Related papers: The Magmoid of Normalized Stochastic Kernels
We develop kernel criteria for the likelihood-ratio, hazard-rate, usual stochastic, and relative log-concavity orders in parametric families of univariate probability laws with densities. The score is the derivative of the log density with…
Markov categories are a recent categorical approach to the mathematical foundations of probability and statistics. Here, this approach is advanced by stating and proving equivalent conditions for second-order stochastic dominance, a widely…
We introduce a new distributional invariance principle, called `partial spreadability', which emerges from the representation theory of the Thompson monoid $F^+$ in noncommutative probability spaces. We show that a partially spreadable…
A novel strategy that combines a given collection of $\pi$-reversible Markov kernels is proposed. At each Markov transition, one of the available kernels is selected via a state-dependent probability distribution. In contrast to random-scan…
The present work develops a construction of a CD category of partial kernels from a particular type of Markov category called a partializable Markov category. These are a generalization of earlier models of categories of partial morphisms…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
We consider the problem of symmetrising a neural network along a group homomorphism: given a homomorphism $\varphi : H \to G$, we would like a procedure that converts $H$-equivariant neural networks to $G$-equivariant ones. We formulate…
This paper presents an algorithm, Voted Kernel Regularization , that provides the flexibility of using potentially very complex kernel functions such as predictors based on much higher-degree polynomial kernels, while benefitting from…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
Markov kernels play a decisive role in probability and mathematical statistics theories, and are an extension of the concepts of sigma-field and statistic. Concepts such as independence, sufficiency, completeness, ancillarity or conditional…
The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…
Many stochastic systems are built by wiring typed components together, but the wiring is often neither purely sequential nor type-homogeneous. This paper develops categorical semantics for such systems using ordered polycategories whose…
Standard formulations of supervenience typically treat higher level properties as point valued facts strictly fixed by underlying base states. However, in many scientific domains, from statistical mechanics to machine learning, basal…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, these methods serve also as building blocks in more complex formulations, such as density regression, nonparametric…
Stochastic kernel based dimensionality reduction approaches have become popular in the last decade. The central component of many of these methods is a symmetric kernel that quantifies the vicinity between pairs of data points and a…
Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant…
We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…
We show that any quantum density matrix can be represented by a Bayesian network (a directed acyclic graph), and also by a Markov network (an undirected graph). We show that any Bayesian or Markov net that represents a density matrix, is…
Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…