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In a recent paper `The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat. 34 (2006) 1581--1619], Kou, Zhou & Wong have presented a new stochastic simulation method called the equi-energy (EE)…

Computation · Statistics 2007-11-02 Christophe Andrieu , Ajay Jasra , Arnaud Doucet , Pierre Del Moral

We are giving one characterization result of exponential distribution using extropy of nth upper k-record value. We introduce test statistics based on the proposed characterization result that will be used to test exponentially. The…

Applications · Statistics 2023-01-10 Santosh Kumar Chaudhary , Nitin Gupta

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

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

Statistics Theory · Mathematics 2015-03-04 Robert W. Chen

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

Consider two independent exponential populations having different unknown location parameters and a common unknown scale parameter. Call the population associated with the larger location parameter as the "best" population and the…

Statistics Theory · Mathematics 2021-10-27 Masihuddin , Neeraj Misra

Consider one realization of a continuous-time Gaussian process $Z$ which belongs to the Mat\' ern family with known ``regularity'' index $\nu >0$. For estimating the autocorrelation-range and the variance of $Z$ from $n$ observations on a…

Statistics Theory · Mathematics 2019-06-25 Didier A. Girard

The exponential random graph (ERGM) model is a commonly used statistical framework for studying the determinants of tie formations from social network data. To test scientific theories under the ERGM framework, statistical inferential…

Methodology · Statistics 2023-12-01 Joris Mulder , Nial Friel , Philip Leifeld

We prove the first explicit rate of convergence to the Tracy-Widom distribution for the fluctuation of the largest eigenvalue of sample covariance matrices that are not integrable. Our primary focus is matrices of type $ X^*X $ and the…

Probability · Mathematics 2019-12-12 Haoyu Wang

We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous…

Machine Learning · Computer Science 2019-09-26 Alexander Jung

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings,…

Statistics Theory · Mathematics 2015-09-08 Eunho Yang , Pradeep Ravikumar , Genevera I. Allen , Zhandong Liu

We consider inhomogeneous Erd\H{o}s-R\'enyi graphs. We suppose that the maximal mean degree $d$ satisfies $d \ll \log n$. We characterize the asymptotic behavior of the $n^{1 - o(1)}$ largest eigenvalues of the adjacency matrix and its…

Probability · Mathematics 2017-04-11 Florent Benaych-Georges , Charles Bordenave , Antti Knowles

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

Markov chain Monte Carlo methods for exponential family models with intractable normalizing constant, such as the exchange algorithm, require simulations of the sufficient statistics at every iteration of the Markov chain, which often…

Computation · Statistics 2023-02-21 Quan Vu , Matthew T. Moores , Andrew Zammit-Mangion

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

Mathematical Physics · Physics 2013-11-13 Marek Smaczynski , Tomasz Tkocz , Marek Kus , Karol Zyczkowski

The classical Erd\H os-Ko-Rado (EKR) Theorem states that if we choose a family of subsets, each of size (k), from a fixed set of size (n (n > 2k)), then the largest possible pairwise intersecting family has size (t ={n-1\choose k-1}). We…

Combinatorics · Mathematics 2012-04-12 Anna Celaya , Anant P. Godbole , Mandy Rae Schleifer

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

We show that $k$-means (Lloyd's algorithm) is obtained as a special case when truncated variational EM approximations are applied to Gaussian Mixture Models (GMM) with isotropic Gaussians. In contrast to the standard way to relate $k$-means…

Machine Learning · Statistics 2019-06-07 Jörg Lücke , Dennis Forster

In this work, we study the generalized k-th power symbol (a/n)_k and present a comprehensive collection of its algebraic properties. The results are classified according to their dependence on the three main parameters a, n, and k. In…

General Mathematics · Mathematics 2025-10-02 Es-said En-naoui