Related papers: When and how an error yields a Dirichlet form

The method of statistical differentials, which approximates the mean and variance of transformations of random variables is used in many areas of mathematics. This paper will discuss the conditions under which such an approximation will be…

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

The random walk in Dirichlet environment is a random walk in random environment where the transition probabilities are independent Dirichlet random variables. This random walk exhibits a property of statistical invariance by time-reversal…

Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…

We design an abstract setting for the approximation in Banach spaces of operators acting in duality. A typical example are the gradient and divergence operators in Lebesgue--Sobolev spaces on a bounded domain. We apply this abstract setting…

We develop sufficient analytic conditions for recurrence and transience of non-sectorial perturbations of possibly non-symmetric Dirichlet forms on a general state space. These form an important subclass of generalized Dirichlet forms which…

This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative…

Laplace approximations are commonly used to approximate high-dimensional integrals in statistical applications, but the quality of such approximations as the dimension of the integral grows is not well understood. In this paper, we prove a…

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

We propose a two-sample extended empirical likelihood for inference on the difference between two p-dimensional parameters defined by estimating equations. The standard two-sample empirical likelihood for the difference is Bartlett…

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

The problem of assigning probabilities when little is known is analized in the case where the quanities of interest are physical observables, i.e. can be measured and their values expressed by numbers. It is pointed out that the assignment…

We consider a variational problem with boundary singularity and Dirichlet condition. We give a blow-up analysis for sequences of solutions of an equation with exponential nonlinearity. Also, we derive a compactness criterion under some…

In this paper we obtain an approximation for the multivariate Laplace's integral with a large parameter and estimate error term for two cases, when the maximum of the exponent is in the interior of the domain and on the boundary. We are…

We study a random field obtained by counting the number of balls containing each point, when overlapping balls are thrown at random according to a Poisson random measure. We are particularly interested in the local asymptotical…

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…

This paper has two purposes. One is to demonstrate contextuality analysis of systems of epistemic random variables. The other is to evaluate the performance of a new, hierarchical version of the measure of (non)contextuality introduced in…

Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…