Related papers: Kernel based Dirichlet sequences
We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has…
For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…
Separable Bayesian Networks, or the Influence Model, are dynamic Bayesian Networks in which the conditional probability distribution can be separated into a function of only the marginal distribution of a node's neighbors, instead of the…
Regular variation is a continuous-parameter theory; we work in a general setting, containing the existing Karamata, Bojanic-Karamata/de Haan and Beurling theories as special cases. We give sequential versions of the main theorems, that is,…
Existing measures and representations for trajectories have two longstanding fundamental shortcomings, i.e., they are computationally expensive and they can not guarantee the `uniqueness' property of a distance function: dist(X,Y) = 0 if…
For a scalar matrix $\mathbf a=(a_{m, n})_{m, n=1}^{\infty},$ the Dirichlet series kernel $\kappa_{\mathbf a}$ is the double Dirichlet series $\kappa_{\mathbf a}(s, u) = \sum_{m, n =1}^{\infty} a_{m, n}m^{-s} n^{-\bar{u}}$ in the variables…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
We study the problems of sequential nonparametric two-sample and independence testing. Sequential tests process data online and allow using observed data to decide whether to stop and reject the null hypothesis or to collect more data,…
We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…
We investigate a linear diffusion equation incorporating historical effects, characterised by a finite non-negative Borel measure on \((0, \mathfrak T]\). This approach accommodates both distributed memory and discrete delays within a…
This article presents a quantum computing approach to designing of similarity measures and kernels for classification of stochastic symbolic time series. In the area of machine learning, kernels are important components of various…
In data science, determining proximity between observations is critical to many downstream analyses such as clustering, information retrieval and classification. However, when the underlying structure of the data probability space is…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
Let $(B_{i})$ be a sequence of measurable sets in a probability space $(X,\mathcal{B}, \mu)$ such that $\sum_{n=1}^{\infty} \mu (B_{i}) = \infty$. The classical Borel-Cantelli lemma states that if the sets $B_{i}$ are independent, then $\mu…
A new differential equation is derived for an object ${\widehat S}(E,E^\prime,x)$, which when integrated over the appropriate range in $x$, yields the kernel $K(E,E^\prime)$ with which $n$-point correlation functions can be computed in a…
For a bivariate time series $((X_i,Y_i))_{i=1,...,n}$ we want to detect whether the correlation between $X_i$ and $Y_i$ stays constant for all $i = 1,...,n$. We propose a nonparametric change-point test statistic based on Kendall's tau and…
The main theorem of this paper establishes a uniform syndeticity result concerning the multiple recurrence of measure-preserving actions on probability spaces. More precisely, for any integers $d,l\geq 1$ and any $\varepsilon > 0$, we prove…
A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…
In this paper we study correlation measures introduced in \cite{emme_asymptotic_2017}. Denote by $\mu_a(d)$ the asymptotic density of the set $\mathcal{E}_{a,d}=\{n \in \mathbb{N}, \ s_2(n+a)-s_2(n)=d\}$ (where $s_2$ is the sum-of-digits…