相关论文: A characterization of product-form exchangeable fe…
The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…
In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These…
We show that a shift space on a finite alphabet with a non-uniform specification property can be modeled by a strongly positive recurrent countable-state Markov shift to which every equilibrium state lifts. In addition to uniqueness of the…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
This paper introduces the multivariate beta mixture model (MBMM), a new probabilistic model for soft clustering. MBMM adapts to diverse cluster shapes because of the flexible probability density function of the multivariate beta…
The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…
We study the mixing properties of permutations obtained as a product of two uniformly random permutations of fixed cycle types. For instance, we give an exact formula for the probability that elements $1,2,...,k$ are in distinct cycles of…
We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…
Complex phase factors are viewed not only as redundancies of the quantum formalism but instead as remnants of unitary transformations under which the probabilistic properties of observables are invariant. It is postulated that a quantum…
Econometric applications with multi-way clustering often feature a small number of effective clusters or heavy-tailed data, making standard cluster-robust and bootstrap inference unreliable in finite samples. In this paper, we develop a…
We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…
A Profile Mixture Model is a model of protein evolution, describing sequence data in which sites are assumed to follow many related substitution processes on a single evolutionary tree. The processes depend in part on different amino acid…
In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…
The problem of identifiability of finite mixtures of finite product measures is studied. A mixture model with $K$ mixture components and $L$ observed variables is considered, where each variable takes its value in a finite set with…
Statistical network analysis primarily focuses on inferring the parameters of an observed network. In many applications, especially in the social sciences, the observed data is the groups formed by individual subjects. In these…
This work proposes a new exchangeability test for a random sequence through a martingale based approach. Its main contributions include: 1) an additive martingale which is more amenable for designing exchangeability tests by exploiting the…
We consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-invariant transformations. When the parameters are constant,…
Reliable estimation of feature contributions in machine learning models is essential for trust, transparency and regulatory compliance, especially when models are proprietary or otherwise operate as black boxes. While permutation-based…
A few simply-stated rules govern the entanglement patterns that can occur in mutually unbiased basis sets (MUBs), and constrain the combinations of such patterns that can coexist (ie, the stoichiometry) in full complements of p^N+1 MUBs. We…
We characterize the combinatorial structure of conditionally-i.i.d. sequences of negative binomial processes with a common beta process base measure. In Bayesian nonparametric applications, such processes have served as models for latent…