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The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…

Probability · Mathematics 2011-12-21 Shui Feng , Fang Xu

Assessing homogeneity of distributions is an old problem that has received considerable attention, especially in the nonparametric Bayesian literature. To this effect, we propose the semi-hierarchical Dirichlet process, a novel hierarchical…

Methodology · Statistics 2021-06-17 Mario Beraha , Alessandra Guglielmi , Fernando A. Quintana

We define the $L$-measure on the set of Dirichlet characters as an analogue of the Plancherel measure, once considered as a measure on the irreducible characters of the symmetric group. We compare the two measures and study the limit in…

Probability · Mathematics 2017-01-17 Yacine Barhoumi-Andréani

One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James , Antonio Lijoi , Igor Pruenster

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

Methodology · Statistics 2021-06-22 Jingyu He , Nicholas Polson , Jianeng Xu

Probability distribution theory helps in studying the impact of various dimensions in life while the Mittag-Leffler function and bicomplex are used in electromagnetism, quantum mechanics, and signal theory. Considering the importance of…

Probability · Mathematics 2024-11-22 Dharmendra Kumar Singh , Chinmay Sharma

Chaudhry and Qadir obtained new identities for the gamma function by using a distributional representation for it. Here we obtain new identities for the Riemann zeta function and its family by using that representation for them. This also…

Number Theory · Mathematics 2024-09-18 Asghar Qadir , Aamina Jamshaid

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

Probability · Mathematics 2016-02-05 Arun Kumar , N. S. Upadhye

This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…

Probability · Mathematics 2013-10-24 Gerard Letac , Mauro Piccioni

We prove a new mean-value theorem for Dirichlet polynomials with coefficients given by the von Mangoldt function. We then use our theorem to derive new estimates for certain exponential sums over primes. The latter have applications to…

Number Theory · Mathematics 2015-06-26 S. K. K. Choi , A. V. Kumchev

Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal processes, an efficient formula is derived for the probability…

Computation · Statistics 2022-12-15 Chaoran Hu , Vladimir Pozdnyakov , Jun Yan

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

We consider the joint value distribution of Dirichlet $L$-functions in the critical strip $\frac{1}{2} < \sigma < 1$. We show that the values of distinct Dirichlet $L$-functions are dependent in the sense that they do not behave like…

Number Theory · Mathematics 2025-09-30 Shōta Inoue , Junxian Li

L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

Methodology · Statistics 2025-05-29 Bill Z. Lin , Simon Godsill

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

Gene-gene interactions are often regarded as playing significant roles in influencing variabilities of complex traits. Although much research has been devoted to this area, to date a comprehensive statistical model that addresses the…

Applications · Statistics 2018-04-18 Durba Bhattacharya , Sourabh Bhattacharya

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

Applications · Statistics 2019-05-17 Arrigo Coen , Beatriz Godínez-Chaparro

In this paper, we study the mean value distributions of Dirichlet $L$-functions at positive integers. We give some explicit formulas for the mean values of products of two and three Dirichlet $L$-functions at positive integers weighted by…

Number Theory · Mathematics 2024-02-06 Yuan He