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We consider the classical problem of discrete distribution estimation using i.i.d. samples in a novel scenario where additional side information is available on the distribution. In large alphabet datasets such as text corpora, such side…
Given a multiplicative function $f$ which is periodic over the primes, we obtain a full asymptotic expansion for the shifted convolution sum $\sum_{|h|<n\leq x} f(n) \tau(n-h)$, where $\tau$ denotes the divisor function and…
In this paper we provide a probabilistic representation of Lagrange's identity which we use to obtain Papathanasiou-type variance expansions of arbitrary order. Our expansions lead to generalized sequences of weights which depend on an…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…
For a fixed positive integer $\;k,\;$ limit laws of linearly normalized $\;k$-th upper order statistics are well known. In this article, a comprehensive study of tail behaviours of limit laws of normalized $k$-th upper order statistics…
Exponential families encompass the distributions central to modern machine learning -- softmax, Gaussians, and Boltzmann distributions -- and underlie the theory of variational inference, entropy-regularized reinforcement learning, and…
We provide an efficient algorithm to generate random samples from the bounded kth order statistic in a sample of independent, but not necessarily identically distributed, random variables. The bounds can be upper or lower bounds and need…
A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…
In this work we investigate the unique identifiability and stable recovery of a spatially dependent variable-order in the subdiffusion model from the boundary flux measurement. We establish several new unique identifiability results from…
In this paper we establish plenty of number theoretic and combinatoric identities involving generalized Bernoulli and Stirling numbers of both kinds. These formulas are deduced from Pascal type matrix representations of Bernoulli and…
Linear and semidefinite programming (LP, SDP), regularisation through basis pursuit (BP) and Lasso have seen great success in mathematics, statistics, data science, computer-assisted proofs and learning. The success of LP is traditionally…
The bivariate distribution with exponential conditionals (BEC) is introduced by Arnold and Strauss [Bivariate distributions with exponential conditionals, J. Amer. Statist. Assoc. 83 (1988) 522--527]. This work presents a simple and fast…
We present a new concentration of measure inequality for sums of independent bounded random variables, which we name a split-kl inequality. The inequality is particularly well-suited for ternary random variables, which naturally show up in…
A product difference equation is proved and used for derivation by elementary methods of four combinatorial identities, eight combinatorial identities involving generalized harmonic numbers and eight combinatorial identities involving…
This paper aims to study a new stochastic order based upon discrete Laplace transforms. By this order, in a setup where the sample size is random, having discrete delta and nabla distributions, we obtain some ordering results involving…
Let S_i be a random walk with standard exponential increments. We call \sum_{i=1}^k S_i its k-step area. The random variable V = \inf_{k \ge 1} \frac{2}{k(k+1)} \sum_{i=1}^k S_i plays important role in the study of so-called one-dimensional…
On a generic metric measured space, we introduce a notion of improved concentration of measure that takes into account the parallel enlargement of k distinct sets. We show that the k-th eigenvalues of the metric Laplacian gives exponential…
The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…
Higher-order spacing ratios are investigated analytically using a Wigner-like surmise for Gaussian ensembles of random matrices. For $k$-th order spacing ratio $(r^{(k)}$, $k>1)$ the matrix of dimension $2k+1$ is considered. A universal…