Related papers: Asymptotic Results for the Two-parameter Poisson-D…
This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…
Convergence of order $O(1/\sqrt{n})$ is obtained for the distance in total variation between the Poisson distribution and the distribution of the number of fixed size cycles in generalized random graphs with random vertex weights. The…
We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…
We study the general fragmentation process starting from one element of size unity (E=1). At each elementary step, each existing element of size $E$ can be fragmented into $k\,(\ge 2)$ elements with probability $p_k$. From the continuous…
Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…
In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a…
It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
We prove a long-standing conjecture which characterises the Ewens-Pitman two-parameter family of exchangeable random partitions, plus a short list of limit and exceptional cases, by the following property: for each $n = 2,3, >...$, if one…
We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…
In general, the distribution of residuals cannot be obtained explicitly. We give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order $n^{-1}$, where $n$ is the sample size.…
The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…
Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution,…
We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a…
We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…