5 papers
On propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization
Petra Lazić, Linshan Liu, Mateusz B. Majka
We consider a class of optimization problems on the space of probability measures motivated by the mean-field approach to studying neural networks. Such problems can be solved by c…
The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
Damjana Kokol Bukovšek, Petra Lazić, Blaž Mojškerc +1
Concordance measures are used to express the degree of association between random variables. Practitioners may use several distinct concordance measures to narrow the space of poss…
Marshall-Olkin copulas revisited
Tomaž Košir, Petra Lazić, Matjaž Omladič
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theor…
On subgeometric ergodicity of regime-switching diffusion processes
Petra Lazić, Nikola Sandrić
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switch…
On Sub-Geometric Ergodicity of Diffusion Processes
Petra Lazić, Nikola Sandrić
In this article, we discuss ergodicity properties of a diffusion process given through an Itô stochastic differential equation. We identify conditions on the drift and diffusion co…