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Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

Probability · Mathematics 2023-05-05 Alexander Erreygers

We analyze two weak random operators, initially motivated from processes in random environment. Intuitively speaking these operators are ill-defined, but using bilinear forms one can deal with them in a rigorous way. This point of view can…

Probability · Mathematics 2019-09-16 Jonathan Gutierrez-Pavón , Carlos G. Pacheco

In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized…

Probability · Mathematics 2024-02-02 Elvira Di Nardo , Giuseppe D'Onofrio , Tommaso Martini

We discuss nonparametric estimation of the distribution function $G(x)$ of the autoregressive coefficient $a \in (-1,1)$ from a panel of $N$ random-coefficient AR(1) data, each of length $n$, by the empirical distribution function of lag 1…

Statistics Theory · Mathematics 2016-10-06 Remigijus Leipus , Anne Philippe , Vytautė Pilipauskaitė , Donatas Surgailis

This paper establishes various variational properties of parametrized versions of two convexity-preserving constructs that were recently introduced in the literature: the proximal composition of a function and a linear operator, and the…

Optimization and Control · Mathematics 2025-01-27 Patrick L. Combettes , Diego J. Cornejo

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Methodology · Statistics 2018-03-01 Rose Baker

We view sequential design as a model selection problem to determine which new observation is expected to be the most informative, given the existing set of observations. For estimating a probability distribution on a bounded interval, we…

Methodology · Statistics 2018-07-19 Madhurima Nath , Stephen Eubank

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

This paper introduces Bayesian Flow Networks (BFNs), a new class of generative model in which the parameters of a set of independent distributions are modified with Bayesian inference in the light of noisy data samples, then passed as input…

Machine Learning · Computer Science 2025-03-12 Alex Graves , Rupesh Kumar Srivastava , Timothy Atkinson , Faustino Gomez

We study a generalization of the Wigner function to arbitrary tuples of hermitian operators. We show that for any collection of hermitian operators A1...An , and any quantum state there is a unique joint distribution on R^n, with the…

Quantum Physics · Physics 2020-07-09 René Schwonnek , Reinhard F. Werner

This paper considers nonparametric estimation and inference in first-order autoregressive (AR(1)) models with deterministically time-varying parameters. A key feature of the proposed approach is to allow for time-varying stationarity in…

Econometrics · Economics 2024-11-04 Donald W. K. Andrews , Ming Li

Tau functions expressed as fermionic expectation values are shown to provide a natural and straightforward description of a number of random processes and statistical models involving hard core configurations of identical particles on the…

Mathematical Physics · Physics 2018-06-26 John Harnad , Alexander Yu. Orlov

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson…

Machine Learning · Statistics 2012-02-07 Mingyuan Zhou , Lauren Hannah , David Dunson , Lawrence Carin

We probabilistically analyze the performance of the arithmetic coding algorithm under a probability model for binary data in which a message is received by a coder from a source emitting independent equally distributed bits, with 1…

Data Structures and Algorithms · Computer Science 2025-02-18 Hosam M. Mahmoud , Hans J. Rivertz

Input binarization has shown to be an effective way for network acceleration. However, previous binarization scheme could be regarded as simple pixel-wise thresholding operations (i.e., order-one approximation) and suffers a big accuracy…

Computer Vision and Pattern Recognition · Computer Science 2017-08-30 Zefan Li , Bingbing Ni , Wenjun Zhang , Xiaokang Yang , Wen Gao

We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying $\Phi f \geq 0$ for some linear operator $\Phi$. We introduce a new…

Probability · Mathematics 2018-04-30 Richard C. Kraaij , Moritz Schauer

We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as…

Information Theory · Computer Science 2012-04-18 Mihai-Alin Badiu , Carles Navarro Manchón , Vasile Bota , Bernard Henri Fleury

We introduce a constrained optimization framework for training transformers that behave like optimization descent algorithms. Specifically, we enforce layerwise descent constraints on the objective function and replace standard empirical…

Machine Learning · Computer Science 2026-01-27 Javier Porras-Valenzuela , Samar Hadou , Alejandro Ribeiro