Related papers: Generalized gamma approximation with rates for urn…

This article describes a purely analytic approach to urn models of the generalized or extended P\'olya-Eggenberger type, in the case of two types of balls and constant ``balance,'' that is, constant row sum. The treatment starts from a…

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…

We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…

Using Stein's method for the Beta distributions and a recent technique by Goldstein and Reinert of comparing the Stein characterization of the target distribution with that of the approximating distribution we prove a rate of convergence in…

We consider statistical inference in the density estimation model using a tree-based Bayesian approach, with Optional P\'olya trees as prior distribution. We derive near-optimal convergence rates for corresponding posterior distributions…

Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields exact results at long times. The effects of an additional small uniform bias force are also studied. We obtain…

This work is devoted to P\'olya-Young urns, a class of periodic P\'olya urns of importance in the analysis of Young tableaux. We provide several extension of the previous results of Banderier, Marchal and Wallner [Ann. Prob. (2020)] on…

We establish a general Berry-Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of…

We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…

New bounds for the $k$-th order derivatives of the solutions of the normal and multivariate normal Stein equations are obtained. Our general order bounds involve fewer derivatives of the test function than those in the existing literature.…

We consider a random walk on a Galton-Watson tree in random environment, in the subdiffusive case. We prove the convergence of the renormalised height function of the walk towards the continuous-time height process of a spectrally positive…

We study a class of unbalanced constant-differentials P\'olya processes on white and blue balls. We show that the number of white balls, the number of blue balls, and the total number of balls, when appropriately scaled, all converge in…

In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many…

Following Hales (2018), the evolution of P\'olya's urn may be interpreted as a walk, a P\'olya walk, on the integer lattice $\mathbb{N}^2$. We study the visibility properties of P\'olya's walk or, equivalently, the divisibility properties…

We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair $(W,W')$ of real-valued random variables, suggests the approximation of the law of $W$ by a suitable absolutely continuous…

Bona [2007+] studied the distribution of ascents, plateaux and descents in the class of Stirling permutations, introduced by Gessel and Stanley [1978]. Recently, Janson [2008+] showed the connection between Stirling permutations and plane…

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…