Related papers: Importance sampling for maxima on trees
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…
The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…
Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…
We consider the minimum spanning tree problem in a setting where the edge weights are stochastic from unknown distributions, and the only available information is a single sample of each edge's weight distribution. In this setting, we…
Let $T$ be a tree with induced partial order $\preceq$. We investigate centered Gaussian processes $X=(X_t)_{t\in T}$ represented as $$ X_t=\sigma(t)\sum_{v \preceq t}\alpha(v)\xi_v $$ for given weight functions $\alpha$ and $\sigma$ on $T$…
Considered are the large $N$, or large intensity, forms of the distribution of the length of the longest increasing subsequences for various models. Earlier work has established that after centring and scaling, the limit laws for these…
Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…
In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…
Most computational models of dependency syntax consist of distributions over spanning trees. However, the majority of dependency treebanks require that every valid dependency tree has a single edge coming out of the ROOT node, a constraint…
Let $\{X_i\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\{X_i\}$ with…
In the critical beta-splitting model of a random $n$-leaf binary tree, leaf-sets are recursively split into subsets, and a set of $m$ leaves is split into subsets containing $i$ and $m-i$ leaves with probabilities proportional to…
We study the size and the lifetime distributions of scale-free random branching tree in which $k$ branches are generated from a node at each time step with probability $q_k\sim k^{-\gamma}$. In particular, we focus on finite-size trees in a…
The generalized Dickman distribution ${\cal D}_\theta$ with parameter $\theta>0$ is the unique solution to the distributional equality $W=_d W^*$, where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with $W$…
We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…
The set of all permutations with $n$ symbols is a symmetric group denoted by $S_n$. A transposition tree, $T$, is a spanning tree over its $n$ vertices $V_T=${$1, 2, 3, \ldots n$} where the vertices are the positions of a permutation $\pi$…
Given a simple graph $G$, a weight function $w:E(G)\rightarrow \mathbb{N} \setminus \{0\}$, and an orientation $D$ of $G$, we define $\mu^-(D) = \max_{v \in V(G)} w_D^-(v)$, where $w^-_D(v) = \sum_{u\in N_D^{-}(v)}w(uv)$. We say that $D$ is…
This paper shows that decision trees constructed with Classification and Regression Trees (CART) and C4.5 methodology are consistent for regression and classification tasks, even when the number of predictor variables grows…
Inspired by applications in weighted polynomial approximation problems, we study an optimal mass distribution problem. Given a gauge function $h$ and a positive "roof" function $R$ compactly supported in $\mathbb{R}^n$, we are interested in…