Related papers: The expected Euler characteristic approximation to…
We consider the Gaussian free field $\varphi$ on $\mathbb{Z}^2$ at large spatial scales $N$ and give sharp bounds on the probability $\theta(a,N)$ that the radius of a finite cluster in the excursion set $\{\varphi \geq a\}$ on the…
Planets on eccentric orbits have a higher geometric probability of transiting their host star. By application of Bayes' theorem, we reverse this logic to show that the eccentricity distribution of transiting planets is positively biased.…
Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…
We investigate a generalized empirical likelihood approach in a two-group setting where the constraints on parameters have a form of U-statistics. In this situation, the summands that consist of the constraints for the empirical likelihood…
Computing the Euler genus of a graph is a fundamental problem in graph theory and topology. It has been shown to be NP-hard by [Thomassen '89] and a linear-time fixed-parameter algorithm has been obtained by [Mohar '99]. Despite extensive…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
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…
For a centered, homogeneous R^d-valued Gaussian random field X(t), t in R^k, with covariance matrix function R(s,t) = E[X(s) X(t)^T], we investigate the exact asymptotics of kappa_u(x) = P( theta(u) * integral over [0,T]^k of 1{X(t) > u b}…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
We show that if P$\neq$NP, then a wide class of TSP heuristics fail to approximate the length of the TSP to asymptotic optimality, even for random Euclidean instances. Previously, this result was not even known for any heuristics (greedy,…
The $\lambda$-exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the exponential family from the information-geometric…
This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and non-parametric…
Given a smooth R^d-valued diffusion, we study how fast the Euler scheme with time step 1/n converges in law. To be precise, we look for which class of test functions f the approximate expectation E[f(X^{n,x}_1)] converges with speed 1/n to…
The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…
This work is to popularize the method of computing the distribution of the excursion times for a Gaussian process that involves extended and multivariate Rice's formula. The approach was used in numerical implementations of the…
We study random surfaces constructed by glueing together $N/k$ filled $k$-gons along their edges, with all $(N-1)!! = (N-1)(N-3)...3\cdot 1$ pairings of the edges being equally likely. (We assume that lcm $\{2,k\}$ divides $N$.) The Euler…
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…
We consider the estimation of smoothing parameters and variance components in models with a regular log likelihood subject to quadratic penalization of the model coefficients, via a generalization of the method of Fellner (1986) and Schall…
This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…
Let $F$ be a probability distribution on $\mathbb{R}^d$ which admits a bounded density. We investigate the Euler characteristic of the \v{C}ech complex on $n$ points sampled from $F$ i.i.d. as $n\to\infty$ in the thermodynamic limit regime.…