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In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel

For Markov random fields on $\mathbb{Z}^d$ with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditional distribution at a site on the condition that the values…

Statistics Theory · Mathematics 2016-08-16 Imre Csiszár , Zsolt Talata

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

We give here a constructive account of the frequentist approach to probability, by means of natural density. Using this notion of natural density, we introduce some probabilistic versions of the Limited Principle of Omniscience. Finally we…

Logic · Mathematics 2019-05-16 Samuele Maschio

A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…

Probability · Mathematics 2015-06-09 Lev B. Klebanov

Existence and uniqueness results for the solution of the Gibbs-type formula from non-extensive mechanics are derived rigorously. A new conditional extremal problem is proposed to get in a more simple way the Gibbs-type formula itself.

Mathematical Physics · Physics 2011-10-31 Lev Sakhnovich

Gibbs point processes (GPPs) constitute a large and flexible class of spatial point processes with explicit dependence between the points. They can model attractive as well as repulsive point patterns. Feature selection procedures are an…

Statistics Theory · Mathematics 2021-01-22 Ismaïla Ba , Jean-François Coeurjolly

We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…

Mathematical Physics · Physics 2017-10-03 T. V. Dudnikova

Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…

Probability · Mathematics 2014-08-19 Lev B. Klebanov , Lenka Slámová , Ashot Kakosyan , Gregory Temnov

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…

Statistics Theory · Mathematics 2018-08-17 Lev B. Klebanov , Irina V. Volchenkova

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

Statistics Theory · Mathematics 2007-06-13 E Sandhya , S Sherly , M K Jos , N Raju

This mini-course provides a presentation of the method of characteristics to initial/boundary-value problems for systems of first-order partial differential equations and to Hamilton-Jacobi variational inequalities. In particular, these…

Dynamical Systems · Mathematics 2007-05-23 Jean-Pierre Aubin

What are the face-probabilities of a cuboidal die, i.e. a die with different side-lengths? This paper introduces a model for these probabilities based on a Gibbs distribution. Experimental data produced in this work and drawn from the…

Mathematical Physics · Physics 2014-08-05 Wolfgang Riemer , Dietrich Stoyan , Danail Obreschkow

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the…

Probability · Mathematics 2007-06-13 P. Baldi , D. Marinucci

It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…

Mathematical Physics · Physics 2018-12-18 Aernout C. D. van Enter

Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…

Data Analysis, Statistics and Probability · Physics 2009-10-30 Timothy E. Holy

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…

Probability · Mathematics 2020-07-14 Christian Hirsch , Sarat B. Moka , Thomas Taimre , Dirk P. Kroese

We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider…

Probability · Mathematics 2010-11-09 Amei Amei , Stanley Sawyer

Gibbs partition models are the largest class of infinite exchangeable partitions of the positive integers generalizing the product form of the probability function of the two-parameter Poisson-Dirichlet family. Recently those models have…

Probability · Mathematics 2013-12-23 Annalisa Cerquetti