Related papers: Forests, cumulants, martingales
It is known that the combinatorial classes in the cohomology of the mapping class group of punctures surfaces defined by Witten and Kontsevich are polynomials in the adjusted Miller-Morita-Mumford classes. The leading coefficient was…
The generating function for spanning forests on a lattice is related to the q-state Potts model in a certain q -> 0 limit, and extends the analogous notion for spanning trees, or dense self-avoiding branched polymers. Recent works have…
We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…
We calculate the formal analytic expansions of certain formal translations in a space of formal iterated logarithmic and exponential variables. The results show how the algebraic structure naturally involves the Stirling numbers of the…
The cumulant representation is common in classical statistical physics for variables on the real line and the issue of closures of cumulant expansions is well elaborated. The case of phase variables significantly differs from the case of…
Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…
We propose a randomized algorithm to compute the log-partition function of weakly interacting fermions with polynomial runtime in both the system size and precision. Although weakly interacting fermionic systems are considered tractable for…
Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme value theory can be used to extrapolate beyond the range of…
We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
The surface Tutte polynomial has recently been generalised to pseudo-surfaces equipping it with recursive deletion-contraction relations. We use these relations to show that this generalisation naturally possesses a quasi-tree expansion.…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
The traditional class of elliptical distributions is extended to allow for asymmetries. A completely robust dispersion matrix estimator (the `spectral estimator') for the new class of `generalized elliptical distributions' is presented. It…
We study the convergence of cluster and virial expansions for systems of particles subject to positive two-body interactions. Our results strengthen and generalize existing lower bounds on the radii of convergence and on the value of the…
Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…
We study $I(T)$, the number of inversions in a tree $T$ with its vertices labeled uniformly at random, which is a generalization of inversions in permutations. We first show that the cumulants of $I(T)$ have explicit formulas involving the…
We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability…
Multivariate data occurs in a wide range of fields, with ever more flexible model specifications being proposed, often within a multivariate generalised linear mixed effects (MGLME) framework. In this article, we describe an extended…
We show how Wick polynomials of random variables can be defined combinatorially as the unique choice which removes all "internal contractions" from the related cumulant expansions, also in a non-Gaussian case. We discuss how an expansion in…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…