Related papers: Probability laws associated to the quadrirational …
We prove that if $X,Y$ are positive, independent, non-Dirac random variables and if for $\alpha,\beta\ge 0$, $\alpha\neq \beta$, $$ \psi_{\alpha,\beta}(x,y)=\left(y\,\tfrac{1+\beta(x+y)}{1+\alpha x+\beta…
The Yang and Prentice (YP) regression models have garnered interest from the scientific community due to their ability to analyze data whose survival curves exhibit intersection. These models include proportional hazards (PH) and…
We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…
We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions. This problem requires extensive methodological…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…
For a given $(X,S,\beta)$, where $S,\beta\colon X\times X\to X\times X$ are set theoretical solutions of Yang-Baxter equation with a compatibility condition, we define an invariant for virtual (or classical) knots/links using non…
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…
Binary data are highly common in many applications, however it is usually modelled with the assumption that the data are independently and identically distributed. This is typically not the case in many real-world examples and such the…
We present a model for random simple graphs with a degree distribution that obeys a power law (i.e., is heavy-tailed). To attain this behavior, the edge probabilities in the graph are constructed from Bertoin-Fujita-Roynette-Yor (BFRY)…
By means of left quasigroups L=(L, .) and ternary systems, we construct dynamical Yang-Baxter maps associated with L, L, and (.) satisfying an invariance condition that the binary operation (.) of the left quasigroup L defines. Conversely,…
This article addresses the problem of testing the conditional independence of two generic random vectors $X$ and $Y$ given a third random vector $Z$, which plays an important role in statistical and machine learning applications. We propose…
Starting from a quantum dilogarithm over a Pontryagin self-dual LCA group $A$, we construct an operator solution of the Yang-Baxter equation generalizing the solution of the Faddeev-Volkov model. Based on a specific choice of a subgroup…
Beta Laguerre ensembles which are generalizations of Wishart ensembles and Laguerre ensembles can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart ($\beta=1$) case and the Laguerre ($\beta = 2$)…
Generalized beta-transformations are the class of piecewise continuous interval maps given by taking the beta-transformation $x \mapsto \beta x ~\pmod 1$, where $\beta>1$, and replacing some of the branches with branches of constant…
One can often encounter claims that classical (Kolmogorovian) probability theory cannot handle, or even is contradicted by, certain empirical findings or substantive theories. This note joins several previous attempts to explain that these…
This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly…
We introduce three deformations, called $\alpha$-, $\beta$- and $\gamma$-deformation respectively, of a $N$-body probabilistic model, first proposed by Rodr\'iguez et al. (2008), having $q$-Gaussians as $N\to\infty$ limiting probability…