Related papers: A scale-invariant probabilistic model based on Lei…
Preferential attachment probabilities scheme appear in the context of scale free random graphs [1],[2]. In this work we present preferential attachment probabilities scheme as a sequence of dependent Bernoulli random variables and we give…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
Denoising Diffusion Probabilistic Models (DDPM) are powerful state-of-the-art methods used to generate synthetic data from high-dimensional data distributions and are widely used for image, audio, and video generation as well as many more…
We consider the problem of finding anomalies in a $d$-dimensional field of independent random variables $\{Y_i\}_{i \in \left\{1,...,n\right\}^d}$, each distributed according to a one-dimensional natural exponential family $\mathcal F =…
Consider the following Kirchhoff type problem $$ \left\{\aligned -\bigg(a+b\int_{\mathbb{B}_R}|\nabla u|^2dx\bigg)\Delta u&= \lambda u^{q-1} + \mu u^{p-1}, &\quad \text{in}\mathbb{B}_R, \\ u&>0,&\quad\text{in}\mathbb{B}_R,\\…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…
This paper puts forward a new generalized polynomial dimensional decomposition (PDD), referred to as GPDD, comprising hierarchically ordered measure-consistent multivariate orthogonal polynomials in dependent random variables. Unlike the…
Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
Modern datasets are characterized by a large number of features that may conceal complex dependency structures. To deal with this type of data, dimensionality reduction techniques are essential. Numerous dimensionality reduction methods…
We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…
Consider a medium characterized by N points whose coordinates are randomly generated by a uniform distribution along the edges of a unitary d-dimensional hypercube. A walker leaves from each point of this disordered medium and moves…
It is well-known that the $G(n,p)$ model of random graphs undergoes a dramatic change around $p=\frac 1n$. It is here that the random graph is, almost surely, no longer a forest, and here it first acquires a giant (i.e., order $\Omega(n)$)…
We consider a $d$-dimensional random field $u=(u(x), x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D\subset \mathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$…
This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…
We study a novel class of affine invariant and consistent tests for multivariate normality. The tests are based on a characterization of the standard $d$-variate normal distribution by means of the unique solution of an initial value…
Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…
The likelihood-informed subspace (LIS) method offers a viable route to reducing the dimensionality of high-dimensional probability distributions arising in Bayesian inference. LIS identifies an intrinsic low-dimensional linear subspace…
Bayesian inversion generates a posterior distribution of model parameters from an observation equation and prior information both weighted by hyperparameters. The prior is also introduced for the hyperparameters in fully Bayesian inversions…