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Positively (resp. negatively) associated point processes are a class of point processes that induce attraction (resp. inhibition) between the points. As an important example, determinantal point processes (DPPs) are negatively associated.…

统计理论 · 数学 2018-02-20 Arnaud Poinas , Bernard Delyon , Frédéric Lavancier

We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead…

统计方法学 · 统计学 2017-05-16 Ilaria Bianchini , Alessandra Guglielmi , Fernando A. Quintana

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

概率论 · 数学 2026-03-03 Hugo Jaquard , Nicolas Keriven

The maximum composite likelihood estimator for parametric models of determinantal point processes (DPPs) is discussed. Since the joint intensities of these point processes are given by determinant of positive definite kernels, we have the…

统计理论 · 数学 2019-09-04 Kou Fujimori , Sota Sakamoto , Yasutaka Shimizu

There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Pe\~{n}a \cite{d} establishes a nice exponential inequality for discrete…

概率论 · 数学 2022-04-20 Naiqi Liu , Vladimir V. Ulyanov , Hanchao Wang

We give a new large deviation inequality for sums of random variables of the form $Z_k = f(X_k,X_t)$ for $k,t\in \mathbb{N}$, $t$ fixed, where the underlying process $X$ is $\beta$-mixing. The inequality can be used to derive concentration…

统计理论 · 数学 2017-07-06 Johannes T. N. Krebs

Active systems are inherently out of equilibrium, as they collect energy from their surroundings and transform it into directed motion. A recent theoretical study suggests that binary mixtures of active particles with distinct effective…

软凝聚态物质 · 物理学 2017-11-22 Sunita Kumari , Andre S. Nunes , Nuno A. M. Araujo , Margarida Telo da Gama

This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless of the speed of mixing, the bound is comprised of a…

概率论 · 数学 2026-03-27 Demian Pouzo

Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…

We study the computational complexity of two hard problems on determinantal point processes (DPPs). One is maximum a posteriori (MAP) inference, i.e., to find a principal submatrix having the maximum determinant. The other is probabilistic…

数据结构与算法 · 计算机科学 2022-02-28 Naoto Ohsaka

Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…

统计理论 · 数学 2015-07-24 Christophe Ange Napoléon Biscio , Frédéric Lavancier

In this paper we study the problem of estimating the alpha-, beta- and phi-mixing coefficients between two random variables, that can either assume values in a finite set or the set of real numbers. In either case, explicit closed-form…

统计计算 · 统计学 2013-07-04 Mehmet Eren Ahsen , Mathukumalli Vidyasagar

We introduce a maximal inequality for a local empirical process under strongly mixing data. Local empirical processes are defined as the (local) averages $\frac{1}{nh}\sum_{i=1}^n \mathbf{1}\{x - h \leq X_i \leq x+h\}f(Z_i)$, where $f$…

计量经济学 · 经济学 2023-07-06 Luis Alvarez , Cristine Pinto

Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix.…

机器学习 · 统计学 2019-05-30 Mike Gartrell , Elvis Dohmatob , Jon Alberdi

This paper investigates the performance limits of differential power processing (DPP) and presents quantitative and systematic design guidelines for the selection and comparison of DPP topologies. A stochastic model is developed to evaluate…

系统与控制 · 电气工程与系统科学 2020-03-24 Ping Wang , Robert C. N. Pilawa-Podgurski , Philip T. Krein , Minjie Chen

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

概率论 · 数学 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

We prove that for a discrete determinantal process the BK inequality occurs for increasing events generated by simple points. We give also some elementary, but nonetheless appealing relationship, between a discrete determinantal process and…

概率论 · 数学 2022-05-05 André Goldman

Determinantal point processes (DPPs) offer an elegant tool for encoding probabilities over subsets of a ground set. Discrete DPPs are parametrized by a positive semidefinite matrix (called the DPP kernel), and estimating this kernel is key…

机器学习 · 计算机科学 2015-10-12 Zelda Mariet , Suvrit Sra

We prove absolute regularity ($\beta$-mixing) for nonstationary and multivariate versions of two popular classes of integer-valued processes. We show how this result can be used to prove asymptotic normality of a least squares estimator of…

统计理论 · 数学 2024-08-29 Zinsou Max Debaly , Michael H. Neumann , Lionel Truquet

The literature on statistical learning for time series often assumes asymptotic independence or "mixing" of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing coefficients…

统计理论 · 数学 2016-02-09 Daniel J. McDonald , Cosma Rohilla Shalizi , Mark Schervish
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