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The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

Probability · Mathematics 2016-02-29 Shui Feng , Fuqing Gao , Youzhou Zhou

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's…

Machine Learning · Statistics 2012-01-26 Mahmoud Zarepour , Luai Al Labadi

Motivated by applications in functional data analysis, we study the partial sum process of sparsely observed, random functions. A key novelty of our analysis are bounds for the distributional distance between the limit Brownian motion and…

Statistics Theory · Mathematics 2025-06-27 Tim Kutta , Piotr Kokoszka

This paper shows how the variational Bayes method provides a computational efficient technique in the context of hierarchical modelling using Dirichlet process priors, in particular without requiring conjugate prior assumption. It shows,…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

We study the use of a deep Gaussian process (DGP) prior in a general nonlinear inverse problem satisfying certain regularity conditions. We prove that when the data arises from a true parameter $\theta^*$ with a compositional structure, the…

Statistics Theory · Mathematics 2023-12-25 Kweku Abraham , Neil Deo

We study the thick points of branching Brownian motion and branching random walk with a critical branching mechanism, focusing on the critical dimension $d = 4$. We determine the exponent governing the probability to hit a small ball with…

Probability · Mathematics 2025-12-01 Nathanaël Berestycki , Tom Hutchcroft , Antoine Jego

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Statistics Theory · Mathematics 2007-06-13 Man-Wai Ho

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…

Probability · Mathematics 2009-06-15 Shui Feng , Fuqing Gao

The Lauricella theory of multiple hypergeometric functions is used to shed some light on certain distributional properties of the mean of a Dirichlet process. This approach leads to several results, which are illustrated here. Among these…

Probability · Mathematics 2016-09-07 Antonio Lijoi , Eugenio Regazzini

For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…

Methodology · Statistics 2018-08-21 Holger Sennhenn-Reulen

In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…

Statistics Theory · Mathematics 2021-06-03 Indrabati Bhattacharya , Subhashis Ghosal

This paper introduces a novel parameter estimation method for the probability tables of Bayesian network classifiers (BNCs), using hierarchical Dirichlet processes (HDPs). The main result of this paper is to show that improved parameter…

Machine Learning · Computer Science 2018-05-09 Francois Petitjean , Wray Buntine , Geoffrey I. Webb , Nayyar Zaidi

In this article we study the Dyson Bessel process, which describes the evolution of singular values of rectangular matrix Brownian motions, and prove a large deviation principle for its empirical particle density. We then use it to obtain…

Probability · Mathematics 2021-06-15 Alice Guionnet , Jiaoyang Huang

We consider generalized Bayesian inference on stochastic processes and dynamical systems with potentially long-range dependency. Given a sequence of observations, a class of parametrized model processes with a prior distribution, and a loss…

Statistics Theory · Mathematics 2023-04-26 Langxuan Su , Sayan Mukherjee

The Whittle likelihood is widely used for Bayesian nonparametric estimation of the spectral density of stationary time series. However, the loss of efficiency for non-Gaussian time series can be substantial. On the other hand, parametric…

Methodology · Statistics 2017-01-19 Claudia Kirch , Matthew C. Edwards , Alexander Meier , Renate Meyer

In previous work it was shown that if certain series based on sums over primes of non-principal Dirichlet characters have a conjectured random walk behavior, then the Euler product formula for its $L$-function is valid to the right of the…

Number Theory · Mathematics 2021-10-28 André LeClair

In many applications there is interest in estimating the relation between a predictor and an outcome when the relation is known to be monotone or otherwise constrained due to the physical processes involved. We consider one such…

Methodology · Statistics 2020-12-23 Ander Wilson , Jessica Tryner , Christian L'Orange , John Volckens

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

The model consists of a signal process $X$ which is a general Brownian diffusion process and an observation process $Y$, also a diffusion process, which is supposed to be correlated to the signal process. We suppose that the process $Y$ is…

Probability · Mathematics 2012-11-20 Christophe Pofeta , Abass Sagna