Related papers: Asymptotics in randomized urn models
In this paper, we study three asymptotic regimes that can be applied to ranking and selection (R&S) problems with general sample distributions. These asymptotic regimes are constructed by sending particular problem parameters (probability…
We propose a stochastic model of opinion exchange in networks. A finite set of agents is organized in a fixed network structure. There is a binary state of the world and each agent receives a private signal on the state. We model beliefs as…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
Normalised generalised gamma processes are random probability measures that induce nonparametric prior distributions widely used in Bayesian statistics, particularly for mixture modelling. We construct a class of dependent normalised…
We consider the dynamics of the voter model and of the monomer-monomer catalytic process in the presence of many ``competing'' inhomogeneities and show, through exact calculations and numerical simulations, that their presence results in a…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
The basic idea of voting protocols is that nodes query a sample of other nodes and adjust their own opinion throughout several rounds based on the proportion of the sampled opinions. In the classic model, it is assumed that all nodes have…
We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…
We find the asymptotic total variation distance between two distributions on configurations of m balls in n labeled bins: in the first, each ball is placed in a bin uniformly at random; in the second, k balls are planted in an arbitrary but…
We consider the urn setting with two different objects, ``good'' and ``bad'', and analyze the number of draws without replacement until a good object is picked. Although the expected number of draws for this setting is a standard textbook…
In this paper we propose a general class of covariate-adjusted response-adaptive (CARA) designs based on a new functional urn model. We prove strong consistency concerning the functional urn proportion and the proportion of subjects…
Recently, Tibshirani et al. (2016) proposed a method for making inferences about parameters defined by model selection, in a typical regression setting with normally distributed errors. Here, we study the large sample properties of this…
When we use the normal mixture model, the optimal number of the components describing the data should be determined. Testing homogeneity is good for this purpose; however, to construct its theory is challenging, since the test statistic…
We obtain bivariate asymptotics for the number of (unicellular) combinatorial maps (a model of discrete surfaces) as both the size and the genus grow. This work is related to two research topics that have been very active recently:…
Random correlation matrices are studied for both theoretical interestingness and importance for applications. The author of [6] is interested in their interpretation as covariance matrices of purely random signals, the authors of [16]…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
We consider a generalized model of repeated quantum interactions, where a system $\mathcal{H}$ is interacting in a random way with a sequence of independent quantum systems $\mathcal{K}_n, n \geq 1$. Two types of randomness are studied in…
In the apportionment problem, a fixed number of seats must be distributed among parties in proportion to the number of voters supporting each party. We study a generalization of this setting, in which voters can support multiple parties by…
In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…