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Under a multinormal distribution with an arbitrary unknown covariance matrix, the main purpose of this paper is to propose a framework to achieve the goal of reconciliation of Bayesian, frequentist, and Fisher's reporting $p$-values,…

Statistics Theory · Mathematics 2024-12-10 Ming-Tien Tsai

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…

Applications · Statistics 2009-07-29 Marie-Pierre Etienne , Eric Parent , Benoit Hugues , Bernier Jacques

Consider a centered smooth Gaussian random field $\{X(t), t\in T \}$ with a general (nonconstant) variance function. In this work, we demonstrate that as $u \to \infty$, the excursion probability $\mathbb{P}\{\sup_{t\in T} X(t) \geq u\}$…

Probability · Mathematics 2023-09-12 Dan Cheng

AIMS. The maximum-likelihood method is the standard approach to obtain model fits to observational data and the corresponding confidence regions. We investigate possible sources of bias in the log-likelihood function and its subsequent…

Astrophysics · Physics 2009-11-11 J. Hartlap , P. Simon , P. Schneider

In contingency table analysis, the odds ratio is a commonly applied measure used to summarize the degree of association between two categorical variables, say R and S. Suppose now that for each individual in the table, a vector of…

Methodology · Statistics 2012-11-16 Francis K. C. Hui , Gery Geenens

One major open conjecture in the area of critical random graphs, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [23, 24, 28, 63] is as follows: for a wide array of random…

Probability · Mathematics 2017-01-17 Shankar Bhamidi , Remco van der Hofstad , Sanchayan Sen

We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…

Probability · Mathematics 2026-03-06 Johannes Heiny , Tiefeng Jiang , Tuan Pham , Yongcheng Qi

The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 Dmitri Pogosyan , Christophe Gay , Christophe Pichon

Recovering microscopic couplings directly from data provides a route to solving the inverse problem in statistical field theories, one that complements the traditional-often computationally intractable-forward approach of predicting…

Statistical Mechanics · Physics 2025-11-24 Shreya Shukla , Abhijith Jayakumar , Andrey Y. Lokhov

Graphical model selection is a seemingly impossible task when many pairs of variables are never jointly observed; this requires inference of conditional dependencies with no observations of corresponding marginal dependencies. This…

Statistics Theory · Mathematics 2023-02-16 Giuseppe Vinci , Gautam Dasarathy , Genevera I. Allen

We introduce a new kind of likelihood function based on the sequence of moments of the data distribution. Both binned and unbinned data samples are discussed, and the multivariate case is also derived. Building on this approach we lay out…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Sylvain Fichet

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

Finding the most likely (MAP) configuration of a Markov random field (MRF) is NP-hard in general. A promising, recent technique is to reduce the problem to finding a maximum weight stable set (MWSS) on a derived weighted graph, which if…

Artificial Intelligence · Computer Science 2013-09-27 Adrian Weller , Tony S. Jebara

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

We show how it is possible to assess the rate of convergence in the Gaussian approximation of triangular arrays of $U$-statistics, built from wavelets coefficients evaluated on a homogeneous spherical Poisson field of arbitrary dimension.…

Probability · Mathematics 2017-12-20 Solesne Bourguin , Claudio Durastanti , Domenico Marinucci , Giovanni Peccati

The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…

Statistics Theory · Mathematics 2020-08-11 Zijian Guo , Cun-Hui Zhang

In this paper we study the behavior of maximum out/in-degree of binomial/Poisson random scaled sector graphs in the presence of random vertex and edge faults. We prove that the probability distribution of maximum degrees for random faulty…

Combinatorics · Mathematics 2019-09-18 Yilun Shang

Statistical field theory methods have been very successful with a number of random graph and random matrix problems, but it is challenging to apply these methods to graphs with prescribed degree sequences due to the extensive number of…

Statistical Mechanics · Physics 2025-05-20 Pawat Akara-pipattana , Oleg Evnin

In paired design studies, it is common to have multiple measurements taken for the same set of subjects under different conditions. In observational studies, it is many times of interest to conduct pair matching on multiple covariates…

Methodology · Statistics 2021-09-21 Jingru Zhang , Hao Chen , Xiao-Hua Zhou

Consider the random graph $G({\mathcal P}_{n},r)$ whose vertex set ${\mathcal P}_{n}$ is a Poisson point process of intensity $n$ on $(- \frac{1}{2}, \frac{1}{2}]^d$, $d \geq 2$. Any two vertices $X_i,X_j \in {\mathcal P}_{n}$ are connected…

Probability · Mathematics 2015-10-20 Srikanth K. Iyer