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We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…

Statistics Theory · Mathematics 2023-02-13 Adrian Casey , Ioannis Papastathopoulos

In this paper, weakly homogeneous generalized functions in the special Colombeau algebras are determined up to equality in the sense of generalized distributions. This yields characterizations that are formally similar to distribution…

Functional Analysis · Mathematics 2014-04-01 Hans Vernaeve

We study the closure of approximating sequences of some diffusion equations under certain weak convergence. A specific description of the closure under weak $H^1$-convergence is given, which reduces to the original equation when the…

Analysis of PDEs · Mathematics 2019-01-01 Menglan Liao , Lianzhang Bao , Baisheng Yan

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We consider a class of generalized nonexpansive mappings introduced by Karapinar [5] and seen as a generalization of Suzuki (C)-condition. We prove some weak and strong convergence theorems for approximating fixed points of such mappings…

Functional Analysis · Mathematics 2014-03-24 Safeer Hussain Khan , Ibrahim Karahan

We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.

Probability · Mathematics 2019-12-13 Per von Soosten , Simone Warzel

We investigate how the consistency relations of large-scale structures are modified when the initial density field is not Gaussian. We consider both scenarios where the primordial density field can be written as a nonlinear functional of a…

Cosmology and Nongalactic Astrophysics · Physics 2018-01-22 Patrick Valageas , Atsushi Taruya , Takahiro Nishimichi

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

Statistical Mechanics · Physics 2016-06-14 Adrian A. Budini

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

A known result in random matrix theory states the following: Given a random Wigner matrix $X$ which belongs to the Gaussian Orthogonal Ensemble (GOE), then such matrix $X$ has an invariant distribution under orthogonal conjugations. The…

Probability · Mathematics 2019-10-02 Jose Angel Sanchez Gomez , Victor Amaya Carvajal

We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-15 Elena Sellentin , Alan F. Heavens

The weak component generalizes the idea of connected components to directed graphs. In this paper, an exact criterion for existence of the giant weak component is derived for directed graphs with arbitrary bivariate degree distributions. In…

Combinatorics · Mathematics 2016-07-28 Ivan Kryven

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

Machine Learning · Computer Science 2014-05-21 Li-Ping Liu , Daniel Sheldon , Thomas G. Dietterich

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

Dynamical Systems · Mathematics 2017-07-25 H. Sedaghat

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

The Gaussian correlation inequality (GCI) for symmetrical n-rectangles is improved if the absolute components have a joint cumulative distribution (cdf) which is MTP2 (multivariate totally positive of order 2). Inequalities of the here…

Statistics Theory · Mathematics 2024-08-26 Thomas Royen

For self-similar sets, there are two important separation properties: the open set condition and the weak separation condition introduced by Zerner, which may be replaced by the formally stronger finite type property of Ngai and Wang. We…

Dynamical Systems · Mathematics 2024-04-09 Christoph Bandt , Michael F. Barnsley

Gaussian graphical models are semi-algebraic subsets of the cone of positive definite covariance matrices. Submatrices with low rank correspond to generalizations of conditional independence constraints on collections of random variables.…

Machine Learning · Statistics 2010-10-05 Seth Sullivant , Kelli Talaska , Jan Draisma
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