Related papers: The Integer-valued Moving-Average Random Field

A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. The proposal…

The application of machine learning models can be significantly impeded by the occurrence of distributional shifts, as the assumption of homogeneity between the population of training and testing samples in machine learning and statistics…

A new type of moving average is developed. Whereas a regular moving average (e.g. of price) has a built-in internal time scale (time-window, exponential weight, etc.), the moving average developed in this paper has the weight as the product…

Zero-inflated models are frequently used to deal with data having many zeros. A commonly used model for over-dispersed data containing zeros is known as the zero-inflated Poisson model. However, to account for the heterogeneity of counts…

I--MR charts commonly estimate the process standard deviation $\sigma$ via the span-2 average moving range divided by the unbiasing constant $d_2$; unlike the unbiased sample standard deviation ($S/c_4$), this estimator depends on ordering…

We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…

We introduce the incremental voter model (IVM), a discrete-opinion multi-agent system where agents undergo step-wise transitions biased by the opinion of a randomly selected persuader. Our incremental voter model comprises a large…

Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…

Given a low frequency sample of an infinitely divisible moving average random field $\{\int_{\mathbb{R}^d} f(x-t)\Lambda(dx); \ t \in \mathbb{R}^d \}$ with a known simple function $f$, we study the problem of nonparametric estimation of the…

The integrated nested Laplace approximation (INLA) for Bayesian inference is an efficient approach to estimate the posterior marginal distributions of the parameters and latent effects of Bayesian hierarchical models that can be expressed…

For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

Graphical models are a key class of probabilistic models for studying the conditional independence structure of a set of random variables. Circular variables are special variables, characterized by periodicity, arising in several contexts…

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes…

Let us consider the simplest model of one-dimensional probabilistic cellular automata (PCA). The cells are indexed by the integers, the alphabet is {0, 1}, and all the cells evolve synchronously. The new content of a cell is randomly…

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence…

We initiate the study of the cycle structure of uniformly random parking functions. Using the combinatorics of parking completions, we compute the asymptotic expected value of the number of cycles of any fixed length. We obtain an upper…

This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which…