Related papers: Generalized Bernoulli Process and Fractional Binom…

We argue the case for Gaussian Belief Propagation (GBP) as a strong algorithmic framework for the distributed, generic and incremental probabilistic estimation we need in Spatial AI as we aim at high performance smart robots and devices…

The stability and approximation properties of transfer functions of generalized Bessel polynomials (GBP) are investigated. Sufficient conditions are established for the GBP to be Hurwitz. It is shown that the Pad\'e approximants of $e^{-s}$…

We develop a Bayesian nonparametric approach to a general family of latent class problems in which individuals can belong simultaneously to multiple classes and where each class can be exhibited multiple times by an individual. We introduce…

We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability.

We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…

We generalise the Bernoulli numbers to include the case where the index may be a continuous variable.

In this paper we introduce the \textit{multivariate} Brownian semistationary (BSS) processes and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for…

We consider the sum of two self-similar centred Gaussian processes with different self-similarity indices. Under non-negativity assumptions of covariance functions and some further minor conditions, we show that the asymptotic behaviour of…

Gaussian processes (GPs) are an attractive class of machine learning models because of their simplicity and flexibility as building blocks of more complex Bayesian models. Meanwhile, graph neural networks (GNNs) emerged recently as a…

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…

The definition of generalized random processes in Gel'fand sense allows to extend well-known stochastic models, such as the fractional Brownian motion, and study the related fractional pde's, as well as stochastic differential equations in…

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Randomness processing in the Bernoulli factory framework provides a concrete setting in which quantum resources can outperform classical ones. We experimentally demonstrate an entanglement-assisted quantum Bernoulli factory based on…

This paper introduces the Generalized Space-Time Fractional Skellam Process (GSTFSP) and the Generalized Space Fractional Skellam Process (GSFSP). We investigate their distributional properties including the probability generating function…

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…