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The normal-inverse-Wishart (NIW) distribution is commonly used as a prior distribution for the mean and covariance parameters of a multivariate normal distribution. The family of NIW distributions is also a minimal exponential family. In…

Statistics Theory · Mathematics 2024-06-04 Jonathan So

The behavior of a newly introduced overlap parameter is analyzed, measuring the correlation between intensity fluctuations of waves in random media in different physical regimes, with varying amount of disorder and non-linearity. Its…

Statistical Mechanics · Physics 2015-12-01 Fabrizio Antenucci , Andrea Crisanti , Luca Leuzzi

Reinforced Galton--Watson processes describe the dynamics of a population where reproduction events are reinforced, in the sense that offspring numbers of forebears can be repeated randomly by descendants. More specifically, the evolution…

Probability · Mathematics 2025-02-24 Jean Bertoin , Bastien Mallein

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…

Other Condensed Matter · Physics 2009-11-10 R. Coelho , Z. Neda , J. J. Ramasco , M. A. Santos

We consider neutral evolution of a large population subject to changes in its population size. For a population with a time-variable carrying capacity we have computed the distributions of the total branch lengths of its sample genealogies.…

Populations and Evolution · Quantitative Biology 2012-06-13 A. Eriksson , B. Mehlig , M. Rafajlovic , S. Sagitov

In Bayesian inference, computing the posterior distribution from the data is typically a non-trivial problem, which usually requires approximations such as mean-field approaches or numerical methods, like the Monte Carlo Markov Chain. Being…

Disordered Systems and Neural Networks · Physics 2025-07-29 Alfredo Braunstein , Louise Budzynski , Matteo Mariani , Federico Ricci-Tersenghi

All types of networks arise as intricate combinations of dyadic building blocks formed by pairs of vertices. In directed networks, the dyadic patterns are entirely determined by reciprocity, i.e. the tendency to form, or to avoid, mutual…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiziano Squartini , Francesco Picciolo , Franco Ruzzenenti , Diego Garlaschelli

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

Mixture models have received considerable attention recently and Newton [Sankhy\={a} Ser. A 64 (2002) 306--322] proposed a fast recursive algorithm for estimating a mixing distribution. We prove almost sure consistency of this recursive…

Statistics Theory · Mathematics 2009-08-25 Surya T. Tokdar , Ryan Martin , Jayanta K. Ghosh

Reciprocity--the tendency of individuals to form mutual ties--is a fundamental structural feature of many directed networks. Despite its ubiquity, reciprocity remains insufficiently integrated into statistical network models, particularly…

Methodology · Statistics 2025-07-30 Rui Feng , Chenlei Leng

A simple heuristic model, including the multiple exchanges between economic agents, is used to explain the mechanism of emerging and maintenance of social inequality in the market economy. The model allows calculating a density function of…

Biological Physics · Physics 2023-03-16 Vladimir Pokrovskii

We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…

Disordered Systems and Neural Networks · Physics 2026-02-11 Elizaveta Demyanenko , Davide Straziota , Carlo Baldassi , Carlo Lucibello

The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…

Statistics Theory · Mathematics 2013-03-06 Vladimir Spokoiny

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

Probability · Mathematics 2007-06-13 S. A. Ladoucette , J. L. Teugels

Mathematical models play an increasingly important role in the interpretation of biological experiments. Studies often present a model that generates the observations, connecting hypothesized process to an observed pattern. Such generative…

Populations and Evolution · Quantitative Biology 2014-06-18 Steven A. Frank

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

Statistics Theory · Mathematics 2025-09-25 Marta Catalano , Hugo Lavenant , Francesco Mascari

For a random sample of points in $\mathbb{R}$, we consider the number of pairs whose members are nearest neighbors (NN) to each other and the number of pairs sharing a common NN. The first type of pairs are called reflexive NNs whereas…

Probability · Mathematics 2020-10-07 Selim Bahadır , Elvan Ceyhan

We study the RPA equations in their most general form by taking the matrix elements appearing in the RPA equations as random. This yields either a unitarily or an orthogonally invariant random-matrix model which is not of the Cartan type.…

Nuclear Theory · Physics 2009-08-05 X. Barillier-Pertuisel , O. Bohigas , H. A. Weidenmueller