The incompatible probability represents an important non-classical phenomenon, and it describes conflicting observed marginal probabilities, which cannot be satisfied with a joint probability. First, the incompatibili...The incompatible probability represents an important non-classical phenomenon, and it describes conflicting observed marginal probabilities, which cannot be satisfied with a joint probability. First, the incompatibility of random variables was defined and discussed via the non-positive semi-definiteness of their covariance matrixes. Then, a method was proposed to verify the existence of incompatible probability for variables. A hypothesis testing was also applied to reexamine the likelihood of the observed marginal probabilities being integrated into a joint probability space, thus showing the statistical significance of incompatible probability cases. A case study with user click-through data provided the initial evidence of the incompatible probability in information retrieval (IR), particularly in user interaction. The experiments indicate that both incompatible and compatible cases can be found in IR data, and informational queries are more likely to be compatible than navigational queries. The results inspire new theoretical perspectives of modeling the complex interactions and phenomena in IR.展开更多
Considering that the probability distribution of random variables in stochastic programming usually has incomplete information due to a perfect sample data in many real applications, this paper discusses a class of tw...Considering that the probability distribution of random variables in stochastic programming usually has incomplete information due to a perfect sample data in many real applications, this paper discusses a class of two-stage stochastic programming problems modeling with maximum minimum expectation compensation criterion (MaxEMin) under the probability distribution having linear partial information (LPI). In view of the nondifferentiability of this kind of stochastic programming modeling, an improved complex algorithm is designed and analyzed. This algorithm can effectively solve the nondifferentiable stochastic programming problem under LPI through the variable polyhedron iteration. The calculation and discussion of numerical examples show the effectiveness of the proposed algorithm.展开更多
基金Supported by National Basic Research Program of China("973"Program,No.2013cb329304)Natural Science Foundation of China(No.61105072,No.61070044 and No.61111130190)International Joint Research Project"QONTEXT"of the Council of European Union
文摘The incompatible probability represents an important non-classical phenomenon, and it describes conflicting observed marginal probabilities, which cannot be satisfied with a joint probability. First, the incompatibility of random variables was defined and discussed via the non-positive semi-definiteness of their covariance matrixes. Then, a method was proposed to verify the existence of incompatible probability for variables. A hypothesis testing was also applied to reexamine the likelihood of the observed marginal probabilities being integrated into a joint probability space, thus showing the statistical significance of incompatible probability cases. A case study with user click-through data provided the initial evidence of the incompatible probability in information retrieval (IR), particularly in user interaction. The experiments indicate that both incompatible and compatible cases can be found in IR data, and informational queries are more likely to be compatible than navigational queries. The results inspire new theoretical perspectives of modeling the complex interactions and phenomena in IR.
文摘Considering that the probability distribution of random variables in stochastic programming usually has incomplete information due to a perfect sample data in many real applications, this paper discusses a class of two-stage stochastic programming problems modeling with maximum minimum expectation compensation criterion (MaxEMin) under the probability distribution having linear partial information (LPI). In view of the nondifferentiability of this kind of stochastic programming modeling, an improved complex algorithm is designed and analyzed. This algorithm can effectively solve the nondifferentiable stochastic programming problem under LPI through the variable polyhedron iteration. The calculation and discussion of numerical examples show the effectiveness of the proposed algorithm.
