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We prove that the Poisson-Boolean percolation on $\mathbb{R}^d$ undergoes a sharp phase transition in any dimension under the assumption that the radius distribution has a $5d-3$ finite moment (in particular we do not assume that the…

Probability · Mathematics 2018-11-06 Hugo Duminil-Copin , Aran Raoufi , Vincent Tassion

In this paper we consider the inference rules of System P in the framework of coherent imprecise probabilistic assessments. Exploiting our algorithms, we propagate the lower and upper probability bounds associated with the conditional…

Probability · Mathematics 2007-05-23 Angelo Gilio

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

Statistics Theory · Mathematics 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

This paper introduces a novel concept of interval probability measures that enables the representation of imprecise probabilities, or uncertainty, in a natural and coherent manner. Within an algebra of sets, we introduce a notion of weak…

Statistics Theory · Mathematics 2024-02-06 Marcello Basili , Luca Pratelli

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

A convex cone is said to be projectionally exposed (p-exposed) if every face arises as a projection of the original cone. It is known that, in dimension at most four, the intersection of two p-exposed cones is again p-exposed. In this paper…

Optimization and Control · Mathematics 2025-01-23 Bruno F. Lourenço , Vera Roshchina , James Saunderson

Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…

Methodology · Statistics 2021-01-06 Sebastian Engelke , Jevgenijs Ivanovs

It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…

Probability · Mathematics 2023-09-08 Tiffany Y. Y. Lo , Aihua Xia

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite number of points. In this paper, firstly a general approach to this process is outlined using…

Probability · Mathematics 2022-01-26 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

In this article we introduce a simple tool to derive polynomial upper bounds for the probability of observing unusually large maximal components in some models of random graphs when considered at criticality. Specifically, we apply our…

Probability · Mathematics 2022-02-01 Umberto De Ambroggio

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…

Statistics Theory · Mathematics 2013-06-04 Tony Cai , Jianqing Fan , Tiefeng Jiang

Strictly proper kernel scores are well-known tool in probabilistic forecasting, while characteristic kernels have been extensively investigated in the machine learning literature. We first show that both notions coincide, so that insights…

Functional Analysis · Mathematics 2017-12-15 Ingo Steinwart , Johanna F. Ziegel

With the dramatic growth in the number of application domains that generate probabilistic, noisy and uncertain data, there has been an increasing interest in designing algorithms for geometric or combinatorial optimization problems over…

Data Structures and Algorithms · Computer Science 2016-05-24 Lingxiao Huang , Jian Li , Jeff M. Phillips , Haitao Wang

In this paper we introduce an enhanced notion of extremal systems for sets in locally convex topological vector spaces and obtain efficient conditions for set extremality in the convex case. Then we apply this machinery to deriving new…

Optimization and Control · Mathematics 2016-10-03 Boris Mordukhovich , Nguyen Mau Nam

Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…

Statistics Theory · Mathematics 2017-07-18 Adrien Hitz , Richard Davis , Gennady Samorodnitsky

We study a general framework of distributional computational graphs: computational graphs whose inputs are probability distributions rather than point values. We analyze the discretization error that arises when these graphs are evaluated…

Machine Learning · Statistics 2026-02-13 Olof Hallqvist Elias , Michael Selby , Phillip Stanley-Marbell

We study computing geometric problems on uncertain points. An uncertain point is a point that does not have a fixed location, but rather is described by a probability distribution. When these probability distributions are restricted to a…

Computational Geometry · Computer Science 2012-05-03 Allan Jorgensen , Maarten Löffler , Jeff M. Phillips

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-05-28 Ville Satopää , Robin Pemantle , Lyle Ungar

Shape estimation and object reconstruction are common problems in image analysis. Mathematically, viewing objects in the image plane as random sets reduces the problem of shape estimation to inference about sets. Currently existing…

Methodology · Statistics 2009-03-12 Larissa I. Stanberry , Hanna K. Jankowski