Related papers: Representation Theorems for Quadratic ${\cal F}$-C…
The correct inferential object in claims reserving is the conditional predictive distribution $p(R \mid \mathcal{D}, \hat\theta)$, where $\mathcal{D}$ is the observed triangle held fixed. We refer to this as the conditioning principle. All…
We consider a differential algebra F of formal power series in infinitely many variables. We define the important notions of a normalized set of generators for an ideal of F and a regular quotient algebra. The concept of the passive…
Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…
Starting with the average particle distribution function for bosons and fermions for non-extensive thermodynamics , as proposed in \cite{CMP}, we obtain the corresponding density matrix operators and hamiltonians. In particular, for the…
We provide a theory of the Fourier-Jacobi expansion for automorphic forms on simple adjoint groups of some general class. This theory respects the Heisenberg parabolic subgroups, whose unipotent radicals are the Heisenberg groups uniformly…
We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…
Let $-d$ be a a negative discriminant and let $T$ vary over a set of representatives of the integral equivalence classes of integral binary quadratic forms of discriminant $-d$. We prove an asymptotic formula for $d \to \infty$ for the…
We show that the left regular representation of Neretin groups is factorial, providing the first example of a non-discrete simple group with this property. This is based on a new criterion of factoriality for totally disconnected groups.…
Small representations of a group bring us to large symmetries in a representation space. Analysis on minimal representations utilises large symmetries in their geometric models, and serves as a driving force in creating new interesting…
The concept of conditional expectation is important in applications of probability and statistics in many areas such as reliability engineering, economy, finance, and actuarial sciences due to its property of being the best predictor of a…
Default logic can be regarded as a mechanism to represent families of belief sets of a reasoning agent. As such, it is inherently second-order. In this paper, we study the problem of representability of a family of theories as the set of…
This paper presents a quadratic formula-based nonlinear representation for a given single-variable function f(x), $-1 \leq x \leq 1$. First, we construct the explicit polynomial coefficient functions a(x), b(x), and c(x) using a…
We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…
As machine learning-based prediction systems are increasingly used in high-stakes situations, it is important to understand how such predictive models will perform upon deployment. Distribution-free uncertainty quantification techniques…
Let K be a maximal unramified extension of a nonarchimedean local field with arbitrary residual characteristic p. Let G be a reductive group over K which splits over a tamely ramified extension of K. We show that the associated Moy-Prasad…
Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…
We consider a general class of regularization methods which learn a vector of parameters on the basis of linear measurements. It is well known that if the regularizer is a nondecreasing function of the inner product then the learned vector…
I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…
The problem of belief tracking in the presence of stochastic actions and observations is pervasive and yet computationally intractable. In this work we show however that probabilistic beliefs can be maintained in factored form exactly and…
We introduce a versatile numerical method for modeling light diffraction in periodically patterned photonic structures containing quadratically nonlinear non-centrosymmetric optical materials. Our approach extends the generalized source…