , Constantino Tsallis

There are many situations where comparison of different groups is of great interest. Considering the ordering of the efficiency of some treatments is an example. We present nonparametric predictive inference (NPI) for the ordering of…

Methodology · Statistics 2020-09-29 Tahani Coolen-Maturi

Socio-economic inequality is measured using various indices. The Gini ($g$) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of population…

General Finance · Quantitative Finance 2016-11-07 Arnab Chatterjee , Asim Ghosh , Bikas K Chakrabarti

We examine the optimality properties of the Gini index estimator under complex survey design involving stratification, clustering, and sub-stratification. While Darku et al. (Econometrics, 26, 2020) considered only stratification and…

Methodology · Statistics 2026-02-26 Shivam , Bhargab Chattopadhyay , Nil Kamal Hazra

Modeling equity in the allocation of scarce resources is a fast-growing concern in the humanitarian logistics field. The Gini coefficient is one of the most widely recognized measures of inequity and it was originally characterized by means…

Optimization and Control · Mathematics 2021-06-25 Douglas Alem , Aakil M. Caunhye , Alfredo Moreno

Generalized Class Discovery (GCD) plays a pivotal role in discerning both known and unknown categories from unlabeled datasets by harnessing the insights derived from a labeled set comprising recognized classes. A significant limitation in…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Ziyun Li , Christoph Meinel , Haojin Yang

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Linearization methods are customarily adopted in sampling surveys to obtain approximated variance formulae for estimators of nonlinear functions of finite population totals - such as ratios, correlation coefficients or measures of income…

Methodology · Statistics 2014-02-17 Lucio Barabesi , Giancarlo Diana , Pier Francesco Perri

The centrality of a node within a network, however it is measured, is a vital proxy for the importance or influence of that node, and the differences in node centrality generate hierarchies and inequalities. If the network is evolving in…

Social and Information Networks · Computer Science 2023-01-09 Matthew Russell Barnes , Vincenzo Nicosia , Richard G. Clegg

Graph Neural Networks (GNNs) have demonstrated impressive performance across various tasks, leading to their increased adoption in high-stakes decision-making systems. However, concerns have arisen about GNNs potentially generating unfair…

Machine Learning · Computer Science 2026-01-09 Anuj Kumar Sirohi , Anjali Gupta , Sandeep Kumar , Amitabha Bagchi , Sayan Ranu

The analysis of extremal dependence in high dimensions has recently attracted considerable interest. Existing methodology primarily focuses on modeling and estimation of extremal dependence structures, often supported by concentration…

Statistics Theory · Mathematics 2026-04-02 Axel Bücher , Yeonjoon Choi , Katharina Effertz , Stanislav Volgushev

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…

Methodology · Statistics 2023-09-22 Tobias Fissler , Marc-Oliver Pohle

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

This article introduces a non-parametric information-theoretic approach to inference about the tail of a continuous or a discrete distribution. Leveraging a new concept named tail profile -- a set of information-theoretic quantities…

Applications · Statistics 2025-03-19 Jialin Zhang , Zhiyi Zhang
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