Related papers: Asymptotics of posteriors for binary branching pro…
In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…
Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring…
We introduce the BREASE framework for the Bayesian analysis of randomized controlled trials with a binary treatment and a binary outcome. Approaching the problem from a causal inference perspective, we propose parameterizing the likelihood…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition…
We present the asymptotic distribution for two-sided tests based on the profile likelihood ratio with lower and upper boundaries on the parameter of interest. This situation is relevant for branching ratios and the elements of unitary…
We continue our study of critical branching random walk and branching capacity. In this paper we introduce branching recurrence and branching transience and prove an analogous version of Wiener's Test.
Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinuities of densities. Our interest goes to estimation of the…
We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…
We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…
We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a…
We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First we characterize the set where the maximum marginal likelihood estimator is located with high…
In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…
Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
External information, such as prior information or expert opinions, can play an important role in the design, analysis and interpretation of clinical trials. However, little attention has been devoted thus far to incorporating external…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
Motivated by molecular biology, there has been an upsurge of research activities in directional statistics in general and its Bayesian aspect in particular. The central distribution for the circular case is von Mises distribution which has…
We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform…
We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…