相关论文: On a Gibbs characterization of normalized generali…

We introduce the notion of "generalized bosons" whose exchange statistics resemble those of bosons, but the local bosonic commutator $[a_i,a_i^\dagger]=1$ is replaced by an arbitrary single-mode operator that is diagonal in the generalized…

This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable…

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

A central task in many applications is reasoning about processes that change over continuous time. Continuous-Time Bayesian Networks is a general compact representation language for multi-component continuous-time processes. However, exact…

We establish a characterization of coagulation-fragmentation processes, such that the induced birth and death processes depicting the total number of groups at time $t\ge 0$ are time homogeneous. Based on this, we provide a characterization…

In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

In this paper we consider the Riemann--Liouville fractional integral $\mathcal{N}^{\alpha,\nu}(t)= \frac{1}{\Gamma(\alpha)} \int_0^t (t-s)^{\alpha-1}N^\nu(s) \, \mathrm ds $, where $N^\nu(t)$, $t \ge 0$, is a fractional Poisson process of…

A note on "Bayesian nonparametric estimators derived from conditional Gibbs structures" by Antonio Lijoi, Igor Pr\"{u}nster, Stephen G. Walker [arXiv:0808.2863].

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

Generalized Gibbs ensembles have been used as powerful tools to describe the steady state of integrable many-particle quantum systems after a sudden change of the Hamiltonian. Here we demonstrate numerically, that they can be used for a…

We give families of examples where sharp rates of convergence to stationarity of the widely used Gibbs sampler are available. The examples involve standard exponential families and their conjugate priors. In each case, the transition…

We consider Gibbs distributions on permutations of a locally finite infinite set $X\subset\mathbb{R}$, where a permutation $\sigma$ of $X$ is assigned (formal) energy $\sum_{x\in X}V(\sigma(x)-x)$. This is motivated by Feynman's path…

We study asymptotic properties of supercritical Galton-Watson (GW) branching processes in the asymptotic where the mean of the offspring distribution approaches 1 from above. We show that the population-size distribution of the GW branching…

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…

We derive a Dickman approximation for the small jumps of a large class of multivariate L\'evy processes. We then apply this approximation to develop a simulation method for the class of general multivariate gamma distributions (GMGD). A…

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…

Pitman(2003)(and subsequently Gnedin and Pitman (2006) showed that a large class of random partitions of the integers derived from a stable subordinator of index $\alpha\in(0,1)$ have infinite Gibbs (product) structure as a characterizing…