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Jean-Luc Marichal

Publications and source records attributed to Jean-Luc Marichal.

At least 55 records · Page 3Linked to original sources
arXiv2012

Computing system signatures through reliability functions

It is known that the Barlow-Proschan index of a system with i.i.d. component lifetimes coincides with the Shapley value, a concept introduced earlier in cooperative game theory. Due to a result by Owen, this index can be computed efficiently by integrating the first derivatives of the reliability function of the system along the main diagonal of the unit hypercube. The Samaniego signature of such a system is another important index that can be computed for instance by Boland's formula, which requires the knowledge of every value of the associated structure function. We show how the signature can be computed more efficiently from the diagonal section of the reliability function via derivatives. We then apply our method to the computation of signatures for systems partitioned into disjoint modules with known signatures.

math.PR↗
arXiv2012

Aczélian n-ary semigroups

We show that the real continuous, symmetric, and cancellative n-ary semigroups are topologically order-isomorphic to additive real n-ary semigroups. The binary case (n=2) was originally proved by Aczél (1949); there symmetry was redundant.

math.RA↗
arXiv2012

Locally monotone Boolean and pseudo-Boolean functions

We propose local versions of monotonicity for Boolean and pseudo-Boolean functions: say that a pseudo-Boolean (Boolean) function is p-locally monotone if none of its partial derivatives changes in sign on tuples which differ in less than p positions. As it turns out, this parameterized notion provides a hierarchy of monotonicities for pseudo-Boolean (Boolean) functions. Local monotonicities are shown to be tightly related to lattice counterparts of classical partial derivatives via the notion of permutable derivatives. More precisely, p-locally monotone functions are shown to have p-permutable lattice derivatives and, in the case of symmetric functions, these two notions coincide. We provide further results relating these two notions, and present a classification of p-locally monotone functions, as well as of functions having p-permutable derivatives, in terms of certain forbidden "sections", i.e., functions which can be obtained by substituting constants for variables. This description is made explicit in the special case when p=2.

cs.DM↗
arXiv2012

Symmetric approximations of pseudo-Boolean functions with applications to influence indexes

We introduce an index for measuring the influence of the k-th smallest variable on a pseudo-Boolean function. This index is defined from a weighted least squares approximation of the function by linear combinations of order statistic functions. We give explicit expressions for both the index and the approximation and discuss some properties of the index. Finally, we show that this index subsumes the concept of system signature in engineering reliability and that of cardinality index in decision making.

math.OC↗
arXiv2012

Polynomial functions over bounded distributive lattices

Let L be a bounded distributive lattice. We give several characterizations of those L^n --> L mappings that are polynomial functions, i.e., functions which can be obtained from projections and constant functions using binary joins and meets. Moreover, we discuss the disjunctive normal form representations of these polynomial functions.

math.RA↗
arXiv2011

Axiomatizations of quasi-Lovász extensions of pseudo-Boolean functions

We introduce the concept of quasi-Lovász extension as being a mapping $f\colon I^n\to\R$ defined on a nonempty real interval $I$ containing the origin and which can be factorized as $f(x_1,...,x_n)=L(ϕ(x_1),...,ϕ(x_n))$, where $L$ is the Lovász extension of a pseudo-Boolean function $ψ\colon\{0,1\}^n\to\R$ (i.e., the function $L\colon\R^n\to\R$ whose restriction to each simplex of the standard triangulation of $[0,1]^n$ is the unique affine function which agrees with $ψ$ at the vertices of this simplex) and $ϕ\colon I\to\R$ is a nondecreasing function vanishing at the origin. These functions appear naturally within the scope of decision making under uncertainty since they subsume overall preference functionals associated with discrete Choquet integrals whose variables are transformed by a given utility function. To axiomatize the class of quasi-Lovász extensions, we propose generalizations of properties used to characterize the Lovász extensions, including a comonotonic version of modularity and a natural relaxation of homogeneity. A variant of the latter property enables us to axiomatize also the class of symmetric quasi-Lovász extensions, which are compositions of symmetric Lovász extensions with 1-place nondecreasing odd functions.

math.FA↗
arXiv2011

Axiomatizations of Lovász extensions of pseudo-Boolean functions

Three important properties in aggregation theory are investigated, namely horizontal min-additivity, horizontal max-additivity, and comonotonic additivity, which are defined by certain relaxations of the Cauchy functional equation in several variables. We show that these properties are equivalent and we completely describe the functions characterized by them. By adding some regularity conditions, these functions coincide with the Lovász extensions vanishing at the origin, which subsume the discrete Choquet integrals. We also propose a simultaneous generalization of horizontal min-additivity and horizontal max-additivity, called horizontal median-additivity, and we describe the corresponding function class. Additional conditions then reduce this class to that of symmetric Lovász extensions, which includes the discrete symmetric Choquet integrals.

math.FA↗
arXiv2011

On signature-based expressions of system reliability

The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors of systems. In particular, it provides an interesting signature-based representation of the system reliability in terms of reliabilities of k-out-of-n systems. In the non-i.i.d. case, we show that, at any time, this representation still holds true for every coherent system if and only if the component states are exchangeable. We also discuss conditions for obtaining an alternative representation of the system reliability in which the signature is replaced by its non-i.i.d. extension. Finally, we discuss conditions for the system reliability to have both representations.

