相关论文: Infinite lotteries, spinners, and the applicabilit…
We describe certain sufficient conditions for an infinitely divisible probability measure on a class of connected Lie groups to be embeddable in a continuous one-parameter convolution semigroup of probability measures. (Theorem 1.3). This…
We study the problem of assigning objects to agents in the presence of arbitrary linear constraints when agents are allowed to be indifferent between objects. Our main contribution is the generalization of the (Extended) Probabilistic…
In this article, we study the binary classification problem with supervised data, in the case where the covariate-to-probability-of-success map is possibly spatially inhomogeneous. We devise nonparametric Bayesian procedures with…
In a recent paper (Phys. Rev. A 105, 042220 (2022)), Daley et al claim that some superdeterministic models are disfavoured against standard quantum mechanics, because such models overfit the statistics of a Bell-type experiment which the…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
We provide and axiomatize a representation for preferences over lotteries that generalizes the expected utility model. Since the representation uses different utility functions to evaluate different lotteries, the preferences can be…
Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…
Let (K, v) be a henselian valued field of arbitrary rank. In this paper, we give an irreducibility criterion for multivariate polynomials over K using valuation theory.
We confirm Chebyshev's observation that primes are strikingly more abundant in non-square residue classes modulo a fixed integer under the Generalized Riemann Hypothesis (GRH) by proving a (natural) density $1$ statement for prime counting…
Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical behaviour of…
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…
The Schinzel Hypothesis is a conjecture about irreducible polynomials in one variable over the integers: under some standard condition, they should assume infinitely many prime values at integers. We consider a relative version: if the…
In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…
We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
We commend the authors for an exciting paper which provides a strong contribution to the emerging field of probabilistic numerics (PN). Below, we discuss aspects of prior modelling which need to be considered thoroughly in future work.
In this thesis I develop a variety of techniques to train, evaluate, and sample from intractable and high dimensional probabilistic models. Abstract exceeds arXiv space limitations -- see PDF.
We propose a multivariate extension of Yaari's dual theory of choice under risk. We show that a decision maker with a preference relation on multidimensional prospects that preserves first order stochastic dominance and satisfies…
It is shown here that Suarez [Found. Phys. 38, 583 (2008)] wrongly presents the assumptions behind the Leggett's inequalities, and their modified form used by Groeblacher et al. [Nature 446, 871 (2007)] for an experimental falsification of…