高斯混合的凸比较

IF 1.4 3区数学 Q2 STATISTICS & PROBABILITY

Journal of Multivariate Analysis Pub Date : 2025-05-07 DOI:10.1016/j.jmva.2025.105448

Benjamin Jourdain , Gilles Pagès

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引用次数: 0

摘要

摘要在研究随机微分方程半群的凸性传播和两类随机微分方程解分布的凸比较的基础上，研究了高斯分布与高斯混合分布的凸阶比较。给出并讨论了凸序的内在充分必要条件。从我们算出的例子来看，这两种情况似乎是密切相关的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Convex comparison of Gaussian mixtures

Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such equations, we study the comparison for the convex order between a Gaussian distribution and a Gaussian mixture. We give and discuss intrinsic necessary and sufficient conditions for convex ordering. On the examples that we have worked out, the two conditions appear to be closely related.

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来源期刊

Journal of Multivariate Analysis 数学-统计学与概率论

CiteScore

2.40

自引率

25.00%

发文量

108

审稿时长

74 days

期刊介绍： Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.