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We are studying the problems of modeling and inference for multivariate count time series data with Poisson marginals. The focus is on linear and log-linear models. For studying the properties of such processes we develop a novel conceptual…

Methodology · Statistics 2017-04-10 Paul Doukhan , Konstantinos Fokianos , Bård Støve , Dag Tjøstheim

A critical task in systems biology is the identification of genes that interact to control cellular processes by transcriptional activation of a set of target genes. Many methods have been developed to use statistical correlations in…

Quantitative Methods · Quantitative Biology 2010-11-24 Adam A. Margolin , Kai Wang , Andrea Califano , Ilya Nemenman

Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative framework for independent component analysis of temporal count…

Methodology · Statistics 2026-01-30 Alexandre Chaussard , Anna Bonnet , Sylvain Le Corff

We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution,…

Quantum Physics · Physics 2021-12-15 Eoin O'Connor , Bassano Vacchini , Steve Campbell

This paper consider the problem of determining the reliability of a software system which can be decomposed in a number of modules. We have derived the expression of the reliability of a system using the Markovian model for the transfer of…

Applications · Statistics 2009-08-21 Rudrani Banerjee , Angshuman Sarkar

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for…

Optimization and Control · Mathematics 2017-01-17 Rui Gao , Anton J. Kleywegt

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

Information Theory · Computer Science 2020-09-28 Alex Dytso , Martina Cardone , Cynthia Rush

A new statistical approach has been developed to analyze Resistive Random Access Memory (RRAM) variability. The stochastic nature of the physical processes behind the operation of resistive memories makes variability one of the key issues…

Mesoscale and Nanoscale Physics · Physics 2024-02-08 Christian Acal , Juan E. Ruiz-Castro , Ana M. Aguilera , Francisco Jiménez-Molinos , Juan B. Roldán

Inverse statistical physics aims at inferring models compatible with a set of empirical averages estimated from a high-dimensional dataset of independently distributed equilibrium configurations of a given system. However, in several…

Disordered Systems and Neural Networks · Physics 2021-02-12 Edwin Rodriguez Horta , Alejandro Lage , Martin Weigt , Pierre Barrat-Charlaix

Many common correlation structures assumed for data can be described through latent Gaussian models. When Bayesian inference is carried out, it is required to set the prior distribution for scale parameters that rules the model components,…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…

Methodology · Statistics 2024-10-04 Pedro Regueiro , Abel Rodríguez , Juan Sosa

The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the…

Statistics Theory · Mathematics 2020-05-19 Eduardo Ramos , Pedro L. Ramos

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

The paper focuses on sequential experiments for categorical responses in which whether or not a further observation is made depends on the outcome of a previous experiment. Examples include subsequent medical interventions being performed…

Methodology · Statistics 2025-07-04 Anna Klimova , Tamás Rudas

This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…

Optimization and Control · Mathematics 2024-04-22 Ethan LoCicero , Amy Strong , Leila Bridgeman

Critical parts of the definitions of standard serial and standard parallel modes refer to stochastic independence. Standard serial models are defined by stochastic independence and identical distributions of their processing times.…

Neurons and Cognition · Quantitative Biology 2019-02-13 Ru Zhang , Yanjun Liu , James T Townsend

The Weibull distribution is a very applicable model for the lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a…

Statistics Theory · Mathematics 2015-01-12 Ali Akbar Jafari , Hojatollah Zakerzadeh

Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…

Statistics Theory · Mathematics 2025-11-11 Jonathan Ansari , Moritz Ritter
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