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We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test. In outlier hypothesis testing, one is given multiple observed sequences, where most sequences are…

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Let $X_{1}=(W_{1},Y_{1}),\ldots,X_{n}=(W_{n},Y_{n})$ be $n$ pairs of independent random variables. We assume that, for each $i\in\{1,\ldots,n\}$, the conditional distribution of $Y_{i}$ given $W_{i}$ belongs to a one-parameter exponential…

Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Studies that collect multi-outcome data such as tobacco and alcohol use are becoming increasingly common. In principle, multi-outcomes studies investigate the correlations between outcomes, including, causal links and/or joint…

At the present time reliably established that probability density functions of gene expression of microarray experiments possess a number of universal properties. First of all these distributions have power asymptotic and secondly the shape…

We study the problem of lossless feature selection for a $d$-dimensional feature vector $X=(X^{(1)},\dots ,X^{(d)})$ and label $Y$ for binary classification as well as nonparametric regression. For an index set $S\subset \{1,\dots ,d\}$,…

Detecting anomalies in large sets of observations is crucial in various applications, such as epidemiological studies, gene expression studies, and systems monitoring. We consider settings where the units of interest result in multiple…

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Capturing the dependence structure of multivariate extreme events is a major concern in many fields involving the management of risks stemming from multiple sources, e.g. portfolio monitoring, insurance, environmental risk management and…

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

We introduce a randomized iterative fragmentation procedure for finite metric spaces, which is guaranteed to result in a polynomially large subset that is $D$-equivalent to an ultrametric, where $D\in (2,\infty)$ is a prescribed target…

This article studies exponential families $\mathcal{E}$ on finite sets such that the information divergence $D(P\|\mathcal{E})$ of an arbitrary probability distribution from $\mathcal{E}$ is bounded by some constant $D>0$. A particular…

We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After…

The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…

What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate…

In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…