It is well known and readily seen that the maximum of n independent and uniformly on [0, 1] distributed random variables, suitably standardised, converges in total variation distance, as n increases, to the standard negative exponential distribution. We ex ...
The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...
Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...
The maximal achievable advantage of a (computationally unbounded) distinguisher to determine whether a source Z is distributed according to distribution P0 or P1, when given access to one sample of Z, is characterized by the statistical distance ...
Neural Network (NN) classifiers can assign extreme probabilities to samples that have not appeared during training (out-of-distribution samples) resulting in erroneous and unreliable predictions. One of the causes for this unwanted behaviour lies in the us ...
IEEE Institute of Electrical and Electronics Engineers2020
Mechanism design theory examines the design of allocation mechanisms or incentive systems involving multiple rational but self-interested agents and plays a central role in many societally important problems in economics. In mechanism design problems, agen ...
For many environmental processes, recent studies have shown that the dependence strength is decreasing when quantile levels increase. This implies that the popular max-stable models are inadequate to capture the rate of joint tail decay, and to estimate jo ...
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...
We consider integer programming problems in standard form max{c(T)x : Ax = b, x >= 0, x is an element of Z(n)} where A is an element of Z(mxn), b is an element of Z(m), and c is an element of Z(n). We show that such an integer program can be solved in time ...
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover th ...
Kinetic models of metabolism can be constructed to predict cellular regulation and devise metabolic engineering strategies, and various promising computational workflows have been developed in recent years for this. Due to the uncertainty in the kinetic pa ...
