Results 11 to 20 of about 10,791,441 (372)
Copulas generated by mixtures of weighted distributions
AIMS Mathematics, 2022 In this paper, we characterize several partial dependencies in a general mixture model of weighted distributions with a parametric weight function that encompasses many well-known frailty models.
Mashael A. Alshehri , Mohamed Kayid
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On the Probability of Finding Extremes in a Random Set
Mathematics, 2022 We consider a sequence Zjj≥1 of i.i.d. d-dimensional random vectors and for every n≥1 consider the sample Sn={Z1,Z2,…,Zn}. We say that Zj is a “leader” in the sample Sn if Zj≥Zk,∀k∈{1,2,…,n}and Zj is an “anti-leader” if Zj≤Zk,∀k∈{1,2,…,n}. After all, the
Anișoara Maria Răducan +3 more
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Large Order-Invariant Bayesian VARs with Stochastic Volatility [PDF]
Journal of Business & Economic Statistics, 2021 Many popular specifications for Vector Autoregressions (VARs) with multivariate stochastic volatility are not invariant to the way the variables are ordered due to the use of a lower triangular parameterization of the error covariance matrix.
J. Chan, G. Koop, Xuewen Yu
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Residual Probability Function for Dependent Lifetimes
Mathematics, 2021 In this paper, the residual probability function is applied to analyze the survival probability of two used components relative to each other in the case when their lifetimes are dependent. The expression of the function by copulas has been derived along
Mhamed Mesfioui, Mohamed Kayid
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Stochastic Interpolants: A Unifying Framework for Flows and Diffusions [PDF]
arXiv.org, 2023 A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo&Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `
M. S. Albergo +2 more
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Stochastic Comparisons of Some Distances between Random Variables
Mathematics, 2021 The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979).
Patricia Ortega-Jiménez +2 more
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Stochastic order parameter dynamics for phase coexistence in heat conduction. [PDF]
Physical Review E, 2019 We propose a stochastic order parameter model for describing phase coexistence in steady heat conduction near equilibrium. By analyzing the stochastic dynamics with a nonequilibrium adiabatic boundary condition, where total energy is conserved over time,
S. Sasa +3 more
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IEEE transactions on fuzzy systems, 2021 This article investigates the adaptive event-triggered secure control design problem for a class of stochastic nonlinear high-order multiagent systems (MASs) subject to denial-of-service (DoS) attacks and actuator faults.
Xinfeng Shao, Dan Ye
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Stochastic Comparisons of Weighted Distributions and Their Mixtures
Entropy, 2020 In this paper, various stochastic ordering properties of a parametric family of weighted distributions and the associated mixture model are developed. The effect of stochastic variation of the output random variable with respect to the parameter and/or ...
Abdulhakim A. Albabtain +3 more
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Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization
Mathematics of Operations Research, 2022 We consider stochastic zeroth-order optimization over Riemannian submanifolds embedded in Euclidean space, where the task is to solve Riemannian optimization problems with only noisy objective function evaluations.
Jiaxiang Li +2 more
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