相关论文: Stochastic Comparison of Parallel Systems with Log…

This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient conditions for well-posedness, in the sense of robust Lipschitzian…

The main object of this article is to present an extension of the zero-inflated Poisson-Lindley distribution, called of zero-modified Poisson-Lindley. The additional parameter $\pi$ of the zero-modified Poisson-Lindley has a natural…

In this paper, we use the method of modified signed log-likelihood ratio test for the problem of testing the equality of correlation coefficients in two independent bivariate normal distributions. We compare this method with two other…

We study the efficiency of synchronization in ensembles of identical coupled stochastic oscillator systems. By deriving a chemical Langevin equation, we measure the rate at which the systems synchronize. The rate at which the difference in…

This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…

Two of the most studied extensions of trace and testing equivalences to nondeterministic and probabilistic processes induce distinctions that have been questioned and lack properties that are desirable. Probabilistic trace-distribution…

The family of log-concave density functions contains various kinds of common probability distributions. Due to the shape restriction, it is possible to find the nonparametric estimate of the density, for example, the nonparametric maximum…

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Finite mixtures of multivariate normal distributions have been widely used in empirical applications in diverse fields such as statistical genetics and statistical finance. Testing the number of components in multivariate normal mixture…

The construction of the simultaneous confidence bands for the integrated hazard function is considered. The Nelson--Aalen estimator is used. The simultaneous confidence bands based on bootstrap methods are presented. Two methods of…

This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…

Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…

Higher order risk measures are stochastic optimization problems by design, and for this reason they enjoy valuable properties in optimization under uncertainties. They nicely integrate with stochastic optimization problems, as has been…

A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative…

We describe a system that simplifies the process of debugging programs produced by computer-aided parallelization tools. The system uses relative debugging techniques to compare serial and parallel executions in order to show where the…

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based…