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In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…

Statistics Theory · Mathematics 2008-09-25 Koenraad M. R. Audenaert

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

Functional Analysis · Mathematics 2021-04-21 Uwe Franz

One may consider three types of statistical inference: Bayesian, frequentist, and group invariance-based. The focus here is on the last method. We consider the Poisson and binomial distributions in detail to illustrate a group invariance…

Probability · Mathematics 2007-06-13 B. Heller , M. Wang

We use a noncommutative generalization of Fourier analysis to define a broad class of pseudo-probability representations, which includes the known bosonic and discrete Wigner functions. We characterize the groups of quantum unitary…

Mathematical Physics · Physics 2020-05-19 Sang Jun Park , Cedric Beny , Hun Hee Lee

This work considers the problem of estimating the parameters of negative mixture models, i.e. mixture models that possibly involve negative weights. The contributions of this paper are as follows. (i) We show that every rational probability…

Machine Learning · Computer Science 2014-09-22 Guillaume Rabusseau , François Denis

This paper showed that Poisson brackets in quaternion variables can be obtained directly from canonical Poisson brackets on cotangent bundle of $SE(3)$ (or $SO(3)$) endowed by canonical symplectic geometry. Quaternion parameters in our case…

Mathematical Physics · Physics 2015-08-13 Stanislav S. Zub , Sergiy I. Zub

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…

Methodology · Statistics 2022-09-14 Denis Talbot , Miceline Mésidor , Yohann Chiu , Marc Simard , Caroline Sirois

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…

Probability · Mathematics 2017-03-08 Bero Roos

We construct examples of variational bivectors that are not Poissonian.

Differential Geometry · Mathematics 2025-05-08 I. S. Krasil'shchik

We describe a novel way to represent the probability distribution of a random binary string as a mixture having a maximally weighted component associated with independent (though not necessarily identically distributed) Bernoulli…

Probability · Mathematics 2020-04-21 Antony Pearson , Manuel E. Lladser

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

Statistics Theory · Mathematics 2020-07-24 Lutz Duembgen , Jon A. Wellner

In this paper, we study formal deformations of Poisson structures, especially for three families of Poisson varieties in dimensions two and three. For these families of Poisson structures, using an explicit basis of the second Poisson…

Quantum Algebra · Mathematics 2008-11-13 Anne Pichereau

In this paper, we study deformations of nonsingular Poisson varieties, deformations of Poisson invertible sheaves and simultaneous deformations of nonsingular Poisson varieties and Poisson invertible sheaves, which extend flat deformation…

Algebraic Geometry · Mathematics 2020-10-21 Chunghoon Kim

The factorial moments of the standard Poisson distribution are well known. The present note presents an explicit combinatorial sum for the factorial moments of the Poisson distribution of order $k$. Unlike the standard Poisson distribution…

Probability · Mathematics 2023-11-28 S. R. Mane

In observational causal inference, in order to emulate a randomized experiment, weights are used to render treatments independent of observed covariates. This property is known as balance; in its absence, estimated causal effects may be…

Methodology · Statistics 2020-07-16 David Arbour , Drew Dimmery , Arjun Sondhi

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

Operator Algebras · Mathematics 2015-07-31 Guimei An , Mingchu Gao

This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…

Probability · Mathematics 2018-09-26 Bo Li , Huiming Zhang , Jiao He

Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…

Statistics Theory · Mathematics 2023-10-23 Libai Xu , Nancy Reid , Dehan Kong
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