Journal ArticleDOI
Inequalities: Theory of Majorization and Its Applications, Second Edition by Albert W. Marshall, Ingram Olkin, Barry C. Arnold
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This article is published in International Statistical Review.The article was published on 2011-08-01. It has received 67 citations till now.read more
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Optimal Strategies for Communication and Remote Estimation With an Energy Harvesting Sensor
TL;DR: In this paper, the authors considered a distributed estimation problem with an energy harvesting sensor and a remote estimator, where the sensor observes the state of a discrete-time source which may be a finite state Markov chain or a multidimensional linear Gaussian system.
Journal ArticleDOI
Global analytic solution of fully-observed variational Bayesian matrix factorization
TL;DR: This paper shows that a better option is available for fully-observed VBMF--the global solution can be analytically computed, and it is shown that the global optimal solution of empirical V BMF (where hyperparameters are also learned from data) can also be analyrically computed.
Journal ArticleDOI
Fat tails, VaR and subadditivity☆
TL;DR: In this paper, the authors show that the value-at-risk (VaR) portfolio measure is subadditive in the relevant tail region if asset returns are multivariate regularly varying, thus allowing for dependent returns.
Journal ArticleDOI
Extremal Dependence Concepts
Giovanni Puccetti,Ruodu Wang +1 more
TL;DR: It is shown that negative dependence plays an equally important role in the solution of many optimization problems, and is introduced as a novel notion, which in a general sense includes the existing ones as particular cases.
Journal ArticleDOI
Orderings of coherent systems with randomized dependent components
TL;DR: This study provides sufficient conditions on the component’s lifetimes and on the random numbers of components chosen from the two stocks in order to improve the reliability of the whole system according to different stochastic orders.
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Posted ContentDOI
A geometric approach to mechanism design
Jacob K. Goeree,Alexey Kushnir +1 more
TL;DR: In this paper, the duality between a closed convex set and its support function has been studied in the context of reduced-form auctions in social choice problems, and the authors extend the Maskin-Riley-Matthews-Border conditions for reduced-Form auctions to social choice environments.
Posted Content
Utilitarianism or Welfarism: Does it Make a Difference?
TL;DR: A closedness condition is identified which, if satisfied by a class of n-tuples of utility functions, guarantees that the rankings of social states induced by utilitarian and welfarist unanimities over that class are identical.
Journal ArticleDOI
Utilitarianism or Welfarism: Does it Make a Difference?
TL;DR: In this article, it is shown that it is possible to reconcile the utilitarian and welfarist principles under the requirement of unanimity provided that the set of profiles over which the consensus is attained is rich enough.