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The maximum product of spacings (MPS) is employed in the estimation of the Generalized Extreme Value Distribution (GEV) and the Generalized Pareto Distribution (GPD). Efficient estimators are obtained by the MPS for all $\gamma$. This…

Statistics Theory · Mathematics 2007-06-13 T. S. T. Wong , W. K. Li

Let $X=(X_1,X_2,\ldots)$ be a sequence of random variables with values in a standard space $(S,\mathcal{B})$. Suppose \begin{gather*} X_1\sim\nu\quad\text{and}\quad P\bigl(X_{n+1}\in\cdot\mid…

Probability · Mathematics 2022-04-05 Patrizia Berti , Emanuela Dreassi , Fabrizio Leisen , Luca Pratelli , Pietro Rigo

Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the…

Computation · Statistics 2019-11-05 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Exchangeable arrays are natural tools to model common forms of dependence between units of a sample. Jointly exchangeable arrays are well suited to dyadic data, where observed random variables are indexed by two units from the same…

Statistics Theory · Mathematics 2023-04-18 Laurent Davezies , Xavier D'Haultfoeuille , Yannick Guyonvarch

We investigate ensembles of Matrix Product States (MPSs) generated by quantum circuit evolution followed by projection onto MPSs with a fixed bond dimension $\chi$. Specifically, we consider ensembles produced by: (i) random sequential…

Quantum Physics · Physics 2025-01-20 Hugo Lóio , Guillaume Cecile , Sarang Gopalakrishnan , Guglielmo Lami , Jacopo De Nardis

Randomness (in the sense of being generated in an IID fashion) and exchangeability are standard assumptions in nonparametric statistics and machine learning, and relations between them have been a popular topic of research. This short paper…

Statistics Theory · Mathematics 2026-01-21 Vladimir Vovk

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

Probability · Mathematics 2011-04-11 Thomas G. Kurtz , Eliane R. Rodrigues

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

Neural and Evolutionary Computing · Computer Science 2020-08-25 Jüri Lember , Chris Watkins

In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…

Methodology · Statistics 2022-04-12 Rohan Hore , Abhik Ghosh

We discuss a model of motion of substance through the nodes of a channel of a network. The channel can be modeled by a chain of urns where each urn can exchange substance with the neighboring urns. In addition the urns can exchange…

Physics and Society · Physics 2019-04-29 Nikolay K. Vitanov , Kaloyan N. Vitanov

The aim of this article is to establish basic results in a conditional measure theory. The results are applied to prove that arbitrary kernels and conditional distributions are represented by measures in a conditional set theory. In…

Probability · Mathematics 2018-03-21 Asgar Jamneshan , Michael Kupper , Martin Streckfuß

Probabilistic reasoning systems combine different probabilistic rules and probabilistic facts to arrive at the desired probability values of consequences. In this paper we describe the MESA-algorithm (Maximum Entropy by Simulated Annealing)…

Artificial Intelligence · Computer Science 2013-03-25 Gerhard Paaß

Separability conditions for a bipartite quantum system of finite-dimensional subsystems are formulated in terms of R\'{e}nyi and Tsallis entropies. Entropic uncertainty relations often lead to entanglement criteria. We propose new approach…

Quantum Physics · Physics 2017-11-01 Alexey E. Rastegin

A common assumption in the fitting of unordered multinomial response models for $J$ mutually exclusive categories is that the responses arise from the same set of $J$ categories across subjects. However, when responses measure a choice made…

Methodology · Statistics 2025-09-10 Siddhartha Chib , Kenichi Shimizu

In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior distribution assigns positive probability to all…

Statistics Theory · Mathematics 2016-09-01 Randal Douc , Jimmy Olsson , Francois Roueff

In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…

In a low-order model of the general circulation of the atmosphere we examine the predictability of threshold exceedance events of certain observables. The likelihood of such binary events -- the cornerstone also for the categoric (as…

Chaotic Dynamics · Physics 2015-10-28 Tamas Bodai

Recent work (Feng et al., 2018) establishes the presence of short, uninterpretable input fragments that yield high confidence and accuracy in neural models. We refer to these as Minimal Prediction Preserving Inputs (MPPIs). In the context…

Computation and Language · Computer Science 2021-03-26 Shayne Longpre , Yi Lu , Christopher DuBois

Measurements can be viewed as interactions between a measured system and a pointer system that imprint information about the system on the pointer. For so-called unbiased interactions, the measurement statistics--the information…

Quantum Physics · Physics 2025-03-31 Tiago Debarba , Marcus Huber , Nicolai Friis

Our object of study is the general class of stick-breaking processes with exchangeable length variables. These generalize well-known Bayesian non-parametric priors in an unexplored direction. We give conditions to assure the respective…

Statistics Theory · Mathematics 2021-07-20 María F. Gil-Leyva , Ramsés H. Mena
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