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We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…

Probability · Mathematics 2013-11-19 Diane Holcomb , Benedek Valkó

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005). We refer to this new distribution as bivariate gamma-geometric (BGG) law. A bivariate random vector…

Methodology · Statistics 2013-02-19 Wagner Barreto-Souza

In recent years, statistical characterization of the discrete conservative dynamical systems (more precisely, paradigmatic examples of area-preserving maps such as the standard and the web maps) has been analyzed extensively and shown that,…

Statistical Mechanics · Physics 2020-08-26 Ugur Tirnakli , Constantino Tsallis , Kivanc Cetin

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

Combinatorics · Mathematics 2017-12-29 Mikhail Isaev , Brendan D. McKay

In fitting a continuous bounded data, the generalized beta (and several variants of this distribution) and the two-parameter Kumaraswamy (KW) distributions are the two most prominent univariate continuous distributions that come to our…

Methodology · Statistics 2024-01-03 Indranil Ghosh

We find unitary solutions $\tilde{R}(a)$ to the (multipicative parameter-dependent) $(z,N)$-generalized Yang-Baxter equation that carry the standard measurement basis to $m$-level $N$-partite states that generalize the Bell states…

Mathematical Physics · Physics 2014-11-03 Eric C. Rowell

We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…

Machine Learning · Computer Science 2025-06-24 Tao Yang , Chuang Liu , Xiaofeng Ma , Weijia Lu , Ning Wu , Bingyang Li , Zhifei Yang , Peng Liu , Lin Sun , Xiaodong Zhang , Can Zhang

In using the Bayesian network (BN) to construct the complex multistate system's reliability model as described in Part I, the memory storage requirements of the node probability table (NPT) will exceed the random access memory (RAM) of the…

Machine Learning · Computer Science 2022-04-05 Xiaohu Zheng , Wen Yao , Xiaoqian Chen

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Statistical Finance · Quantitative Finance 2023-07-10 Jiong Liu , R. A. Serota

Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates when inferring network structures, and much recent progress has been made for Gaussian models. These models have been used extensively in applications to…

Methodology · Statistics 2012-07-06 Michael Finegold , Mathias Drton

We investigate the generalizability of learned binary relations: functions that map pairs of instances to a logical indicator. This problem has application in numerous areas of machine learning, such as ranking, entity resolution and link…

Machine Learning · Computer Science 2013-06-04 Ben London , Bert Huang , Lise Getoor

We give a framework for combining $n$ monads on the same category via distributive laws satisfying Yang-Baxter equations, extending the classical result of Barr and Wells which combines two monads via one distributive law. We show that this…

Category Theory · Mathematics 2007-10-08 Eugenia Cheng

The aim of this review is to present the list of by now a significant collection of quantum integrable models, ultralocal as well as nonultralocal, in a systematic way stressing on their underlying unifying algebraic structures. We restrict…

High Energy Physics - Theory · Physics 2007-05-23 Anjan Kundu

In this paper we study a Matsumoto-Yor type property for the gamma and Kummer inde- pendent variables discovered in Koudou and Vallois (2012). We prove that constancy of regressions of U = (1 + 1/(X + Y ))=(1 + 1/X) given V = X + Y and of…

Probability · Mathematics 2015-02-03 Jacek Wesolowski

We derive normal approximation bounds for generalized $U$-statistics of the form \begin{equation*} S_{n,k}(f):=\sum_{ 1 \leq \beta (1),\dots,\beta (k) \leq n \atop \beta (i)\ne\beta (j), \ 1\leq i\ne j \leq k} f\big(X_{\beta…

Probability · Mathematics 2025-11-12 Qingwei Liu , Nicolas Privault

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

Probability · Mathematics 2021-03-05 Alicja Dembczak-Kołodziejczyk , Anna Lytova

Extreme value theory offers a statistical framework for quantifying the risk of rare events, with the generalized Pareto (GP) distribution providing the canonical limit model for univariate threshold exceedances. In many applications,…

Methodology · Statistics 2026-04-15 Mirco Lescart , Anna Kiriliouk , Philippe Naveau

We introduce a new concept of quasi-Yang-Baxter algebras. The quantum quasi-Yang-Baxter algebras being simple but non-trivial deformations of ordinary algebras of monodromy matrices realize a new type of quantum dynamical symmetries and…

High Energy Physics - Theory · Physics 2009-10-30 A. Ushveridze

The accuracy of probability distributions inferred using machine-learning algorithms heavily depends on data availability and quality. In practical applications it is therefore fundamental to investigate the robustness of a statistical…

Machine Learning · Statistics 2018-10-01 Christiane Goergen , Manuele Leonelli
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