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Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…

Probability · Mathematics 2023-04-11 C. Houdré , R. Kawai

We prove that any type in an NIP theory can be decomposed into a stable part (a generically stable partial type) and a distal-like quotient.

Logic · Mathematics 2017-08-03 Pierre Simon

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

Statistics Theory · Mathematics 2020-08-24 T Tin Nguyen , Hien D Nguyen , Faicel Chamroukhi , Geoffrey J McLachlan

A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…

Statistics Theory · Mathematics 2013-06-11 Xinjia Chen

In this paper, by minimizing the coherence quantifiers over all states in an $\epsilon$ ball around a given state, we define a generalized smooth quantifier, called the $\epsilon$-smooth measure of coherence. We use it to estimate the…

Quantum Physics · Physics 2019-01-16 Zhengjun Xi , Shanshan Yuwen

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

An approach is suggested defining effective sums of divergent series in the form of self-similar exponential approximants. The procedure of constructing these approximants from divergent series with arbitrary noninteger powers is developed.…

Statistical Mechanics · Physics 2009-10-31 V. I. Yukalov , S. Gluzman

Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First, we show that the leading terms in Skilling's expression…

Instrumentation and Methods for Astrophysics · Physics 2023-03-29 Andrew Fowlie , Qiao Li , Huifang Lv , Yecheng Sun , Jia Zhang , Le Zheng

Distorted sums of models were introduced and discussed in [Sh:463]. This notion generalizes the notion of disjoint (or direct) sums of models by letting the summands overlap. In the first section we investigate types in distorted sums and…

Logic · Mathematics 2019-09-02 Shmuel Lifsches , Saharon Shelah

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

We propose new summary measures of diagnostic test accuracy which can be used as companions to existing diagnostic accuracy measures. Conceptually, our summary measures are tantamount to the so-called Hellinger affinity and we show that…

Methodology · Statistics 2017-12-29 Miguel de Carvalho , Bradley J. Barney , Garritt L. Page

Three categories of algebras with morphisms generalising the usual set of algebra homomorphisms are described. The Sweedler product provides a hom-tensor equivalence relating these three categories, and a tool enabling the universal…

Rings and Algebras · Mathematics 2021-05-07 Marjorie Batchelor , Will Boulton , Daren Chen , Jonathan Rawlinson , Mustafa Warsi

We present a systematic study of the regularity phenomena for NIP hypergraphs and connections to the theory of (locally) generically stable measures, providing a model-theoretic hypergraph version of the results from [L. Lov\'asz, B.…

Logic · Mathematics 2021-03-11 Artem Chernikov , Sergei Starchenko

An earlier introduced characterization of nonuniform learnability that allows the sample size to depend on the hypothesis to which the learner is compared has been redefined using the measure theoretic approach. Where nonuniform…

Machine Learning · Computer Science 2020-11-03 Ankit Bandyopadhyay

Given a sequence of complex square matrices, $a_n$, consider the sequence of their partial products, defined by $p_n=p_{n-1}a_{n}$. What can be said about the asymptotics as $n\to\infty$ of the sequence $f(p_n)$, where $f$ is a continuous…

Complex Variables · Mathematics 2009-01-12 Douglas Bowman , James Mc Laughlin

The emergence of various notions of ``consistency'' in diffusion models has garnered considerable attention and helped achieve improved sample quality, likelihood estimation, and accelerated sampling. Although similar concepts have been…

Machine Learning · Computer Science 2023-08-02 Chieh-Hsin Lai , Yuhta Takida , Toshimitsu Uesaka , Naoki Murata , Yuki Mitsufuji , Stefano Ermon

In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve…

Methodology · Statistics 2023-12-11 Benny Avelin

Given a predicate $P: \{-1, 1\}^k \to \{-1, 1\}$, let $CSP(P)$ be the set of constraint satisfaction problems whose constraints are of the form $P$. We say that $P$ is approximable if given a nearly satisfiable instance of $CSP(P)$, there…

Computational Complexity · Computer Science 2020-04-28 Neng Huang , Aaron Potechin

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…

Methodology · Statistics 2019-12-03 Gery Geenens , Pierre Lafaye de Micheaux