Related papers: How many statistics are needed to characterize the…
We extend the setting of the right endpoint estimator introduced in Fraga Alves and Neves (Statist. Sinica 24:1811--1835, 2014) to the broader class of light-tailed distributions with finite endpoint, belonging to some domain of attraction…
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of…
Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…
Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…
A tree with $n$ vertices has at most $95^{n/13}$ minimal dominating sets. The growth constant $\lambda = \sqrt[13]{95} \approx 1.4194908$ is best possible. It is obtained in a semi-automatic way as a kind of "dominant eigenvalue" of a…
Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…
In the present work, we provide the general expression of the normalized centered moments of the Fr\'echet extreme-value distribution. In order to try to represent a set of data corresponding to rare events by a Fr\'echet distribution, it…
A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…
We investigate extreme values of Mahonian and Eulerian distributions arising from counting inversions and descents of random elements of finite Coxeter groups. To this end, we construct a triangular array of either distribution from a…
An extremal point of a positive threshold Boolean function $f$ is either a maximal zero or a minimal one. It is known that if $f$ depends on all its variables, then the set of its extremal points completely specifies $f$ within the universe…
A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and…
When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leq\beta}$, where f is…
Techniques for detecting critical phenomena -- phase transitions where correlation length diverges and small perturbations have large effects -- have been developed across multiple fields over nine decades. We survey between six and twelve…
Data analysts commonly utilize statistics to summarize large datasets. While it is often sufficient to explore only the summary statistics of a dataset (e.g., min/mean/max), Anscombe's Quartet demonstrates how such statistics can be…
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 =…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
Fix an integer $n\ge 2$. To each non-zero point $\mathbf{u}$ in $\mathbb{R}^n$, one attaches several numbers called exponents of Diophantine approximation. However, as Khintchine first observed, these numbers are not independent of each…
We define twelve variants of a Reifenberg's affine approximation property, which are known to be connected with the singular sets of minimal surfaces. With this motivation we investigate the regularity of the sets possessing these. We…
This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…
We propose a family of variational approximations to Bayesian posterior distributions, called $\alpha$-VB, with provable statistical guarantees. The standard variational approximation is a special case of $\alpha$-VB with $\alpha=1$. When…