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We establish a general semiparametric Bernstein-von Mises theorem for Bayesian nonparametric priors based on continuous observations in a periodic reversible multidimensional diffusion model. We consider a wide range of functionals…
We extract a pair correlation function (PCF) from probability distributions of the spin-overlap parameter q. The distributions come from Monte Carlo simulations. A measure, w, of the thermal fluctuations of magnetic patterns follows from…
In this paper we build a joint model which can accommodate for binary, ordinal and continuous responses, by assuming that the errors of the continuous variables and the errors underlying the ordinal and binary outcomes follow a multivariate…
We prove a formula for the maximal correlation coefficient of the bivariate Marshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju (2016, Stat. Methodol., 29:1-9). The formula is applied to obtain a new proof for a…
We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel…
Fixing the relationship of a set of experimental quantities is a fundamental issue in many scientific disciplines. In the 2D case, the classical approach is to compute the linear correlation coefficient from a scatterplot. This method,…
Some puzzles which arise in matrix models with multiple cuts are presented. They are present in the smoothed eigenvalue correlators of these models. First a method is described to calculate smoothed eigenvalue correlators in random matrix…
In this paper, we consider a general partially observed diffusion model with periodic coefficients and with non-degenerate diffusion component. The coefficients of such a model depend on an unknown (static and deterministic) parameter which…
In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…
The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…
The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…
We apply Bayesian statistics to the estimation of correlation functions. We give the probability distributions of auto- and cross-correlations as functions of the data. Our procedure uses the measured data optimally and informs about the…
Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…
Invariant polynomials for torus links are obtained in the framework of the Chern-Simons topological gauge theory. The polynomials are computed as vacuum expectation values on the three-sphere of Wilson line operators representing the…
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…
In our paper published earlier we discussed forecasts of earthquake focal mechanism and ways to test the forecast efficiency. Several verification methods were proposed, but they were based on ad-hoc, empirical assumptions, thus their…
Weak lensing convergence can be used directly to map and probe the dark mass distribution in the universe. Building on earlier studies, we recall how the statistics of the convergence field are related to the statistics of the underlying…
A model of randomly distributed overlapping spheres of different radii is represented to describe a heterogeneous porous medium. Two-particle correlation function of the relative position of pores of different radii in the medium space was…
In this work, we derive a system of Boltzmann-type equations to describe the spread of SARS-CoV-2 virus at the microscopic scale, that is by modeling the human-to-human mechanisms of transmission. To this end, we consider two populations,…
In this work, the possibility of clustering correlated random variables was examined, both because of their mutual similarity and because of their similarity to the principal components. The k-means algorithm and spectral algorithms were…