Related papers: On free Generalized Inverse Gaussian distributions
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
The Gumbel-Softmax is a continuous distribution over the simplex that is often used as a relaxation of discrete distributions. Because it can be readily interpreted and easily reparameterized, it enjoys widespread use. We propose a modular…
The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic relationships of…
Classical ergodic theory for integer-group actions uses entropy as a complete invariant for isomorphism of IID (independent, identically distributed) processes (a.k.a. product measures). This theory holds for amenable groups as well.…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
Let $G$ be an infinite countable amenable group and let $(X,G)$ be a $G$-subshift with specification, containing a free element. We prove that $(X,G)$ is universal, i.e., has positive topological entropy and for any free ergodic $G$-action…
Consider a discrete locally finite subset $\Gamma$ of $R^d$ and the complete graph $(\Gamma,E)$, with vertices $\Gamma$ and edges $E$. We consider Gibbs measures on the set of sub-graphs with vertices $\Gamma$ and edges $E'\subset E$. The…
Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…
Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties…
A random-field Ising model that is capable of exhibiting a rich variety of multicritical phenomena, as well as a smearing of such behavior, is investigated. The model consists of an infinite-range-interaction Ising ferromagnet in the…
In this paper we analyze the probability distributions associated with rolling (possibly unfair) dice infinitely often. Specifically, given a $q$-sided die, if $x_i\in\{0,\ldots,q-1\}$ denotes the outcome of the $i^{\text{th}}$ toss, then…
Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…
Let G be a connected reductive group defined over a non-archimedean local field of characteristic 0. We assume G is quasi-split, adjoint and absolutly simple. Let g be the Lie algebra of G. We consider the space of the invariant…
With $X^*$ denoting a random variable with the $X$-size bias distribution, what are all distributions for $X$ such that it is possible to have $X^*=X+Y$, $Y\geq 0$, with $X$ and $Y$ {\em independent}? We give the answer, due to Steutel…
In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…
Based on recent findings by Bourguin and Peccati, we give a fourth moment type condition for an element of a free Poisson chaos of arbitrary order to converge to a free (centered) Poisson distribution. We also show that free Poisson chaos…
We discuss the non-self-averaging phenomena in the critical point of weakly disordered Ising ferromagnet. In terms of the renormalized replica Ginzburg-Landau Hamiltonian in dimensions D <4, we derive an explicit expression for the…
An important application of Lebesgue integral quadrature arXiv:1807.06007 is developed. Given two random processes, $f(x)$ and $g(x)$, two generalized eigenvalue problems can be formulated and solved. In addition to obtaining two Lebesgue…