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We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
Given a c\`adl\`ag process $X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let $\mathfrak{P}_{sem}$ be the…
We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…
In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…
Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…
We present a general method of constructing an uncountable family of regular Borel measures on certain path spaces of Lipschitz functions having fixed Lipschitz constants. We use this method to give a definition of Lebesgue measure and…
We consider switched systems on Banach and Hilbert spaces governed by strongly continuous one-parameter semigroups of linear evolution operators. We provide necessary and sufficient conditions for their global exponential stability, uniform…
In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approximate linear regression property, thereby building on work by…
We introduce the categories of quasi-measurable spaces, which are slight generalizations of the category of quasi-Borel spaces, where we now allow for general sample spaces and less restrictive random variables, spaces and maps. We show…
Transition Probability (fidelity) for pairs of density operators can be defined as "functor" in the hierarchy of "all" quantum systems and also within any quantum system. The introduction of "amplitudes" for density operators allows for a…
We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel…
In this paper we show that the lengths of the approximating processes in epsilon substitution method are calculable by ordinal recursions in an optimal way.
Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…
Discussion on "Sparse graphs using exchangeable random measures" by F. Caron and E. B. Fox. In this discussion we contribute to the analysis of the GGP model as compared to the Erdos-Renyi (ER) and the preferential attachment (AB) models,…
We study poset limits given by sequences of finite interval orders or, as a special case, finite semiorders. In the interval order case, we show that every such limit can be represented by a probability measure on the space of closed…
We give a characterization of the invariant measures for the exclusion process on the integers with certain reversible transition kernels. Some examples include all nearest-neighbor kernels with asymptotic mean zero. One tool used is a…
In this article we consider means of positive bounded linear operators on a Hilbert space. We present a complete theory that provides a framework which extends the theory of the Karcher mean, its approximating matrix power means, and a…
Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…
A statistical analysis of optimal universal cloning shows that it is possible to identify an ideal (but non-positive) copying process that faithfully maps all properties of the original Hilbert space onto two separate quantum systems. The…
We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have a smooth, possibly non Gaussian, probability density.…