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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…

统计理论 · 数学 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

组合数学 · 数学 2023-06-22 Harry Crane , Stephen DeSalvo

The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

统计计算 · 统计学 2015-12-16 Dennis Prangle

Given a stream of Bernoulli random variables, consider the problem of estimating the mean of the random variable within a specified relative error with a specified probability of failure. Until now, the Gamma Bernoulli Approximation Scheme…

机器学习 · 计算机科学 2022-10-25 Mark Huber

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

概率论 · 数学 2011-02-22 Aihua Xia , Fuxi Zhang

The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…

概率论 · 数学 2022-08-18 Ana-Maria Acu , Margareta Heilmann , Ioan Rasa , Andra Seserman

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

统计方法学 · 统计学 2012-03-06 David Shilane , Derek Bean

The paper gives the bounds on the solutions to a Stein equation for the negative binomial distribution that are needed for approximation in terms of the Wasserstein metric. The proofs are probabilistic, and follow the approach introduced in…

概率论 · 数学 2015-06-02 A. D. Barbour , H. L. Gan , A. Xia

Least-squares fits are an important tool in many data analysis applications. In this paper, we review theoretical results, which are relevant for their application to data from counting experiments. Using a simple example, we illustrate the…

数据分析、统计与概率 · 物理学 2019-06-07 Hans Dembinski , Michael Schmelling , Roland Waldi

Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…

统计方法学 · 统计学 2013-09-18 Jan Luts , Matt P. Wand

Let $Y=X_1+\cdots+X_N$ be a sum of a random number of exchangeable random variables, where the random variable $N$ is independent of the $X_j$, and the $X_j$ are from the generalized multinomial model introduced by Tallis (1962). This…

概率论 · 数学 2024-11-08 Fraser Daly

This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…

统计理论 · 数学 2008-12-18 Malay Ghosh , Upasana Santra , Dalho Kim

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

统计理论 · 数学 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…

统计理论 · 数学 2009-10-11 Xinjia Chen

A new parameterization and algorithm are proposed for seeking the primary relative maximum of the likelihood function in the three-parameter lognormal distribution. The parameterization yields the dimension reduction of the three-parameter…

统计理论 · 数学 2013-11-18 Yoshio Komori , Hideo Hirose

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

统计方法学 · 统计学 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…

概率论 · 数学 2015-05-29 Xiao Fang , David Siegmund

Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…

统计方法学 · 统计学 2018-05-01 Helton Saulo , Jeremias Leão , Roberto Vila , Victor Leiva , Vera Tomazella

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

概率论 · 数学 2024-12-11 Fraser Daly , Claude Lefèvre