Related papers: Testing the validity of the Kirkwood approximation…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
Original paper: We revisit the probability that any two consecutive events in a Poisson process N on [0,t] are separated by a time interval which is greater than s(<t) (a particular scan statistic probability), and the closely related…
Extreme events arising in georeferenced processes can take various forms, such as occurring in isolated patches or stretching contiguously over large areas, and can further vary with the spatial location and the extremeness of the events.…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…
Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…
The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…
We propose a new probabilistic characterization of the uniform distribution on the hypersphere in terms of the distribution of pairwise inner products, extending the ideas of \citep{cuesta2009projection,cuesta2007sharp} in a data-driven…
In this study we have carried out computer simulations of random walks on Watts-Strogatz-type small world networks and measured the mean number of visited sites and the return probabilities. These quantities were found to obey scaling…
With regard to the recently published article, ``Y.-Q. Wang, et al., Physical mechanism of equiprobable exclusion network with heterogeneous interactions in phase transitions: Analytical analyses of steady state evolving from initial state,…
We study analytically a variant of the one-dimensional majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. The individuals are fixed in the sites of a ring of size $L$ and…
A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…
Studies on various facets of pattern classification is often imperative while working with multi-dimensional samples pertaining to diverse application scenarios. In this notion, weighted dimension-based distance measure has been one of the…
The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
The method used earlier for analysis of correlated nanoscopic systems is extended to infinite (periodic) s-band like systems described by the Hubbard model and its extensions. The optimized single-particle wave functions contained in the…
We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…
A prevalent problem in general state-space models is the approximation of the smoothing distribution of a state, or a sequence of states, conditional on the observations from the past, the present, and the future. The aim of this paper is…
Characterization of complexity within the sociological interpretation has resulted in a large number of notions, which are relevant in different situations. From the statistical mechanics point of view, these notions resemble entropy. In a…