相关论文: On systems of quotas based on bankruptcy with a pr…

This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in a framework where the flow of market…

Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…

We introduce a consistent estimator of the extreme value index under random truncation based on a single sample fraction of top observations from truncated and truncation data. We establish the asymptotic normality of the proposed estimator…

This paper presents a computational evolutionary game model to study and understand fraud dynamics in the consumption tax system. Players are cooperators if they correctly declare their value added tax (VAT), and are defectors otherwise.…

This paper studies the problem of estimating the order of arrival of the vertices in a random recursive tree. Specifically, we study two fundamental models: the uniform attachment model and the linear preferential attachment model. We…

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

The key issue in importance sampling is the choice of the alternative sampling distribution, which is often chosen from the exponential tilt family of the underlying distribution. However, when the problem exhibits certain kind of…

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

We focus on a permutation betting market under parimutuel call auction model where traders bet on the final ranking of n candidates. We present a Proportional Betting mechanism for this market. Our mechanism allows the traders to bet on any…

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we…

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Learning about the immediate causal effects of large-scale policy interventions poses a significant challenge for quasi-experimental methods that rely on long-term trends or parametric modeling assumptions. As an alternative, we develop a…

Mean-field limits have been used now as a standard tool in approximations, including for networks with a large number of nodes. Statistical inference on mean-filed models has attracted more attention recently mainly due to the rapid…

Despite the coupon collector's problem has simple probabilistic solution using inclusion/exclusion principle \cite{PolyaUrn}, starting from a particular type of recurrence differential equation it is used an analytic approach to recover…

Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are at odds with the…

This paper presents an approach for the modelling of dependent random variables using generalised polynomial chaos. This allows to write chance-constrained optimization problems with respect to a joint distribution modelling dependencies…

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Fast pricing of American-style options has been a difficult problem since it was first introduced to financial markets in 1970s, especially when the underlying stocks' prices follow some jump-diffusion processes. In this paper, we propose a…

Composing a team of professional players is among the most crucial decisions in association football. Nevertheless, transfer market decisions are often based on myopic objectives and are questionable from a financial point of view. This…

Sampling methods such as Stratified Random Sampling can be used to select representative samples of schools for randomized controlled trials of educational interventions. However, these methods may still yield external validity bias when…