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Network data appear in a number of applications, such as online social networks and biological networks, and there is growing interest in both developing models for networks as well as studying the properties of such data. Since individual…

Machine Learning · Statistics 2016-03-23 Diana Cai , Tamara Broderick

We develop a new, powerful method for counting elements in a multiset. As a first application, we use this algorithm to study the number of occurrences of patterns in a permutation. For patterns of length 3 there are two Wilf classes, and…

Combinatorics · Mathematics 2024-03-05 Andrew R Conway , Anthony J Guttmann

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

We study the effect of observing a stationary process at irregular time points via a renewal process. We establish a sharp difference in the asymptotic behaviour of the self-normalized sample mean of the observed process depending on the…

Statistics Theory · Mathematics 2024-11-04 Mohamedou Ould-Haye , Anne Philippe

We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…

Econometrics · Economics 2021-08-26 Michael P. Leung

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

The main theme of this paper is the enumeration of the occurrence of a pattern in words and permutations. We mainly focus on asymptotic properties of the sequence $f_r^v(k,n),$ the number of $n$-array $k$-ary words that contain a given…

Combinatorics · Mathematics 2019-05-15 Toufik Mansour , Reza Rastegar , Alexander Roitershtein

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

Asymptotic properties, both consistency and weak convergence, of estimators arising in a general class of dynamic recurrent event models are presented. The class of models take into account the impact of interventions after each event…

Statistics Theory · Mathematics 2019-11-19 Edsel A. Pena

The Ewens-Pitman model is a distribution for random partitions of the set $\{1,\ldots,n\}$, with $n\in\mathbb{N}$, indexed by parameters $\alpha \in [0,1)$ and $\theta>-\alpha$, such that $\alpha=0$ is the Ewens model in population…

Probability · Mathematics 2024-12-17 Claudia Contardi , Emanuele Dolera , Stefano Favaro

The Ewens-Pitman model refers to a distribution for random partitions of $[n]=\{1,\ldots,n\}$, which is indexed by a pair of parameters $\alpha \in [0,1)$ and $\theta>-\alpha$, with $\alpha=0$ corresponding to the Ewens model in population…

Probability · Mathematics 2024-08-28 Bernard Bercu , Stefano Favaro

Bayesian inference is a widely used statistical method. The free energy and generalization loss, which are used to estimate the accuracy of Bayesian inference, are known to be small in singular models that do not have a unique optimal…

Statistics Theory · Mathematics 2020-12-16 Shuya Nagayasu , Sumio Watanabe

We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjugation. These results were first established to be applied in…

Probability · Mathematics 2009-01-16 Florent Benaych-Georges

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

Probability · Mathematics 2022-07-08 Martina Favero , Henrik Hult

Social sampling is a novel randomized message passing protocol inspired by social communication for opinion formation in social networks. In a typical social sampling algorithm, each agent holds a sample from the empirical distribution of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qian Liu , Xingkang He , Haitao Fang

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…

Statistics Theory · Mathematics 2016-01-13 Ting Yan , Chenlei Leng , Ji Zhu