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相关论文: A Cram\'er-Wold theorem for mixtures

200 篇论文

A well-known combinatorial theorem says that a set of n non-collinear points in the plane determines at least n distinct lines. Chen and Chv\'atal conjectured that this theorem extends to metric spaces, with an appropriated definition of…

组合数学 · 数学 2016-06-21 Pierre Aboulker , Martin Matamala , Paul Rochet , Jose Zamora

Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…

概率论 · 数学 2007-05-23 Larry Goldstein , Yosef Rinott

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…

概率论 · 数学 2017-03-31 Vladimir Panov

In this paper, we study a mixed variational problem subject to perturbations, where the noise term is modelled by means of a bilinear form that has to be understood to be "small" in some sense. Indeed, we consider a family of such problems…

数值分析 · 数学 2020-08-26 A. I. Garralda-Guillem , H. Kunze , D. La Torre , M. Ruiz Galan

We examine rules for predicting whether a point in $\mathbb{R}$ generated from a 50-50 mixture of two different probability distributions came from one distribution or the other, given limited (or no) information on the two distributions,…

统计理论 · 数学 2024-04-09 Kevin Bleakley

This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…

计量经济学 · 经济学 2021-04-14 Yanqin Fan , Marc Henry

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

统计力学 · 物理学 2007-05-23 P. J. Forrester

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

数学物理 · 物理学 2024-05-06 Michael Brodskiy , Owen L. Howell

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a sequence of i.i.d. random vectors, which contains Cram\'er's theorem in a Banach space and Sanov's theorem. ----- Nous \'etablissons un cadre…

概率论 · 数学 2011-03-24 Pierre Petit

For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms, this theorem provides that the transition probabilities of…

概率论 · 数学 2008-01-16 Alexey M. Kulik

We apply a recent duality theorem for tangles in abstract separation systems to derive tangle-type duality theorems for width-parameters in graphs and matroids. We further derive a duality theorem for the existence of clusters in large data…

组合数学 · 数学 2020-01-24 Reinhard Diestel , Sang-il Oum

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

数据结构与算法 · 计算机科学 2020-06-02 He Jia , Santosh Vempala

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

统计理论 · 数学 2026-05-15 Yu Zheng , Leo L. Duan , Arkaprava Roy

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

统计计算 · 统计学 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are…

统计方法学 · 统计学 2017-10-09 Sanjeena Subedi , Paul D. McNicholas

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

统计方法学 · 统计学 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

We show that a Cram\'er--Wold device holds for infinite divisibility of $\mathbb{Z}^d$-valued distributions, i.e. that the distribution of a $\mathbb{Z}^d$-valued random vector $X$ is infinitely divisible if and only if $\mathcal{L}(a^T X)$…

概率论 · 数学 2020-11-18 David Berger , Alexander Lindner

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…

统计方法学 · 统计学 2017-10-09 Yuhong Wei , Paul D. McNicholas

Hadwiger's transversal theorem gives necessary and sufficient conditions for a family of convex sets in the plane to have a line transversal. A higher dimensional version was obtained by Goodman, Pollack and Wenger, and recently a colorful…

度量几何 · 数学 2013-10-17 Andreas F. Holmsen , Edgardo Roldán-Pensado