math.PR↗
arXiv2011

Reliability of systems with dependent components based on lattice polynomial description

Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" function. Based on that descriptor, general framework formulas are developed and used to obtain direct results for the cases where a) the lifetimes are "Bayes-dependent", that is, their interdependence is due to external factors (in particular, where the factor is the "preliminary phase" duration) and b) where the lifetimes' dependence is implied by upper or lower bounds on lifetimes of components in some subsets of the system. (The bounds may be imposed externally based, say, on the connections environment.) Several special cases are investigated in detail.

math.PR↗
arXiv2011

Measuring the interactions among variables of functions over the unit hypercube

By considering a least squares approximation of a given square integrable function $f\colon[0,1]^n\to\R$ by a multilinear polynomial of a specified degree, we define an index which measures the overall interaction among variables of $f$. This definition extends the concept of Banzhaf interaction index introduced in cooperative game theory. Our approach is partly inspired from multilinear regression analysis, where interactions among the independent variables are taken into consideration. We show that this interaction index has appealing properties which naturally generalize the properties of the Banzhaf interaction index. In particular, we interpret this index as an expected value of the difference quotients of $f$ or, under certain natural conditions on $f$, as an expected value of the derivatives of $f$. These interpretations show a strong analogy between the introduced interaction index and the overall importance index defined by Grabisch and Labreuche [7]. Finally, we discuss a few applications of the interaction index.

math.OC↗
arXiv2011

Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations

The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give an explicit expression for this extension as a difference of weighted means of the structure function values. We then derive a formula for the computation of the coefficients of these weighted means in the special case of independent continuous lifetimes. Finally, we interpret this extended concept of signature through a natural least squares approximation problem.

math.PR↗
arXiv2011

Weighted Banzhaf power and interaction indexes through weighted approximations of games

The Banzhaf power index was introduced in cooperative game theory to measure the real power of players in a game. The Banzhaf interaction index was then proposed to measure the interaction degree inside coalitions of players. It was shown that the power and interaction indexes can be obtained as solutions of a standard least squares approximation problem for pseudo-Boolean functions. Considering certain weighted versions of this approximation problem, we define a class of weighted interaction indexes that generalize the Banzhaf interaction index. We show that these indexes define a subclass of the family of probabilistic interaction indexes and study their most important properties. Finally, we give an interpretation of the Banzhaf and Shapley interaction indexes as centers of mass of this subclass of interaction indexes.

math.OC↗
arXiv2010

Quasi-polynomial functions over bounded distributive lattices

In [arXiv 0811.3913] the authors introduced the notion of quasi-polynomial function as being a mapping f: X^n -> X defined and valued on a bounded chain X and which can be factorized as f(x_1,...,x_n)=p(phi(x_1),...,phi(x_n)), where p is a polynomial function (i.e., a combination of variables and constants using the chain operations / and) and phi is an order-preserving map. In the current paper we study this notion in the more general setting where the underlying domain and codomain sets are, possibly different, bounded distributive lattices, and where the inner function is not necessarily order-preserving. These functions appear naturally within the scope of decision making under uncertainty since, as shown in this paper, they subsume overall preference functionals associated with Sugeno integrals whose variables are transformed by a given utility function. To axiomatize the class of quasi-polynomial functions, we propose several generalizations of well-established properties in aggregation theory, as well as show that some of the characterizations given in [arXiv 0811.3913] still hold in this general setting. Moreover, we investigate the so-called transformed polynomial functions (essentially, compositions of unary mappings with polynomial functions) and show that, under certain conditions, they reduce to quasi-polynomial functions.

math.FA↗
arXiv2010

Axiomatizations of signed discrete Choquet integrals

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lovász extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this generalized Choquet integral, given in terms of certain functional equations, as well as by necessary and sufficient conditions which reveal desirable properties in aggregation theory.

math.FA↗
arXiv2010

Solving Chisini's functional equation

We investigate the n-variable real functions G that are solutions of the Chisini functional equation F(x)=F(G(x),...,G(x)), where F is a given function of n real variables. We provide necessary and sufficient conditions on F for the existence and uniqueness of solutions. When F is nondecreasing in each variable, we show in a constructive way that if a solution exists then a nondecreasing and idempotent solution always exists. We also provide necessary and sufficient conditions on F for the existence of continuous solutions and we show how to construct such a solution. We finally discuss a few applications of these results.

math.FA↗
arXiv2010

Measuring the influence of the k-th largest variable on functions over the unit hypercube

By considering a least squares approximation of a given square integrable function f:[0,1]^n --> R by a shifted L-statistic function (a shifted linear combination of order statistics), we define an index which measures the global influence of the k-th largest variable on f. We show that this influence index has appealing properties and we interpret it as an average value of the difference quotient of f in the direction of the k-th largest variable or, under certain natural conditions on f, as an average value of the derivative of f in the direction of the k-th largest variable. We also discuss a few applications of this index in statistics and aggregation theory.

math.OC↗
arXiv2010

Associative polynomial functions over bounded distributive lattices

The associativity property, usually defined for binary functions, can be generalized to functions of a given fixed arity n>=1 as well as to functions of multiple arities. In this paper, we investigate these two generalizations in the case of polynomial functions over bounded distributive lattices and present explicit descriptions of the corresponding associative functions. We also show that, in this case, both generalizations of associativity are essentially the same.

math.RA↗