Related papers: A refinement of the multinomial distribution with …
We study a proof methodology for verifying the safety of data invariants of highly-available distributed applications that replicate state. The proof is (1) modular: one can reason about each individual operation separately, and (2)…
Measuring the degree of inequality expressed by a multivariate statistical distribution is a challenging problem, which appears in many fields of science and engineering. In this paper, we propose to extend the well known univariate Gini…
In this paper, we intend to revisit Theorem 2 of [3] formulating it in a way that, weakening the hypotheses and, at the same time, highlighting the richer conclusion allowed by the proof, it can potentially be applicable to a broader range…
A reparametrized Dirichlet-multinomial distribution is introduced, and the covariance matrix, as well as, the algorithm for calculating the PDF for n species are provided. The distribution is suited for modelling the joint distribution of…
The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a…
Linear combinations of independent random variables have been extensively studied in the literature. However, most of the work is based on some specific distribution assumptions. In this paper, a companion of (J. Appl. Probab. 48 (2011)…
We investigate the asymptotic behavior of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution…
The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…
We consider the problem of model multiplicity in downstream decision-making, a setting where two predictive models of equivalent accuracy cannot agree on the best-response action for a downstream loss function. We show that even when the…
We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…
We characterize the exponential distribution as the only one which satisfies a regression condition. This condition involves the regression function of a fixed record value given two other record values, one of them being previous and the…
This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
The notion of wavelets is defined. It is briefly described {\it what} are wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are preferred and {\it where} they have been applied. Then one proceeds to the…
In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…
We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…
Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…
We study here a sequence of secondary measures, so called because the set of secondary polynomials on a given term become orthogonal for the next measure. The main result is a formula making explicit the density of any term of the sequence,…
We propose a refinement of the Betti numbers and of the homology with coefficients in a field of a compact ANR in the presence of a continuous real valued function. The refinement of Betti numbers consists of finite configurations of points…
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean vector and the dispersion matrix, and of the choice of the…