Related papers: Modeling Sums of Exchangeable Binary Variables
For a family of probability functions (or a probability kernel), cross modality occurs when every likelihood maximum matches a mode of the distribution. This implies existence of simultaneous maxima on the modal ridge of the family. The…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
This work proposes a new exchangeability test for a random sequence through a martingale based approach. Its main contributions include: 1) an additive martingale which is more amenable for designing exchangeability tests by exploiting the…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
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 develop a systematic and fully explicit approach to the evaluation of binomial sums involving reciprocals of binomial coefficients based on Beta integral techniques. Starting from a simple integral representation, we provide a derivation…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
We consider the distribution of cycle counts in a random regular graph, which is closely linked to the graph's spectral properties. We broaden the asymptotic regime in which the cycle counts are known to be approximately Poisson, and we…
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We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…
The computation and inversion of the binomial and negative binomial cumulative distribution functions play a key role in many applications. In this paper, we explain how methods used for the central beta distribution function (described in…
A large branch of explainable machine learning is grounded in cooperative game theory. However, research indicates that game-theoretic explanations may mislead or be hard to interpret. We argue that often there is a critical mismatch…
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…
We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…
We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define,…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
In this work we introduce the class of beta autoregressive fractionally integrated moving average models for continuous random variables taking values in the continuous unit interval $(0,1)$. The proposed model accommodates a set of…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type $Z=Y/(X+Y)$ where $X$ and $Y$ are two correlated Birnbaum-Saunders random variables. The density of $Z$ may be unimodal or…