English
Related papers

Related papers: Approximating the Sum of Independent Non-Identical…

200 papers

We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…

Optimization and Control · Mathematics 2014-03-20 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

Nested data structures arise when observations are grouped into distinct units, such as patients within hospitals or students within schools. Accounting for this hierarchical organization is essential for valid inference, as ignoring it can…

Computation · Statistics 2025-08-14 Francesco Denti , Laura D'Angelo

Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as…

Statistics Theory · Mathematics 2008-12-18 Ronald W. Butler , Marc S. Paolella

We develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spatially correlated errors. Our saddlepoint density and tail…

Statistics Theory · Mathematics 2021-07-14 Chaonan Jiang , Davide La Vecchia , Elvezio Ronchetti , Olivier Scaillet

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

Tiny object detection is becoming one of the most challenging tasks in computer vision because of the limited object size and lack of information. The label assignment strategy is a key factor affecting the accuracy of object detection.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-29 Shuohao Shi , Qiang Fang , Tong Zhao , Xin Xu

This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to…

Machine Learning · Computer Science 2015-09-04 Gautier Marti , Philippe Very , Philippe Donnat

The Nested Dirichlet Distribution (NDD) provides a flexible alternative to the Dirichlet distribution for modeling compositional data, relaxing constraints on component variances and correlations through a hierarchical tree structure. While…

Methodology · Statistics 2026-01-16 Jacob A. Turner , Monnie McGee , Bianca A. Luedeker

In this paper, we consider the sums of non-negative integer valued $m$-dependent random variables, and its approximation to the power series distribution. We first discuss some relevant results for power series distribution such as Stein…

Probability · Mathematics 2020-05-05 Amit N. Kumar , Neelesh S. Upadhye , P. Vellaisamy

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

We study the computation of local approximations of invariant manifolds of parabolic fixed points and parabolic periodic orbits of periodic vector fields. If the dimension of these manifolds is two or greater, in general, it is not possible…

Dynamical Systems · Mathematics 2016-03-09 Inmaculada Baldomá , Ernest Fontich , Pau Martín

This paper develops a nonparametric framework to identify and estimate distributional treatment effects under nonseparable endogeneity. We begin by revisiting the widely adopted \emph{rank similarity} (RS) assumption and characterizing it…

Econometrics · Economics 2025-10-21 Sukjin Han , Haiqing Xu

In segmentation problems, inference on change-point position and model selection are two difficult issues due to the discrete nature of change-points. In a Bayesian context, we derive exact, non-asymptotic, explicit and tractable formulae…

Computation · Statistics 2015-12-31 Guillem Rigaill , Emilie Lebarbier , Stéphane Robin

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

The Symmetric Information Bottleneck (SIB), an extension of the more familiar Information Bottleneck, is a dimensionality reduction technique that simultaneously compresses two random variables to preserve information between their…

Information Theory · Computer Science 2024-02-06 K. Michael Martini , Ilya Nemenman

This paper studies simultaneous inference of conditional distributions in nonlinear time series from a sieve M-regression perspective. Existing literature on sieve M-regression has primarily focused on pointwise asymptotics, leaving the…

Statistics Theory · Mathematics 2026-05-05 Tianpai Luo , Zhou Zhou