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A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since there is usually no obvious natural upper limit on the number of individuals in a patch,…

Probability · Mathematics 2012-01-27 A. D. Barbour , M. J. Luczak

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…

Probability · Mathematics 2007-05-23 Zhiyi Chi

Sampling a network with a given probability distribution has been identified as a useful operation. In this paper we propose distributed algorithms for sampling networks, so that nodes are selected by a special node, called the…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-28 Andrés Sevilla , Alberto Mozo , Antonio Fernández Anta

A central limit theorem for binary tree is numerically examined. Two types of central limit theorem for higher-order branches are formulated. A topological structure of a binary tree is expressed by a binary sequence, and the…

Data Analysis, Statistics and Probability · Physics 2013-04-10 Ken Yamamoto , Yoshihiro Yamazaki

This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…

Machine Learning · Statistics 2025-01-08 Luiz F. O. Chamon , Mohammad Reza Karimi , Anna Korba

Respondent-driven sampling (RDS) is a commonly used substitute for random sampling when studying hidden populations, such as injecting drug users or men who have sex with men, for which no sampling frame is known. The method is an extension…

Methodology · Statistics 2012-05-01 Xin Lu , Jens Malmros , Fredrik Liljeros , Tom Britton

Markov chain Monte Carlo methods provide an essential tool in statistics for sampling from complex probability distributions. While the standard approach to MCMC involves constructing discrete-time reversible Markov chains whose transition…

Computation · Statistics 2020-09-29 Joris Bierkens , Andrew Duncan

We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution.…

Statistics Theory · Mathematics 2010-07-02 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…

Probability · Mathematics 2024-01-30 Vishwaraj Doshi , Jie Hu , Do Young Eun

We study the problem of learning a latent tree graphical model where samples are available only from a subset of variables. We propose two consistent and computationally efficient algorithms for learning minimal latent trees, that is, trees…

Machine Learning · Statistics 2010-09-15 Myung Jin Choi , Vincent Y. F. Tan , Animashree Anandkumar , Alan S. Willsky

We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in…

Probability · Mathematics 2014-07-01 Rudolf Grübel , Igor Michailow

Substantial progress has recently been made in the understanding of the cutoff phenomenon for Markov processes, using an information-theoretic statistics known as varentropy [Sal23; Sal24; Sal25a; PS25]. In the present paper, we propose an…

Probability · Mathematics 2025-09-18 Francesco Pedrotti , Justin Salez

We study the problem of finding the index of the minimum value of a vector from noisy observations. This problem is relevant in population/policy comparison, discrete maximum likelihood, and model selection. We develop an asymptotically…

Statistics Theory · Mathematics 2026-01-21 Tianyu Zhang , Hao Lee , Jing Lei

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

Sampling from learned high-dimensional distributions is a foundational computational problem. We introduce U-turn chains: Markov chains obtained by iterating short forward-backward steps of a diffusion model, in which each step proposes a…

Machine Learning · Computer Science 2026-05-27 Hyunmo Kang , Noam Itzhak Levi , Corinna Elena Wegner , Daniel J. Korchinski , Matthieu Wyart

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

Methodology · Statistics 2019-01-14 Haidong Li , Xiaoyun Xu , Yijie Peng , Chun-Hung Chen
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