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We propose a novel use of a broadcasting operation, which distributes univariate functions to all entries of the tensor covariate, to model the nonlinearity in tensor regression nonparametrically. A penalized estimation and the…

Methodology · Statistics 2024-04-02 Ya Zhou , Raymond K. W. Wong , Kejun He

We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider the convergence of the backward iterations of dependent…

Statistics Theory · Mathematics 2020-10-21 Max Zinsou Debaly , Lionel Truquet

We suggest an INARMA(1, 1) model with Poisson marginals which extends the INAR(1) in a similar way as the INGARCH(1, 1) does for the INARCH(1) model. The new model is equivalent to a binomially thinned INAR(1) process. This allows us to…

Methodology · Statistics 2019-10-17 Johannes Bracher

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

First-order probabilistic models combine representational power of first-order logic with graphical models. There is an ongoing effort to design lifted inference algorithms for first-order probabilistic models. We analyze lifted inference…

Artificial Intelligence · Computer Science 2012-05-14 Jacek Kisynski , David L Poole

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

Probability · Mathematics 2022-10-20 Alperen Y. Özdemir

Inference tasks in signal processing are often characterized by the availability of reliable statistical modeling with some missing instance-specific parameters. One conventional approach uses data to estimate these missing parameters and…

Signal Processing · Electrical Eng. & Systems 2023-04-25 Nir Shlezinger , Tirza Routtenberg

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…

Probability · Mathematics 2025-07-15 G. D'Onofrio , F. Polito , Z. Tomovski

We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…

Methodology · Statistics 2012-09-04 Matthew James Johnson , Alan S. Willsky

In this work, we derive two-sided a posteriori error estimates for the dual-weighted residual (DWR) method. We consider both single and multiple goal functionals. Using a saturation assumption, we derive lower bounds yielding the efficiency…

Numerical Analysis · Mathematics 2018-11-20 Bernhard Endtmayer , Ulrich Langer , Thomas Wick

This paper introduces a new periodic fractional autoregressive process (PFAR) driven by fractional Gaussian noise (fGn) to model time series of precipitation evapotranspiration. Compared with the similar model in [\emph{Water Resources…

Statistics Theory · Mathematics 2025-09-16 Chunhao Cai , Yiwu Shang

We develop a fractional extension of the classical binomial distribution and the associated Bernstein operator, formulated within the framework of the generalized binomial theorem (Hara and Hino [Bull.\ London Math.\ Soc. \textbf{42}…

Probability · Mathematics 2026-02-26 Masanori Hino , Ryuya Namba

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

We propose and analyze new numerical methods to evaluate fractional norms and apply fractional powers of elliptic operators. By means of a reduced basis method, we project to a small dimensional subspace where explicit diagonalization via…

Numerical Analysis · Mathematics 2019-09-25 Tobias Danczul , Joachim Schöberl

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…

Statistics Theory · Mathematics 2007-06-13 Anton Schick , Wolfgang Wefelmeyer

Binary concepts are empirically used by humans to generalize efficiently. And they are based on Bernoulli distribution which is the building block of information. These concepts span both low-level and high-level features such as "large vs…

Machine Learning · Computer Science 2023-03-23 Zizhao Hu , Mohammad Rostami

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal