Related papers: A note on "Bayesian nonparametric estimators deriv…
We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from…
The arithmetic of Hilbert modular forms has been extensively studied under the assumption that the forms concerned are "paritious" -- all the components of the weight are congruent modulo 2. In contrast, non-paritious Hilbert modular forms…
This paper presents a Bayesian inference framework for a linear index threshold-crossing binary choice model that satisfies a median independence restriction. The key idea is that the model is observationally equivalent to a probit model…
We show that the basic results on the paper referred in the title [J. Phys. A: Math. Gen. v. 35 (2002) 5333-5345], concerning the derivation of the Ermakov invariant from Noether symmetry methods, are not new.
This is a remark on a recent post by P. Denton, S. Parke, T. Tao, X. Zhang, Eigenvectors from eigenvalues, arXiv:1908.03795v1
Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…
We develop a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of random atomic measures, with the prior specified by a gamma…
An overview of Hamiltonian systems with noncanonical Poisson structures is given. Examples of bi-Hamiltonian ode's, pde's and lattice equations are presented. Numerical integrators using generating functions, Hamiltonian splitting,…
For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…
To appear in Encyclopedia of Mathematical Physics, J.-P. Fran\c{c}oise, G. Naber and T.S. Tsou, eds., Elsevier, 2006. The article surveys the modern developments of noncommutative geometry in string theory.
There is no easy extension of Kaplan-Meier and Nelson-Aalen estimators to the bivariate case, and estimating bivariate survival distributions nonparametrically is associated with various non-trivial problems. The Dabrowska estimator will…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
We give axiomatic characterisations of generalized $\psi$-estimators and (usual) $\psi$-estimators (also called $Z$-estimators), respectively. The key properties of estimators that come into play in the characterisation theorems are the…
By resorting to sequential constructions of exchangeable random partitions (Pitman, 2006), and exploiting some known facts about generalized Stirling numbers, we derive a generalized Chinese restaurant process construction of exchangeable…
P-splines provide a flexible setting for modeling nonlinear model components based on a discretized penalty structure with a relatively simple computational backbone. Under a Bayesian inferential framework based on Markov chain Monte Carlo,…
A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…
This paper investigates the {\em nonasymptotic} properties of Bayes procedures for estimating an unknown distribution from $n$ i.i.d.\ observations. We assume that the prior is supported by a model $(\scr{S},h)$ (where $h$ denotes the…
We present a formalism to explicitly construct non-Abelian gauge theories on noncommutative spaces (induced via a star product with aconstant Poisson tensor) from a consistency relation. This results in an expansion of the gauge parameter,…
In recent years, a number of results have been developed which connect information measures and estimation measures under various models, including, predominently, Gaussian and Poisson models. More recent results due to Taborda and…
Comment of the very interesting paper by Hilhorst & Schehr, J. Stat. Mech. P06003 (2007). The main point is that one should be extremely careful when interpreting non-Gaussian data in terms of q-Gaussians.