Related papers: Probability laws associated to the quadrirational …
Yang--Baxter maps (YB maps) are set-theoretical solutions to the quantum Yang--Baxter equation. For a set $X=\Omega\times V$, where $V$ is a vector space and $\Omega$ is regarded as a space of parameters, a linear parametric YB map is a YB…
We study the classical problem of predicting an outcome variable, $Y$, using a linear combination of a $d$-dimensional covariate vector, $\mathbf{X}$. We are interested in linear predictors whose coefficients solve: % \begin{align*}…
We present the explicit form of a family of Liouville integrable maps in 3 variables, the so-called triad family of maps and we propose a multi-field generalisation of the latter. We show that by imposing separability of variables to the…
Starting from the Kauffman-Lomonaco braiding matrix transforming the natural basis to Bell states, the spectral parameter describing the entanglement is introduced through Yang-Baxterization. It gives rise to a new type of solutions for…
A statistical system is classically defined on a set of microstates $E$ by a global energy function $H : E \to \mathbb{R}$, yielding Gibbs probability measures (softmins) $\rho^\beta(H)$ for every inverse temperature $\beta = T^{-1}$. Gibbs…
Bayesian nonparametric approaches, in particular the Pitman-Yor process and the associated two-parameter Chinese Restaurant process, have been successfully used in applications where the data exhibit a power-law behavior. Examples include…
In order to physically enlighten the relationship between {\it $q$--independence} and {\it scale-invariance}, we introduce three types of asymptotically scale-invariant probabilistic models with binary random variables, namely (i) a family,…
It is shown how Yang-Baxter maps may be directly obtained from classical counterparts of the star-triangle relations and quantum Yang-Baxter equations. This is based on reinterpreting the latter equation and its solutions which are given in…
We discuss a class of binary parametric families with conditional probabilities taking the form of generalized linear models and show that this approach allows to model high-dimensional random binary vectors with arbitrary mean and…
Bergsma (2006) proposed a covariance $\kappa$(X,Y) between random variables X and Y. He derived their asymptotic distributions under the null hypothesis of independence between X and Y. The non-null (dependent) case does not seem to have…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…
Superstatistics describes statistical systems that behave like superpositions of different inverse temperatures $\beta$, so that the probability distribution is $p(\epsilon_i) \propto \int_{0}^{\infty} f(\beta) e^{-\beta \epsilon_i}d\beta$,…
For every quantized Lie algebra there exists a map from the tensor square of the algebra to itself, which by construction satisfies the set-theoretic Yang-Baxter equation. This map allows one to define an integrable discrete quantum…
Birational Yang-Baxter maps (`set-theoretical solutions of the Yang-Baxter equation') are considered. A birational map $(x,y)\mapsto(u,v)$ is called quadrirational, if its graph is also a graph of a birational map $(x,v)\mapsto(u,y)$. We…
We derive strong laws of large numbers and central limit theorems for Bajraktarevi\'c, Gini and exponential- (also called Beta-type) and logarithmic Cauchy quotient means of independent identically distributed (i.i.d.) random variables. The…
We construct two-parameter families of integrable $\lambda$-deformations of two-dimensional field theories. These interpolate between a CFT (a WZW/gauged WZW model) and the non-Abelian T-dual of a principal chiral model on a group/symmetric…
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…
We establish analogues of the geometric Pitman $2M-X$ theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite matrices with Beta type II distributed increments. The Dufresne…
The set-theoretical reflection equation and its solutions, the reflection maps, recently introduced by two of the authors, is presented in general and then applied in the context of quadrirational Yang-Baxter maps. We provide a method for…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…