Related papers: Asymptotic theory for multiple samples with random…
In our recent works, we developed a probabilistic framework for structural analysis in undirected networks. The key idea of that framework is to sample a network by a symmetric bivariate distribution and then use that bivariate distribution…
The problem of defining a statistical ensemble of random graphs with an arbitrary connectivity distribution is discussed. Introducing such an ensemble is a step towards uderstanding the geometry of wide classes of graphs independently of…
In this paper, we present a realized range-based multipower variation theory, which can be used to estimate return variation and draw jump-robust inference about the diffusive volatility component, when a high-frequency record of asset…
We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…
We derive an asymptotic expansion for the subgroup of arbitrary Fuchsian groups and some other classes of large groups. Moreover, the main conjecture for Random Walks on symmetric groups is established in full generality. Both problems…
A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…
In this article we survey the development of generic and coarse computability and the main results on how classical asymptotic density interacts with the theory of computability.
Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…
We establish a regular sampling theory in the range of the analysis operator of a continuous frame having a unitary structure. The unitary structure is related with a unitary representation of a locally compact abelian group on a separable…
The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a key result (existence of randomizations via…
In this work, we attempt to refine the classic asymptotic formulae to describe the probability distribution of likelihood-ratio statistical tests. The idea is to split the probability distribution function into two parts. One part is…
We revisit the problem of counting the number of copies of a fixed graph in a random graph or multigraph, for various models of random (multi)graphs. For our proofs we introduce the notion of \emph{patchworks} to describe the possible…
In this article we consider several probabilistic processes defining random grapha. One of these processes appeared recently in connection with a factorization problem in the symmetric group. For each of the probabilistic processes, we…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
We consider random graphs with a given degree sequence and show, under weak technical conditions, asymptotic normality of the number of components isomorphic to a given tree, first for the random multigraph given by the configuration model…
Computing the embedding distribution of a given graph is a fundamental question in topological graph theory. In this article, we extend our viewpoint to a sequence of graphs and consider their asymptotic embedding distributions, which are…
In this paper, we investigate the asymptotic behavior of individual-based models describing the evolution of a population structured by a real trait, subject to selection and mutation. We consider two different sets of assumptions: first,…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…