English
Related papers

Related papers: Limit theorems for the Multiplicative Binomial Dis…

200 papers

Let i.i.d. symmetric Bernoulli random variables be associated to the edges of a binary tree having n levels. To any leaf of the tree, we associate the sum of variables along the path connecting the leaf with the tree root. Let M_n denote…

Probability · Mathematics 2015-02-24 M. A. Lifshits

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

The Bernstein-von Mises theorem (BvM) gives conditions under which the posterior distribution of a parameter $\theta\in\Theta\subseteq\mathbb R^d$ based on $n$ independent samples is asymptotically normal. In the high-dimensional regime, a…

Statistics Theory · Mathematics 2024-11-05 Anya Katsevich

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

A Bernoulli Mixture Model (BMM) is a finite mixture of random binary vectors with independent dimensions. The problem of clustering BMM data arises in a variety of real-world applications, ranging from population genetics to activity…

Machine Learning · Computer Science 2019-06-18 Amir Najafi , Abolfazl Motahari , Hamid R. Rabiee

We develop a Bayesian nonparametric approach to a general family of latent class problems in which individuals can belong simultaneously to multiple classes and where each class can be exhibited multiple times by an individual. We introduce…

Methodology · Statistics 2013-06-11 Tamara Broderick , Lester Mackey , John Paisley , Michael I. Jordan

Due to the explosion in size and complexity of modern data sets and privacy concerns of data holders, it is increasingly important to be able to solve machine learning problems in distributed manners. The Alternating Direction Method of…

Networking and Internet Architecture · Computer Science 2021-04-27 Saeedeh Parsaeefard , Alberto Leon Garcia

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…

Probability · Mathematics 2017-11-29 Sergey Foss , Andrew Richards

In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of…

Machine Learning · Statistics 2012-02-20 Chao Zhang , Dacheng Tao

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Statistics Theory · Mathematics 2010-05-25 David M. Bradley , Ramesh C. Gupta

The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…

Information Theory · Computer Science 2025-01-17 M. V. Burnashev

We study the asymptotic behavior of the sums of divisors when the integers are modelled with the Bernoulli random walk; We prealably study the correlation properties of the corresponding system.

Probability · Mathematics 2008-02-22 Michel Weber

We give a simple statistical proof of a binomial identity, by evaluating the Laplace transform of the maximum of n independent exponential random variables in two different ways. As a by product, we obtain a simple proof of an interesting…

Statistics Theory · Mathematics 2014-08-19 P. Vellaisamy

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Probability · Mathematics 2018-12-18 Italo Simonelli , Lucia D. Simonelli

In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

Given a random sample extracted from a Multivariate Bernoulli Variable (MBV), we consider the problem of estimating the structure of the undirected graph for which the distribution is pairwise Markov and the parameters' vector of its…

Methodology · Statistics 2024-11-26 Daniela De Canditiis

Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…

Statistics Theory · Mathematics 2021-01-20 Pierpaolo De Blasi , Ramsés H. Mena , Igor Prünster

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Probability · Mathematics 2025-12-12 Miguel Abadi