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We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
In this paper, we consider the problem of counting Diophantine inequalities with multiple natural constraints. We prove a very general result in this setting using dynamical techniques. More precisely, we consider the joint asymptotic…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…
In this paper a new approach is derived in the context of shape theory. The implemented methodology is motivated in an open problem proposed in \citet{GM93} about the construction of certain shape density involving Euler hypergeometric…
Standard statistical methods applied to matrix random variables often fail to describe the underlying structure in multiway data sets. In this paper we will discuss the concept of an array variate random variable and introduce a class of…
Influence diagrams provide a compact graphical representation of decision problems. Several algorithms for the quick computation of their associated expected utilities are available in the literature. However, often they rely on a full…
This work includes a number of novel contributions for the multiple-source adaptation problem. We present new normalized solutions with strong theoretical guarantees for the cross-entropy loss and other similar losses. We also provide new…
We show that, under some general assumptions on the entries of a random complex $n \times n$ matrix $X_n$, the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges to the uniform law of an ellipsoid as $n$ tends to…
The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
This paper introduces four matrix normal distributions on analytic bundles of flag varieties, extending the separable covariance $\varPhi \otimes \varPsi$ with potentially variable-level ($\varPsi$) and/or sample-level ($\varPhi$)…
We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…
In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties…
We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…
The goal of this paper is to present an algebraic approach to the basic results of the theory of linear recurrence relations. This approach is based on the ideas from the theory of representations of one endomorphisms (a special case of…
In spatial networks vertices are arranged in some space and edges may cross. When arranging vertices in a 1-dimensional lattice edges may cross when drawn above the vertex sequence as it happens in linguistic and biological networks. Here…
Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…