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This paper proposes a spatial threshold GARCH-type model for dynamic spatio-temporal integer-valued data with network structure. The proposed model can simplify the parameterization by using network structure in data, and can capture the…

Methodology · Statistics 2024-09-19 Yue Pan , Jiazhu Pan

We study the long-time asymptotics of the total mass of the solution to the parabolic Anderson model (PAM) on a supercritical Galton-Watson random tree with bounded degrees. We identify the second-order contribution to this asymptotics in…

Probability · Mathematics 2020-07-29 Frank den Hollander , Wolfgang König , Renato S. dos Santos

This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…

Information Theory · Computer Science 2019-03-11 Guanping Lu , Jinsong Wu , Robert C. Qiu

Hierarchical tree structures are common in many real-world systems, from tree roots and branches to neuronal dendrites and biologically inspired artificial neural networks, as well as in technological networks for organizing and searching…

Statistical Mechanics · Physics 2025-02-04 Davide Cipollini , Lambert Schomaker

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

This paper presents the asymptotic analysis of random lattices in high dimensions to clarify the distance properties of the considered lattices. These properties not only indicate the asymptotic value for the distance between any pair of…

Information Theory · Computer Science 2016-03-02 Rongrong Qian , Yuan Qi

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

Probability · Mathematics 2026-03-24 Ioan Scheffel , Marco Oesting , Gilles Stupfler

Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to…

Methodology · Statistics 2021-09-27 Xu Wang , Ali Shojaie

The problem of linear modulation classification using likelihood based methods is considered. Asymptotic properties of most commonly used classifiers in the literature are derived. These classifiers are based on hybrid likelihood ratio test…

Information Theory · Computer Science 2012-11-29 Onur Ozdemir , Pramod K. Varshney , Wei Su , Andrew L. Drozd

In this paper, we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process, which may serve as a mobile wireless network model. The transition probability matrix…

Information Theory · Computer Science 2009-12-09 Yilun Shang

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

Within the framework of generalized combinatorial approach, complexity is determined as a disorder measure for hierarchical statistical ensembles related to Cayley trees possessing arbitrary branching and number of levels. With…

Statistical Mechanics · Physics 2008-02-21 A. I. Olemskoi , S. V. Kokhan , V. I. Ostrik

We consider the asymptotic behavior of the multidimensional Laplace-type integral with a perturbed phase function. Under suitable assumptions, we derive a higher-order asymptotic expansion with an error estimate, generalizing some previous…

Classical Analysis and ODEs · Mathematics 2025-12-11 Ikki Fukuda , Yoshiki Kagaya , Yuki Ueda

The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Alexei Lozinski , Jacek Narski , Claudia Negulescu

We consider the ensemble of N-dimensional random symmetric matrices A that have, in average, p non-zero elements per row. We study the asymptotic behavior of the norm of A in the limit of infinitely increasing N and p. We prove that the…

Probability · Mathematics 2014-11-18 A. Khorunzhy

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

Multi-class classification problems often have many semantically similar classes. For example, 90 of ImageNet's 1000 classes are for different breeds of dog. We should expect that these semantically similar classes will have similar…

Machine Learning · Computer Science 2022-04-19 Yujie Wang , Mike Izbicki

Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…

Machine Learning · Statistics 2022-01-11 Michael J. Morais , Jonathan W. Pillow

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh
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