Related papers: The randomly distorted Choquet integrals with resp…
We consider a dense $K$ user Gaussian interference network formed by paired transmitters and receivers placed independently at random in a fixed spatial region. Under natural conditions on the node position distributions and signal…
The interplay between incommensurate (IC) and random potentials is studied in a two-dimensional symplectic model with the focus on localization/delocalization problem. With the IC potential only, there appear wavefunctions localized along…
We extend conformal prediction to control the expected value of any monotone loss function. The algorithm generalizes split conformal prediction together with its coverage guarantee. Like conformal prediction, the conformal risk control…
The paper investigates the robust optimized certainty equivalents and analyzes the relevant properties of them as risk measures for loss positions with distribution uncertainty. On this basis, the robust generalized quantiles are proposed…
In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…
We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and…
The expectation is an example of a descriptive statistic that is monotone with respect to stochastic dominance, and additive for sums of independent random variables. We provide a complete characterization of such statistics, and explore a…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
Randomized controlled trials (RCTs) with binary primary endpoints introduce novel challenges for inferring the causal effects of treatments. The most significant challenge is non-collapsibility, in which the conditional odds ratio estimand…
A population-averaged additive subdistribution hazards model is proposed to assess the marginal effects of covariates on the cumulative incidence function and to analyze correlated failure time data subject to competing risks. This approach…
In this manuscript we consider random objects being measured in multiple metric spaces, which may arise when those objects may be measured in multiple distinct ways. In this new multivariate setting, we define a Fr\'echet covariance and…
We consider the AC transport in a quantum RC circuit made of a coherent chaotic cavity with a top gate. Within a random matrix approach, we study the joint distribution for the mesoscopic capacitance $C_\mu=(1/C+1/C_q)^{-1}$ and the charge…
This paper compares two different frameworks recently introduced in the literature for measuring risk in a multi-period setting. The first corresponds to applying a single coherent risk measure to the cumulative future costs, while the…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
The aim of this paper is to present some properties of Choquet maximal Radon probability measures on compact, convex subsets of Hausdorff, locally convex, topological real vector spaces. Theorem 3.12 is the main result of the paper. While…
We provide conditions for the stochastic dominance comparisons of a risk $X$ and an associated risk $X+Z$, where $Z$ represents the uncertainty due to the environment and where $X$ and $Z$ can be dependent. The comparisons depend on both…
A class of robust estimators of scatter applied to information-plus-impulsive noise samples is studied, where the sample information matrix is assumed of low rank; this generalizes the study of (Couillet et al., 2013b) to spiked random…
Finite dimensional models that mimic the constraint structure of Einstein's General Relativity are quantized in the framework of BRST and Dirac's canonical formalisms. The first system to be studied is one featuring a constraint quadratic…
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of…
Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a measurable space $(X,\cal X)$ with distribution $\mu$ together with a function $f(x_1,...,x_k)$ on the product space $(X^k,{\cal X}^k)$. Let $\mu_n$ denote the…