Related papers: On the representation of the nested logit model

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Feng and Wang showed that two homogeneous iterated function systems in $\mathbb{R}$ with multiplicatively independent contraction ratios necessarily have different attractors. In this paper, we extend this result to graph directed iterated…

We construct a mathematical theory of Witten's Gauged Linear Sigma Model (GLSM). Our theory applies to a wide range of examples, including many cases with non-Abelian gauge group. Both the Gromov-Witten theory of a Calabi-Yau complete…

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

We introduce a variant of stable logarithmic maps, which we call punctured logarithmic maps. They allow an extension of logarithmic Gromov-Witten theory in which marked points have a negative order of tangency with boundary divisors. As a…

We propose two main applications of Gy\"{o}ngy (1986)'s construction of inhomogeneous Markovian stochastic differential equations that mimick the one-dimensional marginals of continuous It\^{o} processes. Firstly, we prove Dupire (1994) and…

In their 1993 paper, Arak, Clifford and Surgailis discussed a new model of random planar graph. As a particular case, that model yields tessellations with only T-vertices (T-tessellations). Using a similar approach involving Poisson lines,…

A comprehensive investigation of logN-logS distributions of gamma-ray sources discovered by EGRET has been performed for subsequent use in population studies. Existing models explaining the spatial arrangement of unidentified sources do not…

I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definition and use of Lambert W x F distributions and show that most…

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both…

In 1997 the author found a criterion for the Riemann hypothesis for the Riemann zeta function, involving the nonnegativity of certain coefficients associated with the Riemann zeta function. In 1999 Bombieri and Lagarias obtained an…

Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and…

First, we show that implied normal volatility is intimately linked with the incomplete Gamma function. Then, we deduce an expansion on implied normal volatility in terms of the time-value of a European call option. Then, we formulate an…

The present paper contains new geometric theorems in mixed characteristic case. We derive a bunch of cohomological consequences using these geometric theorems. Among them an isotropy result for quadratic spaces, a purity result for…

We consider the symmetric binary perceptron model, a simple model of neural networks that has gathered significant attention in the statistical physics, information theory and probability theory communities, with recent connections made to…

We consider integrable models solved by the nested algebraic Bethe ansatz and associated with $\mathfrak{gl}(2|1)$ or $\mathfrak{gl}(3)$ algebra symmetry. The analogue of sum formulae, previously formulated for scalar products, is…

A generalization of the Lorenz equations is proposed where the variables take values in a Lie algebra. The finite dimensionality of the representation encodes the quantum fluctuations, while the non-linear nature of the equations can…

For a bivariate probability distribution, local dependence around a single point on the support is often formulated as the second derivative of the logarithm of the probability density function. However, this definition lacks the invariance…

We prove the Strengthened Hanna Neumann Conjecture, in its common graph theoretic formulation. Our original approach to this conjecture used cohomology of sheaves on graphs, although here we give a short combinatorial proof that we found in…

We give an overview of some of the main results in geometric representation theory that have been proved by means of the Steinberg variety. Steinberg's insight was to use such a variety of triples in order to prove a conjectured formula by…