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A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and…

Methodology · Statistics 2022-04-26 Zhendong Huang , Davide Ferrari

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to find an estimate for a transformation matrix back to…

Statistics Theory · Mathematics 2015-05-12 Joni Virta , Klaus Nordhausen , Hannu Oja

We seek random versions of some classical theorems on complex approximation by polynomials and rational functions, as well as investigate properties of random compact sets in connection to complex approximation.

Complex Variables · Mathematics 2017-09-26 Simon St-Amant , Jérémie Turcotte

We initiate the study of the cycle structure of uniformly random parking functions. Using the combinatorics of parking completions, we compute the asymptotic expected value of the number of cycles of any fixed length. We obtain an upper…

Probability · Mathematics 2022-12-01 J. E. Paguyo

We explore various combinatorial problems mostly borrowed from physics, that share the property of being continuously or discretely integrable, a feature that guarantees the existence of conservation laws that often make the problems…

Mathematical Physics · Physics 2017-11-22 Philippe Di Francesco

This work studies the average complexity of solving structured polynomial systems that are characterized by a low evaluation cost, as opposed to the dense random model previously used. Firstly, we design a continuation algorithm that…

Numerical Analysis · Mathematics 2023-06-12 Peter Bürgisser , Felipe Cucker , Pierre Lairez

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

An approach to modelling random sets with locally finite perimeter as random elements in the corresponding subspace of $L^1$ functions is suggested. A Crofton formula for flat sections of the perimeter is shown. Finally, random processes of…

Probability · Mathematics 2017-02-14 Jan Rataj

Bisimulation metric is a robust behavioural semantics for probabilistic processes. Given any SOS specification of probabilistic processes, we provide a method to compute for each operator of the language its respective metric…

Programming Languages · Computer Science 2014-08-08 Daniel Gebler , Simone Tini

We present a new method for the calculation of fragment size correlations in a discrete finite system in which correlations explicitly due to the finite extent of the system are suppressed. To this end, we introduce a combinatorial model,…

Nuclear Experiment · Physics 2009-11-07 Pierre Desesquelles

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

Statistical Mechanics · Physics 2022-03-03 Claude Godrèche

We consider compound geometric approximation for a nonnegative, integer-valued random variable $W$. The bound we give is straightforward but relies on having a lower bound on the failure rate of $W$. Applications are presented to M/G/1…

Probability · Mathematics 2015-09-10 Fraser Daly

Given an iid sequence of pairs of stochastic processes on the unit interval we construct a measure of independence for the components of the pairs. We define distance covariance and distance correlation based on approximations of the…

Statistics Theory · Mathematics 2018-11-30 Herold Dehling , Muneya Matsui , Thomas Mikosch , Gennady Samorodnitsky , Laleh Tafakori

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…

Combinatorics · Mathematics 2015-12-09 Cyril Banderier , Pawel Hitczenko

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

Probability · Mathematics 2010-04-19 Isabelle Camilier , Laurent Decreusefond

Biological and physical systems often exhibit distinct structures at different spatial/temporal scales. Persistent homology is an algebraic tool that provides a mathematical framework for analyzing the multi-scale structures frequently…

Algebraic Topology · Mathematics 2016-02-01 Jonathan Jaquette , Miroslav Kramár

The problem of reconstructing a sequence of independent and identically distributed symbols from a set of equal size, consecutive, fragments, as well as a dependent reference sequence, is considered. First, in the regime in which the…

Information Theory · Computer Science 2023-07-20 Nir Weinberger , Ilan Shomorony

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying