Related papers: Risk Aversion and Coherent Risk Measures: a Spectr…
We study the fair regression problem under the notion of Mean Parity (MP) fairness, which requires the conditional mean of the learned function output to be constant with respect to the sensitive attributes. We address this problem by…
Machine learning typically presupposes classical probability theory which implies that aggregation is built upon expectation. There are now multiple reasons to motivate looking at richer alternatives to classical probability theory as a…
The family of admissible positions in a transaction costs model is a random closed set, which is convex in case of proportional transaction costs. However, the convexity fails, e.g. in case of fixed transaction costs or when only a finite…
The investigation of the static and dynamic structural properties of colloidal systems relies on techniques capable of atomic resolution in real space and femtosecond resolution in time. Recently, the cross-correlation function (CCF)…
We present a general framework for measuring the liquidity risk. The theoretical framework defines a class of risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement…
Recidivism prediction instruments (RPI's) provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the…
High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…
We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk measures and set-valued risk measures and yields a natural…
As an analogy of fully entangled fraction in the framework of entanglement theory, we have introduced the notion of quantum coherence fraction $C_{\mathcal{F}}$, which quantifies the closeness between a given state and the set of maximally…
The analytical approximations for the moderating neutrons flux density like Fermi spectra, widely used in reactor physics, involve the probability function for moderating neutron to avoid the resonant absorption obtained using some…
The question of thermodynamic consistence and $\Phi$-derivability of the asymptotic limit of high spatial dimensions for quantum itinerant models is addressed. It is shown that although the irreducible $n$-particle Green functions are…
This note will extend the research presented in Brown & Rogers (2009) to the case of CRRA agents. We consider the model outlined in that paper in which agents had diverse beliefs about the dividends produced by a risky asset. We now assume…
In this paper we study the effective degrees of freedom of a general class of reduced rank estimators for multivariate regression in the framework of Stein's unbiased risk estimation (SURE). We derive a finite-sample exact unbiased…
Spherical representations and functions are the building blocks for harmonic analysis on riemannian symmetric spaces. In this paper we consider spherical functions and spherical representations related to certain infinite dimensional…
To control a quantum system via feedback, we generally have two options in choosing control scheme. One is the coherent feedback, which feeds the output field of the system, through a fully quantum device, back to manipulate the system…
We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…
We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their relation to each other leads to the question when a certain…
Quantum coherence -- an indispensable resource for quantum technologies -- is known to be distillable from a noisy form using operations that cannot create it. However, distillation exacts a hidden coherent measurement cost, which has not…
The concordance probability or C-index is a popular measure to capture the discriminatory ability of a regression model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model,…
A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values,…