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The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the paper, analysis of sequences of…

Trading and Market Microstructure · Quantitative Finance 2010-04-06 Victor Kozyakin , Brian O'Callaghan , Alexei Pokrovskii

We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning…

Probability · Mathematics 2020-07-21 Jordan M. Stoyanov , Gwo Dong Lin , Peter Kopanov

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos

Partial cubes are isometric subgraphs of hypercubes. Structures on a graph defined by means of semicubes, and Djokovi\'{c}'s and Winkler's relations play an important role in the theory of partial cubes. These structures are employed in the…

Combinatorics · Mathematics 2007-05-23 Sergei Ovchinnikov

We describe HypotheSAEs, a general method to hypothesize interpretable relationships between text data (e.g., headlines) and a target variable (e.g., clicks). HypotheSAEs has three steps: (1) train a sparse autoencoder on text embeddings to…

Computation and Language · Computer Science 2025-06-10 Rajiv Movva , Kenny Peng , Nikhil Garg , Jon Kleinberg , Emma Pierson

This paper introduces a novel concept of interval probability measures that enables the representation of imprecise probabilities, or uncertainty, in a natural and coherent manner. Within an algebra of sets, we introduce a notion of weak…

Statistics Theory · Mathematics 2024-02-06 Marcello Basili , Luca Pratelli

Segmental structure is a common pattern in many types of sequences such as phrases in human languages. In this paper, we present a probabilistic model for sequences via their segmentations. The probability of a segmented sequence is…

Machine Learning · Statistics 2018-07-20 Chong Wang , Yining Wang , Po-Sen Huang , Abdelrahman Mohamed , Dengyong Zhou , Li Deng

A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be…

Statistics Theory · Mathematics 2019-01-28 Pierre C Bellec

We prove two-term supercongruences for generalizations of recently discovered sporadic sequences of Cooper. We also discuss recent progress and future directions concerning other types of supercongruences.

Number Theory · Mathematics 2021-02-04 Robert Osburn , Brundaban Sahu , Armin Straub

Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences for a univariate mean of an unknown distribution with a known…

Statistics Theory · Mathematics 2023-02-09 Hongjian Wang , Aaditya Ramdas

Large collections of videos are grouped into clusters by a topic keyword, such as Eiffel Tower or Surfing, with many important visual concepts repeating across them. Such a topically close set of videos have mutual influence on each other,…

Computer Vision and Pattern Recognition · Computer Science 2017-06-13 Rameswar Panda , Amit K. Roy-Chowdhury

In this paper, we study perturbation of Hilbert-Schmidt frames under structured modifications, where the perturbation takes the form of replacing finitely or infinitely many frame elements. We establish explicit criteria under which the…

Functional Analysis · Mathematics 2026-05-13 Jyoti , Lalit Kumar Vashisht

Interest in the study and analysis of dynamic processes in the social, behavioral, and health sciences has burgeoned in recent years due to the increased availability of intensive longitudinal data. However, how best to model and account…

We consider the scenario where the parameters of a probabilistic model are expected to vary over time. We construct a novel prior distribution that promotes sparsity and adapts the strength of correlation between parameters at successive…

Machine Learning · Statistics 2015-11-10 Dani Yogatama , Bryan R. Routledge , Noah A. Smith

In this paper we present a complete description of a stochastic semigroup of finite-dimensional projections in Hilbert space. The geometry of such semigroups is characterized by the asymptotic behavior of the widths of compact subsets with…

Probability · Mathematics 2010-09-22 Andrey A. Dorogovtsev

By treating intervals as inseparable sets, this paper proposes sparse machine learning regressions for high-dimensional interval-valued time series. With LASSO or adaptive LASSO techniques, we develop a penalized minimum distance…

Econometrics · Economics 2024-11-15 Haowen Bao , Yongmiao Hong , Yuying Sun , Shouyang Wang

We investigate the frequentist guarantees of the variational sparse Gaussian process regression model. In the theoretical analysis, we focus on the variational approach with spectral features as inducing variables. We derive guarantees and…

Statistics Theory · Mathematics 2023-09-29 Dennis Nieman , Botond Szabo , Harry van Zanten

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…

Functional Analysis · Mathematics 2013-01-01 Calin-Grigore Ambrozie

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

Although many physical arguments account for using a modified definition of time delay in multichannel-type scattering processes, one can hardly find rigorous results on that issue in the literature. We try to fill in this gap by showing,…

Mathematical Physics · Physics 2009-11-11 Rafael Tiedra de Aldecoa