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A Short Note on the Twice Differentiability of the Marginal Function of a Convex Function
The main result concerns the second-order differentiability of the marginal function of a convex twice differentiable function. The inf-convolution...
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Robust Risk Management via Multi-marginal Optimal Transport
We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual...
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A general framework for multi-marginal optimal transport
We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under...
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An Approximate Iterative Algorithm for Modeling of Non-Gaussian Vectors with Given Marginal Distributions and Covariance Matrix
AbstractA new iterative method for modeling of non-Gaussian random vectors with given marginal distributions and a covariance matrix is proposed in...
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Marginal dynamics of interacting diffusions on unimodular Galton–Watson trees
Consider a system of homogeneous interacting diffusive particles labeled by the nodes of a unimodular Galton–Watson tree, where the state of each...
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Estimating the marginal cost to deliver to individual customers
This paper proposes a scenario sampling-based framework to estimate the expected incremental routing cost required so as to incorporate a target...
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Comonotone lower probabilities with robust marginal distributions functions
One of the usual dependence structures between random variables is comononicity, which refers to random variables that increase or decrease...
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Algorithms for maximizing monotone submodular function minus modular function under noise
Submodular function has the property of diminishing marginal gain, and thus it has a wide range of applications in combinatorial optimization and in...
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Marginal Problem
The SOT is a class of marginal problems, in that it constructs a semimartingale with given marginal distributions as a minimizer of a variational...
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Subdifferentials of the Marginal Functions in Parametric Convex Optimization via Intersection Formulas
The aim of the present work is to use a metric intersection formula to estimate the subdifferential of the marginal function in the convex setting....
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Marginal sufficiency
A proof that marginal sufficiency implies sufficiency is presented.
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Parametric general fractional calculus: nonlocal operators acting on function with respect to another function
In this paper, we present the definitions and some properties of the general fractional integrals (GFIs) and general fractional derivatives (GFDs) of...
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Modified Ambiguity Function and Wigner Distribution Associated With Quadratic-Phase Fourier Transform
The ambiguity function (AF) and Wigner distribution (WD) play an important role not only in non-stationary signal processing but also in radar and...
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Toward the Marginal Revolution: The Foundational Status of Antoine-Augustin Cournot
Cournot’s[aut]Cournot, A.A." Researches into the Mathematical Principles of the Theory of Wealth (1838) was a major breakthrough towards modern...
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Bidirectional Texture Function Modeling
An authentic material’s surface reflectance function is a complex function of over 16 physical variables, which are unfeasible both to measure and to...
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Undesirable factors and marginal rates of substitution in Data Envelopment Analysis
In some processes and systems, undesirable inputs and outputs may be presented along with desirable measures. Undesirable factors play a significant...
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Marginal and Functional Quantization of Stochastic Processes
Vector Quantization, a pioneering discretization method based on nearest neighbor search, emerged in the 1950s primarily in signal processing,...
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The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution
Using recent results concerning non-uniqueness of the center of the mix for completely mixable probability distributions, we obtain the following...
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Maximizing the Differences Between a Monotone DR-Submodular Function and a Linear Function on the Integer Lattice
In this paper, we investigate the maximization of the differences between a nonnegative monotone diminishing return submodular (DR-submodular)...
