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In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We…

Optimization and Control · Mathematics 2023-11-09 Pulak Swain , Akshay Kumar Ojha

A fractional fuzzy Potts measure is a probability distribution on spin configurations of a finite graph $G$ obtained in two steps: first a subgraph of $G$ is chosen according to a random cluster measure $\phi_{p,q}$, and then a spin…

Probability · Mathematics 2011-11-10 Jeff Kahn , Nicholas Weininger

The starting point of this paper is the introduction of a new measure of inclusion of fuzzy set A in fuzzy set B. Previously used inclusion measures take values in the interval [0,1]; the inclusion measure proposed here takes values in a…

Other Computer Science · Computer Science 2011-11-09 Ath. Kehagias , M. Konstantinidou

Feature selection is a vital technique in machine learning, as it can reduce computational complexity, improve model performance, and mitigate the risk of overfitting. However, the increasing complexity and dimensionality of datasets pose…

Machine Learning · Computer Science 2024-07-24 Yuepeng Chen , Weiping Ding , Hengrong Ju , Jiashuang Huang , Tao Yin

Attack trees are important for security, as they help to identify weaknesses and vulnerabilities in a system. Quantitative attack tree analysis supports a number security metrics, which formulate important KPIs such as the shortest, most…

Cryptography and Security · Computer Science 2024-01-24 Thi Kim Nhung Dang , Milan Lopuhaä-Zwakenberg , Mariëlle Stoelinga

The Fuzzy transform is ubiquitous in different research fields and applications, such as image and data compression, data mining, knowledge discovery, and the analysis of linguistic expressions. As a generalisation of the Fuzzy transform,…

Optimization and Control · Mathematics 2020-07-28 Giuseppe Patanè

Here a novel idea to handle imprecise or vague set viz. Pseudo fuzzy set has been proposed. Pseudo fuzzy set is a triplet of element and its two membership functions. Both the membership functions may or may not be dependent. The hypothesis…

Artificial Intelligence · Computer Science 2015-02-23 Sukanta Nayak , Snehashish Chakraverty

A new approach, to measure normalization completeness for conceptual model, is introduced using quantitative fuzzy functionality in this paper. We measure the normalization completeness of the conceptual model in two steps. In the first…

Databases · Computer Science 2012-04-03 M. Rizwan Jameel Qureshi , Mehboob Sharif , Nayyar Iqbal

The random Fourier features (RFFs) method is a powerful and popular technique in kernel approximation for scalability of kernel methods. The theoretical foundation of RFFs is based on the Bochner theorem that relates symmetric, positive…

Machine Learning · Computer Science 2022-09-20 Mingzhen He , Fan He , Fanghui Liu , Xiaolin Huang

This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…

Probability · Mathematics 2012-02-29 H. Mete Soner , Nizar Touzi , Jianfeng Zhang

Possibilistic risk theory starts from the hypothesis that risk is modelled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset will be a fuzzy number. The expected utility operators have…

Portfolio Management · Quantitative Finance 2019-07-01 Irina Georgescu , Louis Aimé Fono

Fuzzy rough set theory is effective for processing datasets with complex attributes, supported by a solid mathematical foundation and closely linked to kernel methods in machine learning. Attribute reduction algorithms and classifiers based…

Artificial Intelligence · Computer Science 2025-01-31 Shuyin Xia , Xiaoyu Lian , Binbin Sang , Guoyin Wang , Xinbo Gao

In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…

Methodology · Statistics 2017-11-02 Hojin Yang , Veerabhadran Baladandayuthapani , Jeffrey S. Morris

Continuous gauge theories, because of their bosonic degrees of freedom, have an infinite-dimensional local Hilbert space. Encoding these degrees of freedom on qubit-based hardware demands some sort of ``qubitization'' scheme, where one…

High Energy Physics - Lattice · Physics 2024-09-26 Andrei Alexandru , Paulo F. Bedaque , Andrea Carosso , Michael J. Cervia , Edison M. Murairi , Andy Sheng

We present a new distributed fuzzy partitioning method to reduce the complexity of multi-way fuzzy decision trees in Big Data classification problems. The proposed algorithm builds a fixed number of fuzzy sets for all variables and adjusts…

Machine Learning · Computer Science 2019-03-04 Mikel Elkano , Mikel Uriz , Humberto Bustince , Mikel Galar

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…

Methodology · Statistics 2026-04-03 Pekka Syrjänen

Fuzzy K-Means clustering is a critical technique in unsupervised data analysis. Unlike traditional hard clustering algorithms such as K-Means, it allows data points to belong to multiple clusters with varying degrees of membership,…

Machine Learning · Computer Science 2024-11-08 Yichen Bao , Han Lu , Quanxue Gao

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan