Related papers: Non-standard boundary behaviour in two-component m…
A central problem in Binary Hypothesis Testing (BHT) is to determine the optimal tradeoff between the Type I error (referred to as false alarm) and Type II (referred to as miss) error. In this context, the exponential rate of convergence of…
For the first time, some hypersingular nonlinear boundary-value problems with a small parameter~$\varepsilon$ at the highest derivative are described. These problems essentially (qualitatively and quantitatively) differ from the usual…
We propose a method for describing a phase behavior of a system consisting of particles of two sorts. The interaction of each species is described by interaction potentials containing the repulsive and attractive components. Asymmetry is…
We derive upper bounds for probabilities of the form $P(g(\mathbf{X})\geq t)$ using the southwest boundary (recently introduced in our previous work) $\partial_{\mathrm{SW}} Q(g^{-1}[t,\infty))$, where $Q$ is a reflection to the first…
This is the first part of a series of papers devoted to studying the right tail profile of a bulk Gaussian multiplicative chaos measure with uniform singularity on the boundary. We investigate the bulk/boundary quotients of Gaussian…
Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
We revisit the problem of influencing the sex ratio of a population by subjecting reproduction of each family to some stopping rule. As an easy consequence of the strong law of large numbers, no such modification is possible in the sense…
We consider the problem of boundary detection for areal data, focusing on situations where for each areal unit multiple observations are available. We propose a Bayesian nonparametric mixture model for the area-specific population…
Let $(x_{i}, y_{i})_{i=1,\dots,n}$ denote independent samples from a general mixture distribution $\sum_{c\in\mathcal{C}}\rho_{c}P_{c}^{x}$, and consider the hypothesis class of generalized linear models $\hat{y} = F(\Theta^{\top}x)$. In…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…
Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…
We study the notion of a generalization bound being uniformly tight, meaning that the difference between the bound and the population loss is small for all learning algorithms and all population distributions. Numerous generalization bounds…
This paper looks at effects, due to the boundary, on inference in logistic regression. It shows that first -- and, indeed, higher -- order asymptotic results are not uniform across the model. Near the boundary, effects such as high…
Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many…
We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute…
In this paper we analyze a branching process with immigration defined recursively by $X_t=\theta_t\circ X_{t-1}+B_t$ for a sequence $(B_t)$ of i.i.d. random variables and random mappings $ \theta_t\circ x:=\theta_t(x)=\sum_{i=1}^xA_i^{(t)},…
We investigate the $\phi^{2n}$ deformations of the O($N$)-symmetric (generalized) free theories with a flat boundary, where $n\geqslant 2$ is an integer. The generalized free theories refer to the $\Box^k$ free scalar theories with a…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…