Related papers: A permutation model for free random variables and …
Bayesian tests on the symmetry of the generalized von Mises model for planar directions (Gatto and Jammalamadaka, 2007) are introduced. The generalized von Mises distribution is a flexible model that can be axially symmetric or asymmetric,…
We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…
An infinite permutation $\alpha$ is a linear ordering of $\mathbb N$. We study properties of infinite permutations analogous to those of infinite words, and show some resemblances and some differences between permutations and words. In this…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…
In this paper, an analogue of matrix models from free probability is developed in the bi-free setting. A bi-matrix model is not simply a pair of matrix models, but a pair of matrix models where one element in the pair acts by…
We revive the concept of Lambda-freeness of Mlotkowski, which describes a mixture of classical and free independence between algebras of random variables. In particular, we give a description of this in terms of cumulants; this will be…
We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete random variables $X$ and $Y$ given a random variable $Z$.…
We prove a conjecture dating back to a 1978 paper of D.R.\ Musser~\cite{musserirred}, namely that four random permutations in the symmetric group $\mathcal{S}_n$ generate a transitive subgroup with probability $p_n > \epsilon$ for some…
In this text, we consider random permutations which can be written as free words in several independent random permutations: firstly, we fix a non trivial word $w$ in letters $g_1,g_1^{-1},..., g_k,g_k^{-1}$, secondly, for all $n$, we…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…
We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…
This paper examines the classical matching distribution arising in the "problem of coincidences". We generalise the classical matching distribution with a preliminary round of allocation where items are correctly matched with some fixed…
We consider the three finite free convolutions for polynomials studied in a recent paper by Marcus, Spielman, and Srivastava. Each can be described either by direct explicit formulae or in terms of operations on randomly rotated matrices.…
An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…
New inference methods for the multivariate coefficient of variation and its reciprocal, the standardized mean, are presented. While there are various testing procedures for both parameters in the univariate case, it is less known how to do…
We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…
We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…