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Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…

Statistics Theory · Mathematics 2026-02-20 Hugo Chardon , Matthieu Lerasle , Jaouad Mourtada

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

Methodology · Statistics 2009-11-13 Adelchi Azzalini , Antonella Capitanio

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Probability · Mathematics 2022-11-23 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

In this paper we propose and examine gap statistics for assessing uniform distribution hypotheses. We provide examples relevant to data integrity testing for which max-gap statistics provide greater sensitivity than chi-square ($\chi^2$),…

Methodology · Statistics 2019-06-05 Truc Le , Jeffrey Uhlmann

The L_2-discrepancy measures the irregularity of the distribution of a finite point set. In this note we prove lower bounds for the L_2 discrepancy of arbitrary N-point sets. Our main focus is on the two-dimensional case. Asymptotic upper…

Numerical Analysis · Mathematics 2014-02-19 Aicke Hinrichs , Lev Markhasin

Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…

High Energy Physics - Phenomenology · Physics 2024-07-22 Jan Gavranovič , Borut Paul Kerševan

Scientific idea generation and selection requires exploration following a target probability distribution. In contrast, current AI benchmarks have objectively correct answers, and training large language models (LLMs) via reinforcement…

Machine Learning · Computer Science 2025-11-19 Ivy Yuqian Yang , David Yu Zhang

We examine a family of discrete probability distributions that describes the "spillage number" in the extended balls-in-bins model. The spillage number is defined as the number of balls that occupy their bins minus the total number of…

Probability · Mathematics 2022-01-11 Ben O'Neill

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Probability · Mathematics 2021-12-21 Sergey Berezin , Eugene Strahov

This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…

Statistics Theory · Mathematics 2012-05-31 Jushan Bai , Kunpeng Li

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel

We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…

Mesoscale and Nanoscale Physics · Physics 2015-05-14 Pierpaolo Vivo , Satya N. Majumdar , Oriol Bohigas

Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…

Methodology · Statistics 2016-01-15 Florencia Leonardi , Peter Bühlmann

We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum likelihood estimator (MLE) of a $d$-dimensional parameter and…

Statistics Theory · Mathematics 2020-02-04 Andreas Anastasiou , Robert E. Gaunt

Given a statistical model, the maximum likelihood degree is the number of complex solutions to the likelihood equations for generic data. We consider discrete algebraic statistical models and study the solutions to the likelihood equations…

Algebraic Geometry · Mathematics 2014-05-06 Elizabeth Gross , Jose Israel Rodriguez

We consider the time evolution of the supercritical Galton-Watson model of branching particles with extra parameter (mass). In the moment of the division the mass of the particle (which is growing linearly after the birth) is divided in…

Probability · Mathematics 2018-08-20 Gregory Derfel , Yaqin Feng , Stanislav Molchanov

In the critical beta-splitting model of a random $n$-leaf binary tree, leaf-sets are recursively split into subsets, and a set of $m$ leaves is split into subsets containing $i$ and $m-i$ leaves with probabilities proportional to…

Probability · Mathematics 2024-09-09 David Aldous , Boris Pittel

We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives…

Combinatorics · Mathematics 2015-09-28 Antoine Genitrini , Bernhard Gittenberger , Veronika Kraus , Cécile Mailler

We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…

Condensed Matter · Physics 2009-10-22 Kwan-tai Leung

We quantify a limitation in the usual accounting of the finite-size effects, where the leading $[(Z\alpha)^4]$ and subleading $[(Z\alpha)^5]$ contributions to the Lamb shift are given by the mean-square radius and the third Zemach moment of…

High Energy Physics - Phenomenology · Physics 2015-04-29 Franziska Hagelstein , Vladimir Pascalutsa
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