Random variable ordering

Stochastic dominance

Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision analysis in situations where one gamble (a probability distribution over possible outcomes, also known as prospects) can be ranked as superior to another gamble for a broad class of decision-makers. It is based on shared preferences regarding sets of possible outcomes and their associated probabilities. Only limited knowledge of preferences is required for determining dominance. Risk aversion is a factor only in second order stochastic dominance. Stochastic dominance does not give a total order, but rather only a partial order: for some pairs of gambles, neither one stochastically dominates the other, since different members of the broad class of decision-makers will differ regarding which gamble is preferable without them generally being considered to be equally attractive. (Wikipedia).

Video thumbnail

Stochasticity (3), selection versus drift.

This video looks at how the forces of genetic drift and selection work in concert with one another. In particular, it looks at when the forces of selection will be more important than drift in determining the fate of new advantageous or deleterious mutant alleles. The main result is that s

From playlist TAMU: Bio 312 - Evolution | CosmoLearning Biology

Video thumbnail

IDTIMWYTIM: Stochasticity - THAT'S Random

Hank helps us understand the difference between the colloquial meaning of randomness, and the scientific meaning, which is also known as stochasticity. We will learn how, in fact, randomness is surprisingly predictable. Like SciShow: http://www.facebook.com/scishow Follow SciShow: http://

From playlist Uploads

Video thumbnail

Fluctuation theorem for entropy production of a partial by Sanjib Sabhpandit

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Active hydrodynamics by Sriram Ramaswamy

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Binary mixtures of active and passive particles by Aditi Simha

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Stochasticity in nucleosome positioning: chromatin states and gene... by Ranjith Padinhateeri

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Stochastic Normalizing Flows

Introduction to the paper https://arxiv.org/abs/2002.06707

From playlist Research

Video thumbnail

Adaptation in changing environments by Kavita Jain

PROGRAM : STATISTICAL BIOLOGICAL PHYSICS: FROM SINGLE MOLECULE TO CELL (ONLINE) ORGANIZERS : Debashish Chowdhury (IIT Kanpur), Ambarish Kunwar (IIT Bombay) and Prabal K Maiti (IISc, Bengaluru) DATE : 07 December 2020 to 18 December 2020 VENUE :Online 'Fluctuation-and-noise' are themes th

From playlist Statistical Biological Physics: From Single Molecule to Cell (Online)

Video thumbnail

Peter Pivovarov: Random s-concave functions and isoperimetry

I will discuss stochastic geometry of s-concave functions. In particular, I will explain how a ”local” stochastic isoperimetry underlies several functional inequalities. A new ingredient is a notion of shadow systems for s-concave functions. Based on joint works with J. Rebollo Bueno.

From playlist Workshop: High dimensional spatial random systems

Video thumbnail

Topology in Biology by Julia Yeomans

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Primordial Black Holes from Quantum Diffusion during Cosmic Inflation by Vincent Vennin

PROGRAM: PHYSICS OF THE EARLY UNIVERSE - AN ONLINE PRECURSOR ORGANIZERS: Robert Brandenberger (McGill University, Montreal, Canada), Jerome Martin (Institut d'Astrophysique de Paris, France), Subodh Patil (Instituut-Lorentz for Theoretical Physics, Leiden, Netherlands) and L Sriramkumar (

From playlist Physics of The Early Universe - An Online Precursor

Video thumbnail

Scalar field theories of active systems by Cesare Nardini

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Video thumbnail

Martin Schweizer: Some stochastic Fubini theorems

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Analysis and its Applications

Video thumbnail

Stochastic Inflation and Primordial Black Holes - V. Vennin - Workshop 1 - CEB T3 2018

Vincent Vennin (APC Paris) / 17.09.2018 Stochastic Inflation and Primordial Black Holes ---------------------------------- Vous pouvez nous rejoindre sur les réseaux sociaux pour suivre nos actualités. Facebook : https://www.facebook.com/InstitutHenriPoincare/ Twitter : https://twitter.

From playlist 2018 - T3 - Analytics, Inference, and Computation in Cosmology

Video thumbnail

Large deviations of Markov processes (Part - 1) by Hugo Touchette

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

Video thumbnail

Arianna Renzini - Stochastic background searches in GW experiments - IPAM at UCLA

Recorded 15 November 2021. Arianna Renzini of the California Institute of Technology presents "Stochastic background searches in GW experiments" at IPAM's Workshop III: Source inference and parameter estimation in Gravitational Wave Astronomy. Abstract: The collection of individually resol

From playlist Workshop: Source inference and parameter estimation in Gravitational Wave Astronomy

Video thumbnail

Andreas H. Hamel: From set-valued quantiles to risk measures: a set optimization approach to...

Abstract : Some questions in mathematics are not answered for quite some time, but just sidestepped. One of those questions is the following: What is the quantile of a multi-dimensional random variable? The "sidestepping" in this case produced so-called depth functions and depth regions, a

From playlist Probability and Statistics

Video thumbnail

Dylan Possamaï: Principal Agent Modelling - lecture 1

CIRM HYBRID EVENT These lectures will consist in an overview of recent progresses made in contracting theory, using the so-called dynamic programming approach. The basic situation is that of a Principal wanting to hire an Agent to do a task on his behalf, and who has to be properly incenti

From playlist Probability and Statistics

Video thumbnail

problem set with selection by Uma Ramakrishnan

PROGRAM : PREPARATORY SCHOOL ON POPULATION GENETICS AND EVOLUTION ORGANIZERS : Deepa Agashe and Kavita Jain DATE & TIME : 04 February 2019 to 10 February 2019 VENUE :Ramanujan Lecture Hall, ICTS Bangalore The 2019 preparatory school on Population Genetics and Evolution (PGE2019) will be

From playlist Preparatory School on Population Genetics and Evolution

Video thumbnail

Universal features of current fluctuations of driven and active systems by Udo Seifert

Stochastic Thermodynamics, Active Matter and Driven Systems DATE: 07 August 2017 to 11 August 2017 VENUE: Ramanujan Lecture Hall, ICTS Bangalore. Stochastic Thermodynamics and Active Systems are areas in statistical physics which have recently attracted a lot of attention and many intere

From playlist Stochastic Thermodynamics, Active Matter and Driven Systems - 2017

Related pages

Monotonic function | If and only if | Mathematical optimization | Partially ordered set | Expected utility hypothesis | Modern portfolio theory | Cumulative distribution function | Stochastic programming | Risk aversion | Lexicographic dominance | Ordinal Pareto efficiency | Total order | Decision theory | Lagrange multiplier | Marginal conditional stochastic dominance | Concave function | Mean-preserving spread | Stochastic ordering | Probability distribution | Quantum catalyst | Random variable | Utility