相关论文: Directionally collapsible parameterizations of mul…

The problem of guessing a random string is revisited. A close relation between guessing and compression is first established. Then it is shown that if the sequence of distributions of the information spectrum satisfies the large deviation…

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…

When aggregating logically interconnected judgments from $n$ agents, the result might be inconsistent with the logical connection. This inconsistency is known as the doctrinal paradox, which plays a central role in the field of judgment…

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…

The log-transform is a common tool in statistical analysis, reducing the impact of extreme values, compressing the range of reported values for improved visualization, enabling the usage of parametric statistical tests requiring normally…

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Probability-like parameters appearing in some statistical models, and their prior distributions, are reinterpreted through the notion of `circumstance', a term which stands for any piece of knowledge that is useful in assigning a…

We present methodology for constructing exact significance tests for cross tabulated data for "difficult" composite alternative hypotheses that have no natural test statistic. We construct a test for discovering Simpson's Paradox and a…

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…

Outcome-dependent sampling designs are common in many different scientific fields including epidemiology, ecology, and economics. As with all observational studies, such designs often suffer from unmeasured confounding, which generally…

Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…

Even though strongly correlated systems are abundant, only a few exceptional cases admit analytical solutions. In this paper we present a large class of solvable systems with strong correlations.. We consider a set of $N$ independent and…

Sensitivity analysis in probabilistic discrete graphical models is usually conducted by varying one probability value at a time and observing how this affects output probabilities of interest. When one probability is varied then others are…

We developed an analytic theory of inhomogeneous superconducting pairing in strongly disordered materials, which are moderately close to superconducting-insulator transition. Single-electron eigenstates are assumed to be Anderson-localized,…

Statistical and scaling properties of the Lyapunov exponent for a tight-binding model with the diagonal disorder described by a dichotomic process are considered near the band edge. The effect of correlations on scaling properties is…

We provide an analytic theory of Anderson localization on a lattice with a weak short-range correlated disordered potential. Contrary to the general belief we demonstrate that even next-neighbor statistical correlations in the potential can…

In this paper, we establish a fundamental connection between binomial parameters and means of bounded random variables. Such connection finds applications in statistical inference of means of bounded variables.

It is an important inferential problem to test no association between two binary variables based on data. Tests based on the sample odds ratio are commonly used. We bring in a competing test based on the Pearson correlation coefficient. In…