Results 31 to 40 of about 269 (141)
Multidimensional Screening With Precise Seller Information
A multi‐product monopolist faces a buyer who is privately informed about his valuations for the goods. As is well known, optimal mechanisms are in general complicated, while simple mechanisms—such as pure bundling or separate sales—can be far from optimal and do not admit clear‐cut comparisons.
Mira Frick, Ryota Iijima, Yuhta Ishii
wiley +1 more source
Consider an exchangeable sequence X = { X n :
openaire +4 more sources
Statistical Complexity of Quantum Learning
The statistical performance of quantum learning is investigated as a function of the number of training data N$N$, and of the number of copies available for each quantum state in the training and testing data sets, respectively S$S$ and V$V$. Indeed, the biggest difference in quantum learning comes from the destructive nature of quantum measurements ...
Leonardo Banchi +3 more
wiley +1 more source
Limit theorems for random permanents with exchangeable structure
Permanents of random matrices extend the concept of U-statistics with product kernels. In this paper, we study limiting behavior of permanents of random matrices with independent columns of exchangeable components.
Rempała, Grzegorz A, Wesołowski, Jacek
core +2 more sources
Policy learning with new treatments
I study the problem of a decision maker choosing a policy that allocates treatment to a heterogeneous population on the basis of experimental data that includes only a subset of possible treatment values. The effects of new treatments are partially identified by shape restrictions on treatment response.
Samuel D. Higbee
wiley +1 more source
A multivariate Poisson model based on a triangular comonotonic shock construction
Abstract Multi‐dimensional data frequently occur in many different fields, including risk management, insurance, biology, environmental sciences, and many more. In analyzing multivariate data, it is imperative that the underlying modelling assumptions adequately reflect both the marginal behaviour and the associations between components.
Orla A. Murphy, Juliana Schulz
wiley +1 more source
Variance decomposition in stochastic simulators
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks.
O. P. Le Maître +5 more
core +1 more source
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Abstract The convergence of the first‐order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by càdlàg paths satisfying a suitable criterion, namely the so‐called Property (RIE), along time discretizations with vanishing mesh size. This property is then verified for
Andrew L. Allan +3 more
wiley +1 more source
On the Convergence of U-Statistics with Stable Limit Distribution
Using Hoeffding′s decomposition and truncation arguments we prove some theorems on the conxergence of the distribution of suitably normalized U-statistics to an α-stable limit distribution, 1 < α ≤ 2, under very weak moment conditions on the kernel ...
Wolf, W., Heinrich, Lothar, Heinrich, L.
core +1 more source
The existence of subspace designs
Abstract We prove the existence of subspace designs with any given parameters, provided that the dimension of the underlying space is sufficiently large in terms of the other parameters of the design and satisfies the obvious necessary divisibility conditions. This settles an open problem from the 1970s.
Peter Keevash +2 more
wiley +1 more source

