相关论文: A survey of max-type recursive distributional equa…

Robust parameter estimation in computer vision is frequently accomplished by solving the maximum consensus (MaxCon) problem. Widely used randomized methods for MaxCon, however, can only produce {random} approximate solutions, while global…

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

Recently, the notion of implicit extreme value distributions has been established, which is based on a given loss function $f \ge 0$. From an application point of view, one is rather interested in extreme loss events that occur relative to…

The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an…

This PhD thesis presents a distributional view of optimization in place of a worst-case perspective. We motivate this view with an investigation of the failure point of classical optimization. Subsequently we consider the optimization of a…

Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

We are interested in the random walk in random environment on an infinite tree. Lyons and Pemantle [11] give a precise recurrence/transience criterion. Our paper focuses on the almost sure asymptotic behaviours of a recurrent random walk…

In this note we consider several kind of partition functions of one-dimensional models with nearest - neighbor interactions $I_n, n\in \mathbf{Z}$ and spin values $\pm 1$. We derive systems of recursive equations for each kind of such…

A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…

We study two empirical process of special structure: firstly, the centred multiplier process indexed by a class $F$, $f \to \left|\sum_{i=1}^N (\xi_i f(X_i) - \E \xi f)\right|$, where the i.i.d. multipliers $(\xi_i)_{i=1}^N$ need not be…

We study a bi-objective optimization problem, which for a given positive real number $n$ aims to find a vector $X = \{x_0,\cdots,x_{k-1}\} \in \mathbb{R}^{k}_{\ge 0}$ such that $\sum_{i=0}^{k-1} x_i = n$, minimizing the maximum of $k$…

Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered. This work addresses multistage robust…

We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose…

This paper proposed a new probability distribution named as inverse xgamma distribution (IXGD). Different mathematical and statistical properties,viz., reliability characteristics, moments, inverse moments, stochastic ordering and order…

Herein we define a measure of similarity between classification distributions that is both principled from the perspective of statistical pattern recognition and useful from the perspective of machine learning practitioners. In particular,…

Let $G$ be a finite tree with root $r$ and associate to the internal vertices of $G$ a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd $G$ into a graph $G^\prime$ constructed by gluing finite linear…

We obtain complementary recurrence and transience criteria for processes $X=(X_n)_{n \ge 0}$ with values in $\mathbb R^d_+$ fulfilling a non-linear equation $X_{n+1}=MX_n+g(X_n)+ \xi_{n+1}$. Here $M$ denotes a primitive matrix having…

We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…