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Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…

Probability · Mathematics 2014-06-17 Lev B. Klebanov , Lenka Slámová

Several characterizations of the Generalized Inverse Gaussian (GIG) distribution have been proposed in the literature, especially over the past two decades. These characterization theorems are surveyed, and two new characterizations are…

Probability · Mathematics 2013-12-30 Angelo Efoevi Koudou , Christophe Ley

We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $\mathbb{R}^d$ having finite first moment. Building on previous univariate findings, we solve an integro-partial differential Stein…

Probability · Mathematics 2019-04-08 Benjamin Arras , Christian Houdré

We investigate the common underlying discrete structures for various smooth and discrete nets. The main idea is to impose the characteristic properties of the nets not only on elementary quadrilaterals but also on larger parameter…

Differential Geometry · Mathematics 2018-02-15 Alexander I. Bobenko , Helmut Pottmann , Thilo Rörig

We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…

Statistics Theory · Mathematics 2017-10-24 Mohamed Abd Allah El-Hadidy

We formalize the intuitive idea of a labelled discrete surface which evolves in time, subject to two natural constraints: the evolution does not propagate information too fast; and it acts everywhere the same.

Discrete Mathematics · Computer Science 2014-04-02 Pablo Arrighi , Simon Martiel , Zizhu Wang

This article provides some characterizations of extended COM-Poisson distribution: conditional distribution given the sum, functional operator characterization (Stein identity). We also give some conditions such that the extended…

Statistics Theory · Mathematics 2015-08-26 Huiming Zhang

Various kinds of data are routinely represented as discrete probability distributions. Examples include text documents summarized by histograms of word occurrences and images represented as histograms of oriented gradients. Viewing a…

Computational Geometry · Computer Science 2019-03-29 Herbert Edelsbrunner , Ziga Virk , Hubert Wagner

We provide a new perspective on Stein's so-called density approach by introducing a new operator and characterizing class which are valid for a much wider family of probability distributions on the real line. We prove an elementary…

Probability · Mathematics 2013-04-05 Christophe Ley , Yvik Swan

We strengthen a result of two of us on the existence of effective interactions for discretised continuous-spin models. We also point out that such an interaction cannot exist at very low temperatures. Moreover, we compare two ways of…

Mathematical Physics · Physics 2015-05-27 A. C. D. van Enter , C. Kuelske , A. A. Opoku

Phylogenetic inference aims to reconstruct the evolutionary relationships of different species based on genetic (or other) data. Discrete characters are a particular type of data, which contain information on how the species should be…

Populations and Evolution · Quantitative Biology 2017-12-20 Magnus Bordewich , Ina Maria Deutschmann , Mareike Fischer , Elisa Kasbohm , Charles Semple , Mike Steel

Computable Stein discrepancies have been deployed for a variety of applications, ranging from sampler selection in posterior inference to approximate Bayesian inference to goodness-of-fit testing. Existing convergence-determining Stein…

Machine Learning · Statistics 2021-10-12 Jonathan H. Huggins , Lester Mackey

We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type…

Probability · Mathematics 2016-03-28 Christophe Ley , Gesine Reinert , Yvik Swan

Over the last 80 years there has been much interest in the problem of finding an explicit formula for the probability density function of two zero mean correlated normal random variables. Motivated by this historical interest, we use a…

Statistics Theory · Mathematics 2021-04-13 Robert E. Gaunt

Stein discrepancies have emerged as a powerful statistical tool, being applied to fundamental statistical problems including parameter inference, goodness-of-fit testing, and sampling. The canonical Stein discrepancies require the…

Computation · Statistics 2022-07-20 Matthew A Fisher , Chris. J Oates

In some fields of applications of stable distributions, especially in economics, it appears, that data have distributions similar to stable in a large region, but do not have such heavy tails. Our aim in this note is to propose several…

Probability · Mathematics 2014-03-17 Lenka Slámová , Lev B. Klebanov

We provide a general result for finding Stein operators for the product of two independent random variables whose Stein operators satisfy a certain assumption, extending a recent result of Gaunt, Mijoule and Swan \cite{gms18}. This…

Probability · Mathematics 2020-09-28 Robert E. Gaunt , Guillaume Mijoule , Yvik Swan

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

Probability · Mathematics 2016-01-14 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

To what extent can we distinguish one probability distribution from another? Are there quantitative measures of distinguishability? The goal of this tutorial is to approach such questions by introducing the notion of the "distance" between…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Ariel Caticha

This paper provides a fresh perspective on the representation of distributive bilattices and of related varieties. The techniques of naturalduality are employed to give, economically and in a uniform way, categories ofstructures dually…

Rings and Algebras · Mathematics 2014-01-16 L. M. Cabrer , H. A. Priestley