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Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…
We propose a method that would allow for a rigorous statistical analysis of neural responses to natural stimuli, which are non-Gaussian and exhibit strong correlations. We have in mind a model in which neurons are selective for a small…
Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…
For a pair of random Gaussian integers chosen uniformly and independently from the set of Gaussian integers of norm $x$ or less as $x$ goes to infinity, we find asymptotics for the average norm of their greatest common divisor, with…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large pool. Can the discoveries from these data mining approaches…
Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…
This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…
We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…
The mutual information of a single-layer perceptron with $N$ Gaussian inputs and $P$ deterministic binary outputs is studied by numerical simulations. The relevant parameters of the problem are the ratio between the number of output and…
Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…
We investigate the asymptotic distribution of the maximum of a frequency smoothed estimate of the spectral coherence of a M-variate complex Gaussian time series with mutually independent components when the dimension M and the number of…
The Lukacs property of the free Poisson distribution is studied here. We prove that if free $\X$ and $\Y$ are free Poisson distributed with suitable parameters, then $\X+\Y$ and…