Related papers: Central limit theorems associated with the hierarc…
We propose a Bayesian nonparametric model for mixed-type bounded data, where some variables are compositional and others are interval-bounded. Compositional variables are non-negative and sum to a given constant, such as the proportion of…
Clustering observations across partially exchangeable groups of data is a routine task in Bayesian nonparametrics. Previously proposed models allow for clustering across groups by sharing atoms in the group-specific mixing measures.…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
Bayesian hierarchical clustering (BHC) is an agglomerative clustering method, where a probabilistic model is defined and its marginal likelihoods are evaluated to decide which clusters to merge. While BHC provides a few advantages over…
The cooperative hierarchical structure is a common and significant data structure observed in, or adopted by, many research areas, such as: text mining (author-paper-word) and multi-label classification (label-instance-feature). Renowned…
We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…
This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…
The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…
We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new…
Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…
In this paper, we consider the well known problem of estimating a density function under qualitative assumptions. More precisely, we estimate monotone non increasing densities in a Bayesian setting and derive concentration rate for the…
The probability distribution $\mu_{cl}$ of a general cluster point process in a Riemannian manifold $X$ (with independent random clusters attached to points of a configuration with distribution $\mu$) is studied via the projection of an…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
We show how clustering as a general hierarchical dynamical process proceeds via a sequence of inverse cascades to produce self-similar scaling, as an intermediate asymptotic, which then truncates at the largest spatial scales. We show how…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
We propose some axioms for hierarchical clustering of probability measures and investigate their ramifications. The basic idea is to let the user stipulate the clusters for some elementary measures. This is done without the need of any…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
Statistical depths have been well studied for multivariate and functional data over the past few decades, but remain under-explored for point processes. A first attempt on the notion of point process depth was conducted recently where the…