Related papers: Diffeological statistical models, the Fisher metri…
A sufficient statistic is a deterministic function that captures an essential property of a probabilistic function (channel, kernel). Being a sufficient statistic can be expressed nicely in terms of string diagrams, as Tobias Fritz showed…
Let $F$ be the Fibonacci matrix $ \bigl[\begin{smallmatrix} 1 & 1 1 & 0 \\ \end{smallmatrix}\bigr] $. The Fibonacci Dyck shift is a subshsystem of the Dyck shift $D_2$ constrained by the matrix $F$. Let ${{\frak L}^{Ch(D_F)}}$ be a…
In this paper, I discuss three aspects of the Frisch-Waugh-Lovell theorem. First, I show that the theorem holds for linear instrumental variables estimation of a multiple regression model that is either exactly or overidentified. I show…
In this paper we introduce a new class of diffeomorphic smoothers based on general spline smoothing techniques and on the use of some tools that have been recently developed in the context of image warping to compute smooth diffeomorphisms.…
In the second paper of this series we extend our Bayesian reanalysis of the evidence for a cosmic variation of the fine structure constant to the semi-parametric modelling regime. By adopting a mixture of Dirichlet processes prior for the…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
For a class of symplectic manifolds, we introduce a functional which assigns a real number to any pair of continuous functions on the manifold. This functional has a number of interesting properties. On the one hand, it is Lipschitz with…
We prove that for a large class of quantum Fisher information, a quantum channel is sufficient for a family of quantum states, i.e., the input states can be recovered from the output, if and only if the quantum Fisher information is…
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…
We show that the sequential closure of a family of probability measures on the canonical space of c{\`a}dl{\`a}g paths satisfying Stricker's uniform tightness condition is a weak${}^*$ compact set of semimartingale measures in the pairing…
We prove quantitative statistical stability results for a large class of small $C^{0}$ perturbations of circle diffeomorphisms with irrational rotation numbers. We show that if the rotation number is Diophantine the invariant measure varies…
Under the assumption that the approximating function $\psi$ is monotonic, the classical Khintchine-Groshev theorem provides an elegant probabilistic criterion for the Lebesgue measure of the set of $\psi$-approximable matrices in $\R^{mn}$.…
We discuss various infinite-dimensional configuration spaces that carry measures quasiinvariant under compactly-supported diffeomorphisms of a manifold M corresponding to a physical space. Such measures allow the construction of unitary…
The aim of this paper is to introduce new statistical criterions for estimation, suitable for inference in models with common continuous support. This proposal is in the direct line of a renewed interest for divergence based inference tools…
By utilizing the idea of Colombeau's generalized function, we introduce a notion of asymptotic map between arbitrary diffeological spaces. The category consisting of diffeological spaces and asymptotic maps is enriched over the category of…
We introduce a framework for Riemannian diffeology. To this end, we use the tangent functor in the sense of Blohmann and one of the options of a metric on a diffeological space in the sense of Iglesias-Zemmour. As a consequence, the…
This paper provides a systematic approach to semiparametric identification that is based on statistical information as a measure of its "quality". Identification can be regular or irregular, depending on whether the Fisher information for…
We consider families of geometries of D--dimensional space, described by a finite number of parameters. Starting from the De Witt metric we extract a unique integration measure which turns out to be a geometric invariant, i.e. independent…
The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian information criterion is proposed that is able to deal with…
The Fisher infinitesimal model is a classical model of phenotypic trait inheritance in quantitative genetics. Here, we prove that it encompasses a remarkable convexity structure which is compatible with a selection function having a convex…