相关论文: The correlation measures of finite sequences: limi…
Continuing the work of [9] who defined the restrictiveness of stochastic orders and calculated the restrictiveness of the usual stochastic order and the likelihood ratio order, we calculate the restrictiveness of the hazard rate order.…
The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability…
The idea of maximizing the likelihood of the observed range for a set of jointly realized counts has been employed in a variety of contexts. The applicability of the MLE introduced in [1] has been extended to the general case of a…
Finite-state dimension, introduced early in this century as a finite-state version of classical Hausdorff dimension, is a quantitative measure of the lower asymptotic density of information in an infinite sequence over a finite alphabet, as…
We propose a family of association measures for two-way contingency tables whose latent distribution can be assumed to be bivariate normal. When this assumption holds, the power-divergence measuring departure from independence can be…
We study estimation of an $s$-sparse signal in the $p$-dimensional Gaussian sequence model with equicorrelated observations and derive the minimax rate. A new phenomenon emerges from correlation, namely the rate scales with respect to…
Schur introduced the problem on the smallest limit point for the arithmetic means of totally positive conjugate algebraic integers. This area was developed further by Siegel, Smyth and others. We consider several generalizations of the…
Given random variables $X$ and $Y$ having finite moments of all orders, their uncorrelatedness set is defined as the set of all pairs $(j,k)\in{\mathbb N}^2,$ for which $X^j$ and $Y^k$ are uncorrelated. It is known that, broadly put, any…
Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
We analyze the empirical spectral distribution of random periodic band matrices with correlated entries. The correlation structure we study was first introduced in 2015 by Hochst\"attler, Kirsch and Warzel, who named their setup "almost…
We consider long strips of finite width $L \leq 13$ sites of ferromagnetic Ising spins with random couplings distributed according to the binary distribution: $P(J_{ij})= {1 \over 2} ( \delta (J_{ij} -J_0) + \delta (J_{ij} -rJ_0) ) ,\ 0 < r…
Given a set of sequences, the distance between pairs of them helps us to find their similarity and derive structural relationship amongst them. For genomic sequences such measures make it possible to construct the evolution tree of…
We initiate the study of trade-offs between sparsity and the number of measurements in sparse recovery schemes for generic norms. Specifically, for a norm $\|\cdot\|$, sparsity parameter $k$, approximation factor $K>0$, and probability of…
The purpose of this paper is to pursue our study of rho-estimators built from i.i.d. observations that we defined in Baraud et al. (2014). For a \rho-estimator based on some model S (which means that the estimator belongs to S) and a true…
Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…
Let $q$ be a positive integer and $\mathcal{S}=\left\{x_0,x_1,\ldots,x_{T-1}\right\}\subseteq\mathbb{Z}_q=\{0,1,\ldots,q-1\}$ with $$0\leq x_0<x_1<\ldots< x_{T-1}\leq q-1.$$ We derive from $\mathcal{S}$ three (finite) sequences. 1. For an…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…