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In this note, we establish an asymptotic expansion for the centering parameter appearing in the central limit theorems for linear spectral statistic of large-dimensional sample covariance matrices when the population has a spiked covariance…

Probability · Mathematics 2013-07-08 Qinwen Wang , Jack W. Silverstein , Jianfeng Yao

We establish convergence to the Kingman coalescent for the genealogy of a geographically - or otherwise - structured version of the Wright-Fisher population model with fast migration. The new feature is that migration probabilities may…

Probability · Mathematics 2010-06-25 Serik Sagitov , Peter Jagers , Vladimir Vatutin

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

In this work, the development and implementation of the effective stochastic potential (ESP) method is presented to perform efficient conformational sampling of molecules. The overarching goal of this work is to alleviate the computational…

Chemical Physics · Physics 2018-08-01 Jeremy A. Scher , Michael G. Bayne , Amogh Srihari , Shikha Nangia , Arindam Chakraborty

Kingman derived the Ewens sampling formula for random partitions describing the genetic variation in a neutral mutation model defined by a Poisson process of mutations along lines of descent governed by a simple coalescent process, and…

Probability · Mathematics 2007-05-23 Rui Dong , Alexander Gnedin , Jim Pitman

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

The self-consistent expansion (SCE) is a powerful technique for obtaining perturbative solutions to problems in statistical physics but it suffers from a subtle problem - too much freedom! The SCE can be used to generate an enormous number…

Statistical Mechanics · Physics 2024-07-12 Chanania Steinbock , Eytan Katzav

The Expectation Maximization (EM) algorithm is widely used as an iterative modification to maximum likelihood estimation when the data is incomplete. We focus on a semi-supervised case to learn the model from labeled and unlabeled samples.…

Machine Learning · Computer Science 2023-01-26 Erixhen Sula , Lizhong Zheng

This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…

Machine Learning · Statistics 2025-07-30 Urban Eriksson

Let the term $k$-representation refer to the permutation representations of the symmetric group $\mathfrak{S}_n$ on $k$-tuples and $k$-subsets as well as the $S^{(n-k,1^k)}$ irreducible representation of $\mathfrak{S}_n$. Endow…

Probability · Mathematics 2018-10-30 Benjamin Tsou

The Conway-Maxwell-Poisson distribution is a two-parameter generalisation of the Poisson distribution that can be used to model data that is under- or over-dispersed relative to the Poisson distribution. The normalizing constant…

Statistics Theory · Mathematics 2019-04-05 Robert E. Gaunt , Satish Iyengar , Adri B. Olde Daalhuis , Burcin Simsek

The sample frequency spectrum (SFS), which describes the distribution of mutant alleles in a sample of DNA sequences, is a widely used summary statistic in population genetics. The expected SFS has a strong dependence on the historical…

Populations and Evolution · Quantitative Biology 2017-12-19 Zvi Rosen , Anand Bhaskar , Sebastien Roch , Yun S. Song

The energy stable flux reconstruction (ESFR) method provides an efficient and flexible framework to devise high-order linearly stable numerical schemes which can achieve high levels of accuracy on unstructured grids. While superconvergent…

Numerical Analysis · Mathematics 2025-10-29 Mathias Dufresne-Piché , Siva Nadarajah

Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a…

Probability · Mathematics 2016-05-05 Sumit Mukherjee

This paper introduces the Trimmed Functional Empirical Process (TFEP) as a robust framework for statistical inference when dealing with heavy-tailed or skewed distributions, where classical moments such as the mean or variance may be…

Methodology · Statistics 2025-12-09 Abdoulaye Camara , Saliou Diouf , Moumouni Diallo , Gane Samb Lo

Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…

Statistics Theory · Mathematics 2007-06-13 B. Clarke , Ao Yuan

In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…

Machine Learning · Statistics 2018-12-24 Zhenghan Zhu , Steven Kay

The Ewens-Pitman model is a probability distribution for random partitions of the set $[n]=\{1,\ldots,n\}$, parameterized by $\alpha\in[0,1)$ and $\theta>-\alpha$, with $\alpha=0$ corresponding to the Ewens model in population genetics. The…

Probability · Mathematics 2025-03-11 Bernard Bercu , Stefano Favaro

Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Yue Ju , Biqiang Mu , Lennart Ljung , Tianshi Chen