Related papers: Gamma-Dirichlet Structure and Two Classes of Measu…
The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…
Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
It is shown that for a non-decreasing self-similar stochastic process $T$ with independent increments, the range of $T$ forms a Poisson point process with $\sigma$-finite intensity if and only if the one-dimensional distribution of $T(1)$…
We consider a trace theorem for self-similar Dirichlet forms on self-similar sets to self-similar subsets. In particular, we characterize the trace of the domains of Dirichlet forms on the Sierpinski gaskets and the Sierpinski carpets to…
We introduce a novel varying-weight dependent Dirichlet process (DDP) model that extends a recently developed semi-parametric generalized linear model (SPGLM) by adding a nonparametric Bayesian prior on the baseline distribution of the GLM.…
We perform the discrete-to-continuum limit passage for a microscopic model describing the time evolution of dislocations in a one dimensional setting. This answers the related open question raised by Geers et al. in [GPPS13]. The proof of…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations to the…
A n-step Pearson-Gamma random walk in Rd starts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has a shape parameter q>0. Constrained…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
The equations of reversible (inviscid, adiabatic) fluid dynamics have a well-known variational formulation based on Hamilton's principle and the Lagrangian, to which is associated a Hamiltonian formulation that involves a Poisson bracket…
The Dirichlet form associated with the intrinsic gradient on Poisson space is known to be quasi-regular on the complete metric space $\ddot\Gamma=$ $\{Z_+$-valued Radon measures on $\IR^d\}$. We show that under mild conditions, the set…
In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between…
We study the distribution of the unobserved states of two measure-valued diffusions of Fleming-Viot and Dawson-Watanabe type, conditional on observations from the underlying populations collected at past, present and future times. If seen…
Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…
This paper addresses the asymptotic development of order 2 by the $\Gamma$ -convergence of the Cahn-Hilliard functional with Dirichlet boundary conditions. The Dirichlet data are assumed to be well separated from one of the two wells. In…