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Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Statistics Theory · Mathematics 2020-05-19 Holger Drees , Holger Rootzén

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

Probability · Mathematics 2023-02-22 Andrew Ahn

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

The large deviation principle is established for the Poisson--Dirichlet distribution when the parameter $\theta$ approaches infinity. The result is then used to study the asymptotic behavior of the homozygosity and the Poisson--Dirichlet…

Probability · Mathematics 2007-05-23 Donald A. Dawson , Shui Feng

In this paper, we study the Hamiltonian differential systems with homogeneous nonlinearity parts on $\mathbb{C}^2$. Firstly, we present a series of topological properties of polynomial Hamiltonian functions, with a particular focus on the…

Dynamical Systems · Mathematics 2024-08-23 Guangfeng Dong , Jiazhong Yang

In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…

Statistics Theory · Mathematics 2025-06-23 Jaeyong Lee , Kwangmin Lee , Jaegui Lee , Seongil Jo

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

Statistics Theory · Mathematics 2018-04-18 Masaru Shintani , Ken Umeno

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed…

Machine Learning · Statistics 2015-09-15 Theodoros Tsiligkaridis , Keith W. Forsythe

This paper is about Dirichlet averages in the matrix-variate case or averages of functions over the Dirichlet measure in the complex domain. The classical power mean contains the harmonic mean, arithmetic mean and geometric mean (Hardy,…

Statistics Theory · Mathematics 2023-03-07 Princy T , Nicy Sebastian

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input.…

Machine Learning · Computer Science 2013-09-27 Amar Shah , Zoubin Ghahramani

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

This paper shows how the variational Bayes method provides a computational efficient technique in the context of hierarchical modelling using Dirichlet process priors, in particular without requiring conjugate prior assumption. It shows,…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…

Methodology · Statistics 2017-07-03 J. J. Quinlan , F. A. Quintana , G. L. Page

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

Statistical Mechanics · Physics 2007-05-23 Ugur Tirnakli , Christian Beck , Constantino Tsallis

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

Gene-gene interactions are often regarded as playing significant roles in influencing variabilities of complex traits. Although much research has been devoted to this area, to date a comprehensive statistical model that addresses the…

Applications · Statistics 2018-04-18 Durba Bhattacharya , Sourabh Bhattacharya

We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that…

Machine Learning · Computer Science 2013-01-18 Shivakumar Vaithyanathan , Byron E Dom

In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…

Methodology · Statistics 2020-07-03 Indrabati Bhattacharya , Subhashis Ghosal

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund
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