Related papers: New perspectives on knockoffs construction
In this article, we study tests of independence for data with arbitrary distributions in the non-serial case, i.e., for independent and identically distributed random vectors, as well as in the serial case, i.e., for time series. These…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
Tests for break points detection in the law of random vectors have been proposed in several papers. Nevertheless, they have often little powers for alternatives involving a change in the dependence between components of vectors. Specific…
We revisit the Vectorial Lambda Calculus, a typed version of Lineal. Vectorial (as well as Lineal) has been originally designed for quantum computing, as an extension to System F where linear combinations of lambda terms are also terms and…
These lecture notes consist of three chapters. In the first chapter we present oracle inequalities for the prediction error of the Lasso and square-root Lasso and briefly describe the scaled Lasso. In the second chapter we establish…
Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \mathbb{R}^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$, $A$, $N$ are independent. Given $N$ independent copies…
Let $\Lambda \subset \mathbb R^n$ be an algebraic lattice, coming from a projective module over the ring of integers of a number field $K$. Let $\mathcal Z \subset \mathbb R^n$ be the zero locus of a finite collection of polynomials such…
We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…
We define in a probabilistic way a parametric family of multivariate extreme value distributions. We derive its copula, which is a mixture of several complete dependent copulas and total independent copulas, and the bivariate tail…
This expository article is an introduction to Landau's problem of bounding the derivative, knowing bounds for the function and its second derivative, and some of its variants and generalizations. Connexions with convex and functional…
The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…
This paper deals with the generalized convolutions connected with the Williamson transform and the maximum operation. We focus on such convolutions which can define transition probabilities of renewal processes. They should be monotonic…
We introduce the first probabilistic framework tailored for sequential random projection, an approach rooted in the challenges of sequential decision-making under uncertainty. The analysis is complicated by the sequential dependence and…
The study of knots and links from a probabilistic viewpoint provides insight into the behavior of "typical" knots, and opens avenues for new constructions of knots and other topological objects with interesting properties. The knotting of…
Let $I$ be an independent set drawn from the discrete $d$-dimensional hypercube $Q_d=\{0,1\}^d$ according to the hard-core distribution with parameter $\lambda>0$ (that is, the distribution in which each independent set $I$ is chosen with…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
We formulate a theory of shape valid for objects of arbitrary dimension whose contours are path connected. We apply this theory to the design and modeling of viable trajectories of complex dynamical systems. Infinite families of…
A non-deterministic call-by-need lambda-calculus \calc with case, constructors, letrec and a (non-deterministic) erratic choice, based on rewriting rules is investigated. A standard reduction is defined as a variant of left-most outermost…
We introduce the logics GLP(\Lambda), a generalization of Japaridze's polymodal provability logic GLP(\omega) where \Lambda is any linearly ordered set representing a hierarchy of provability operators of increasing strength. We shall…
We propose a model-based approach to the model checking problem for recursive schemes. Since simply typed lambda calculus with the fixpoint operator, lambda-Y-calculus, is equivalent to schemes, we propose the use of a model of…