Related papers: Boundary crossing Random Walks, clinical trials an…
Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…
Translating potential disease biomarkers between multi-species 'omics' experiments is a new direction in biomedical research. The existing methods are limited to simple experimental setups such as basic healthy-diseased comparisons. Most of…
We propose two-stage and sequential procedures to estimate the unknown parameter N of a binomial distribution with unknown parameter p, when we reinforce data with an independent sample of a negative-binomial experiment having the same p.
Many experiments are concerned with the comparison of counts between treatment groups. Examples include the number of successful signups in conversion rate experiments, or the number of errors produced by software versions in canary…
We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…
A classical statistical inequality is used to show that the distance covariance of two bounded random vectors is bounded from above by a simple function of the dimensionality and the bounds of the random vectors. Two special cases that…
We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…
A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…
Clinical trials traditionally employ blinding as a design mechanism to reduce the influence of placebo effects. In practice, however, it can be difficult or impossible to blind study participants and unblinded trials are common in medical…
We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…
A key challenge in causal inference from observational studies is the identification and estimation of causal effects in the presence of unmeasured confounding. In this paper, we introduce a novel approach for causal inference that…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…
Pedestrian crossing prediction has been a topic of active research, resulting in many new algorithmic solutions. While measuring the overall progress of those solutions over time tends to be more and more established due to the new publicly…
Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…
Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
We present a new approach of topology biased random walks for undirected networks. We focus on a one parameter family of biases and by using a formal analogy with perturbation theory in quantum mechanics we investigate the features of…