Related papers: Means of Random Variables in Lie Groups
In this paper we have suggested a family of estimators for the population mean when study variable itself is qualitative in nature. Expressions for the bias and mean square error (MSE) of the suggested family have been obtained. An…
Conditional Value at Risk (CVaR) is a family of "coherent risk measures" which generalize the traditional mathematical expectation. Widely used in mathematical finance, it is garnering increasing interest in machine learning, e.g., as an…
We propose a summary measure defined as the expected value of a random variable over disjoint subsets of its support that are specified by a given grid of proportions, and consider its use in a regression modeling framework. The obtained…
The purpose of this paper is to extend the definition of quasiarithmetic means by taking a strictly monotone generating function instead of a strictly monotone and continuous one. We establish the properties of such means and compare them…
Since the seminal work by Beresteanu and Molinari(2008), the random set theory and related inference methods have been widely applied in partially identified econometric models. Meanwhile, there is an emerging field in statistics for…
In the finite dimensional case, mean-type mappings, their invariant means, relations between the uniqueness of invariant means and convergence of orbits of the mapping, are considered. In particular it is shown, that the uniqueness of an…
Random-effects models are frequently used to synthesise information from different studies in meta-analysis. While likelihood-based inference is attractive both in terms of limiting properties and of implementation, its application in…
We study Cartan-Schouten metrics, explore invariant dual connections, and propose them as models for Information Geometry. Based on the underlying Riemannian barycenter and the biinvariant mean of Lie groups, we subsequently propose a new…
We consider the fundamental problem of estimating the mean of a vector $y=X\beta+z$, where $X$ is an $n\times p$ design matrix in which one can have far more variables than observations, and $z$ is a stochastic error term--the so-called…
This paper introduces \emph{biased mean regression}, estimating the \emph{biased mean}, i.e., $\mathbb{E}[Y] + x$, where $x \in \mathbb{R}$. The approach addresses a fundamental statistical problem that covers numerous applications. For…
A real random variable admits median(s) and quantiles. These values minimize convex functions on $\mathbb R$. We show by "Convex Analysis" arguments that the function to be minimized is very natural. The relationship with some notions about…
In this work we generalize the concept of product by generators to the class of solvable Lie algebras. We analyze the number of invariants by the coadjoint representation by means of Maurer-Cartan equations and give some applications to…
We use character theory of finite groups of Lie type to establish new results on representation varieties of Fuchsian groups, and also on probabilistic generation of groups of Lie type.
One of the most fundamental concepts in statistics is the concept of sample mean. Properties of the sample mean that are well-defined in Euclidean spaces become unwieldy or even unclear in graph spaces. Open problems related to the sample…
We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…
We consider an inference on the eigenvalues of the covariance matrix of a multivariate normal distribution. The family of multivariate normal distributions with a fixed mean is seen as a Riemannian manifold with Fisher information metric.…
Means are used in several applications from electronic engeneering to information theory, however there is no general theorem on how to extend a given M(x, y) mean function to multiple variable forms. In this article we would like to…
We introduce a practical construction of group-equivariant and permutation-invariant functions of $N$ variables given a finite-dimensional space stable with respect to the group action. The construction applies to any connected linear Lie…
In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…
This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…