相关论文: Asymptotics of generalized P\'olya urns with non-l…

The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…

Consider a balls-in-bins process in which each new ball goes into a given bin with probability proportional to f(n), where n is the number of balls currently in the bin and f is a fixed positive function. It is known that these so-called…

Generalized Linear Mixed Models (GLMMs) are widely used for analysing clustered data. One well-established method of overcoming the integral in the marginal likelihood function for GLMMs is penalized quasi-likelihood (PQL) estimation,…

The performance of state-of-the-art machine learning models often deteriorates when testing on demographics that are under-represented in the training dataset. This problem has predominately been studied in a supervised learning setting…

Path-dependent stochastic processes are often non-ergodic and observables can no longer be computed within the ensemble picture. The resulting mathematical difficulties pose severe limits to the analytical understanding of path-dependent…

We consider shallow (single hidden layer) neural networks and characterize their performance when trained with stochastic gradient descent as the number of hidden units $N$ and gradient descent steps grow to infinity. In particular, we…

We consider triangular P\'olya urns and show under very weak conditions a general strong limit theorem of the form $X_{ni}/a_{ni}\to \mathcal{X}_i$ a.s., where $X_{ni}$ is the number of balls of colour $i$ after $n$ draws; the constants…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

We address the problem of universal communications over an unknown channel with an instantaneous noiseless feedback, and show how rates corresponding to the empirical behavior of the channel can be attained, although no rate can be…

We study an urn process containing red and blue balls and two different strategies to reinforce the urn. Namely, a generalized P\'olya-type strategy versus an i.i.d. one. At each step, one of the two reinforcement strategies is chosen by…

For the differential privacy under the sub-Gamma noise, we derive the asymptotic properties of a class of network models with binary values with a general link function. In this paper, we release the degree sequences of the binary networks…

Despite many examples to the contrary, most models of elections assume that rules determining the winner will be followed. We present a model where elections are solely a public signal of the incumbent popularity, and citizens can protests…

In this paper we study well-posedness and asymptotic stability for a class of nonlinear second-order evolution equations with intermittent delay damping. More precisely, a delay feedback and an undelayed one act alternately in time. We show…

We study which outcomes are implementable by disclosing coarse statistics of a data-generating process rather than its full distribution. Players observe data whose joint distribution is only partially known: they know the expectations of…

Normalised generalised gamma processes are random probability measures that induce nonparametric prior distributions widely used in Bayesian statistics, particularly for mixture modelling. We construct a class of dependent normalised…

The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…

We establish a separation principle for the output feedback stabilisation of state-affine systems that are observable at the stabilization target. Relying on control templates (recently introduced in [4]), that allow to approximate a…

We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…

Cooperation and competition coexist and coevolve in natural and social systems. Cooperation generates resources, which in turn, drive non-cooperative competition to secure individual shares. How this complex interplay between cooperation…