Related papers: Remarks on a parameter estimation for von Mises--F…

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

This paper proposes a novel method to estimate parameters in a logistic regression model. After obtaining the estimators, their asymptotic properties are rigorously investigated.

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence rate, indicating that the Bernstein-von Mises theorem does not…

We study spike-and-slab priors for generalized linear models with possible grouped sparsity. The main result is an oracle Bernstein--von Mises theorem for the fractional posterior under supportwise likelihood assumptions. The proof develops…

We investigate the quantum parameter estimation in circuit quantum electrodynamics via dispersive measurement. Based on the Metropolis Hastings (MH) algorithm and the Markov chain Monte Carlo (MCMC) integration, a new algorithm is proposed…

We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectral representation of its transition density, which involves a…

We correct the proof of Brundobler-Elser formula (BEF) provided in [2004 \textit{J. Phys. B: At. Mol. Opt. Phys.} \textbf{37} 4069] and continued in Appendix of [2005 \textit{J. Phys. B: At. Mol. Opt. Phys.} \textbf{38} 907]. After showing…

We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…

In the article titled "Branching-Coalescing Particle Systems" published in Probability Theory and Related Fields 131(3), pages 376-414, (2005), Theorem 7 as stated there is incorrect. Indeed, we show by counterexample that the equality that…

We prove some new results related to Tanaka's formula.

There is a growing interest in probabilistic models defined in hyper-spherical spaces, be it to accommodate observed data or latent structure. The von Mises-Fisher (vMF) distribution, often regarded as the Normal distribution on the…

We show that an inequality recently proved by Kosaki and Yanagi-Furuichi-Kuriyama [arXiv:quant-ph/0501152] has a natural geometric interpretation in terms of monotone metrics associated to Wigner-Yanase-Dyson information. Moreover we give a…

Probability distributions in Stiefel manifold such as the von-Mises Fisher and Bingham distributions find diverse applications in signal processing and other applied sciences. Use of these statistical models in practice is complicated by…

This note is a discussion of the paper "Confidence distribution" by Min-ge Xie and Kesar Singh, to appear in the International Statistical Review.

In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…

It is well known that any continuous probability density function on $\mathbb{R}^m$ can be approximated arbitrarily well by a finite mixture of normal distributions, provided that the number of mixture components is sufficiently large. The…

We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…

Consider two forms of sampling from a population: (i) drawing $s$ samples of $n$ elements with replacement and (ii) drawing a single sample of $ns$ elements. In this paper, under the setting where the descending order population frequency…

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…