Results 1 to 10 of about 10,791,441 (372)
Stochastic Order and Generalized Weighted Mean Invariance [PDF]
Entropy, 2021 In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines ...
Mateu Sbert +3 more
doaj +2 more sources
An optimal transportation approach for assessing almost stochastic order [PDF]
, 2017 When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of these trimmed ...
del Barrio, E. +2 more
core +2 more sources
Stochastic Orderings of the Idle Time of Inactive Standby Systems [PDF]
Mathematics, 2023 In this paper, we consider a failed cold standby system and obtain stochastic bounds on the idle time of such systems. We state and prove that if the last spare in the system is exponentially distributed and if the components have log-concave lifetime ...
Mansour Shrahili, Mohamed Kayid
doaj +2 more sources
The linear stochastic order and directed inference for multivariate ordered distributions. [PDF]
Ann Stat, 2013 Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two sided alternatives they may not be ideal for ...
Davidov O, Peddada S.
europepmc +3 more sources
Unwinding Stochastic Order Flow: When to Warehouse Trades [PDF]
Social Science Research Network, 2023 We study how to unwind stochastic order flow with minimal transaction costs. Stochastic order flow arises, e.g., in the central risk book (CRB), a centralized trading desk that aggregates order flows within a financial institution.
Marcel Nutz, K. Webster, Long Zhao
semanticscholar +1 more source
A new stochastic order based on discrete Laplace transform and some ordering results of the order statistics [PDF]
Communications in Statistics - Theory and Methods, 2021 This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving ordinary and ...
F. Gharari, M. Ganji
semanticscholar +1 more source
Sophia: A Scalable Stochastic Second-order Optimizer for Language Model Pre-training [PDF]
International Conference on Learning Representations, 2023 Given the massive cost of language model pre-training, a non-trivial improvement of the optimization algorithm would lead to a material reduction on the time and cost of training.
Hong Liu +4 more
semanticscholar +1 more source
A Fully First-Order Method for Stochastic Bilevel Optimization [PDF]
International Conference on Machine Learning, 2023 We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend to require ...
Jeongyeol Kwon +3 more
semanticscholar +1 more source
Communication-Efficient Stochastic Zeroth-Order Optimization for Federated Learning [PDF]
IEEE Transactions on Signal Processing, 2022 Federated learning (FL), as an emerging edge artificial intelligence paradigm, enables many edge devices to collaboratively train a global model without sharing their private data.
Wenzhi Fang +5 more
semanticscholar +1 more source
Second-order stochastic comparisons of order statistics [PDF]
Statistics, 2021 We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such relationships with respect to second-order stochastic dominance, obtaining characterizations through the verification ...
Lando, Tommaso +2 more
openaire +3 more sources