Related papers: Parameter estimation of a two-colored urn model cl…
We consider the generalization of the P\'olya urn scheme with possibly infinite many colors as introduced in \cite{Th-Thesis, BaTH2014, BaTh2016, BaTh2017}. For countable many colors, we prove almost sure convergence of the urn…
In a typical two-phase design, a random sample is drawn from the target population in phase 1, during which only a subset of variables is collected. In phase 2, a subsample of the phase-1 cohort is selected, and additional variables are…
In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between $1/2$ and $1$)…
The problem of estimating the parameters of a linear regression model $Z(s,t)=m_1g_1(s,t)+ \cdots + m_pg_p(s,t)+U(s,t)$ based on observations of $Z$ on a spatial domain $G$ of special shape is considered, where the driving process $U$ is a…
In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…
This paper considers a general class of parameter-driven models for time series of counts. A comprehensive simulation study is conducted to evaluate the accuracy and efficiency of three estimators: the maximum likelihood estimators of the…
Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…
This paper explores the extension of the classical two-parameter Weibull distribution to a four-parameter Harris extended Weibull (HEW) distribution. The flexibility of this probability distribution is illustrated by the varying shapes of…
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…
Determinantal point processes (DPPs) have wide-ranging applications in machine learning, where they are used to enforce the notion of diversity in subset selection problems. Many estimators have been proposed, but surprisingly the basic…
There is a growing need for discrete choice models that account for the complex nature of human choices, escaping traditional behavioral assumptions such as the transitivity of pairwise preferences. Recently, several parametric models of…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Populations of heterogeneous cells play an important role in many biological systems. In this paper we consider systems where each cell can be modelled by an ordinary differential equation. To account for heterogeneity, parameter values are…
Single-cell lineage tracking strategies enabled by recent experimental technologies have produced significant insights into cell fate decisions, but lack the quantitative framework necessary for rigorous statistical analysis of mechanistic…
We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…
We propose a one parameter family of random walk processes on hypergraphs, where a parameter biases the dynamics of the walker towards hyperedges of low or high cardinality. We show that for each value of the parameter the resulting process…
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…
We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…
Consider the following probabilistic one-player game: The board is a graph with $n$ vertices, which initially contains no edges. In each step, a new edge is drawn uniformly at random from all non-edges and is presented to the player,…
This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with…