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The software Randentropy is designed to estimate inequality in a random system where several individuals interact moving among many communities and producing dependent random quantities of an attribute. The overall inequality is assessed by…

统计金融 · 定量金融 2021-03-17 Guglielmo D'Amico , Stefania Scocchera , Loriano Storchi

Recent work has introduced sparse exchangeable graphs and the associated graphex framework, as a generalization of dense exchangeable graphs and the associated graphon framework. The development of this subject involves the interplay…

概率论 · 数学 2020-02-12 Christian Borgs , Jennifer T. Chayes , Henry Cohn , Victor Veitch

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

统计理论 · 数学 2018-10-22 Abhimanyu Singh Yadav , Mahendra Saha , Harsh Tripathi , Sumit Kumar

We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…

概率论 · 数学 2011-10-24 José Trashorras , Olivier Wintenberger

In this article, we study the convergence behaviour of the classical generalized Max Product exponential sampling series in the weighted space of log-uniformly continuous and bounded functions. We derive basic convergence results for both…

泛函分析 · 数学 2024-09-25 Satyaranjan Pradhan , Madan Mohan Soren

Nested sampling is a simulation method for approximating marginal likelihoods proposed by Skilling (2006). We establish that nested sampling has an approximation error that vanishes at the standard Monte Carlo rate and that this error is…

统计计算 · 统计学 2010-10-11 Nicolas Chopin , Christian Robert

We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-bymeasure updating of such a set of measures upon acquiring new information is well-known to suffer…

计算机科学与博弈论 · 计算机科学 2013-02-26 Joseph Y. Halpern , Samantha Leung

Statistics in ranked lists is important in analyzing molecular biology measurement data, such as ChIP-seq, which yields ranked lists of genomic sequences. State of the art methods study fixed motifs in ranked lists. More flexible models…

定量方法 · 定量生物学 2013-07-31 Limor Leibovich , Zohar Yakhini

Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…

统计理论 · 数学 2017-07-18 Adrien Hitz , Richard Davis , Gennady Samorodnitsky

Inspired by Benjamini et al (Ann. Inst. H. Poincar\'{e} Probab. Stat. 2010) and Windisch (Electron. J. Probab. 2010), we consider the entropy of the random walk range formed by a simple random walk on a discrete group. It is shown in this…

概率论 · 数学 2017-02-21 Xin-Xing Chen , Jian-Sheng Xie , Min-Zhi Zhao

We present a new method for obtaining the statistical weight of the Gentile Statistics. In a recent paper, Perez and Tun presented an ap- proximate combinatoric and an exact recursive formula for the statistical weight of Gentile…

统计力学 · 物理学 2015-11-26 Sevilay Selvi , Haydar Uncu

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

统计理论 · 数学 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…

统计力学 · 物理学 2009-11-10 Thomas Schürmann

Weighted sampling is a fundamental tool in data analysis and machine learning pipelines. Samples are used for efficient estimation of statistics or as sparse representations of the data. When weight distributions are skewed, as is often the…

机器学习 · 计算机科学 2020-08-18 Edith Cohen , Rasmus Pagh , David P. Woodruff

Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…

统计方法学 · 统计学 2024-08-20 Adway S. Wadekar , Jerome P. Reiter

The purpose of this paper is to assess the statistical characterization of weighted networks in terms of the generalization of the relevant parameters, namely average path length, degree distribution and clustering coefficient. Although the…

物理与社会 · 物理学 2007-05-23 Antoniou Ioannis , Tsompa Eleni

We study a family of distance functions on rankings that allow for asymmetric treatments of alternatives and consider the distinct relevance of the top and bottom positions for ordered lists. We provide a full axiomatic characterization of…

计算机科学与博弈论 · 计算机科学 2024-03-28 Andrea Aveni , Ludovico Crippa , Giulio Principi

Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

统计理论 · 数学 2010-01-14 Paul Doukhan , Gabriel Lang

With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…

机器学习 · 计算机科学 2026-01-14 R. Teal Witter , Yurong Liu , Christopher Musco