相关论文: Martingale Posterior Predictive Coherence: Hausdor…
Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…
The back-and-forth relations $M\leq_\alpha N$ are central to computable structure theory and countable model theory. It is well-known that the relation $\{(M,N) : M \leq_\alpha N\}$ is (lightface) $\Pi^0_{2\alpha}$. We show that this is…
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…
In this paper, we consider the so-called Shape Invariant Model which stands for the estimation of a function f0 submitted to a random translation of law g0 in a white noise model. We are interested in such a model when the law of the…
We prove explicit finite-$N$ lower bounds for $\mathbb P(\bigcup_{k=1}^N A_k)$ when the $\sigma$-algebras generated by an event sequence satisfy quantitative $\varphi$- or $\alpha$-mixing bounds. The main $\varphi$-mixing estimate is…
Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…
Uncertainty associated with statistical problems arises due to what has not been seen as opposed to what has been seen. Using probability to quantify the uncertainty the task is to construct a probability model for what has not been seen…
How much dependence is there in the prime factorization of a random integer distributed uniformly from 1 to n? How much dependence is there in the decomposition into cycles of a random permutation of n points? What is the relation between…
Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…
We pursue robust approach to pricing and hedging in mathematical finance. We consider a continuous time setting in which some underlying assets and options, with continuous paths, are available for dynamic trading and a further set of…
For a bucket test with a single criterion for success and a fixed number of samples or testing period, requiring a $p$-value less than a specified value of $\alpha$ for the success criterion produces statistical confidence at level $1 -…
One of the main approaches used to construct prior distributions for objective Bayes methods is the concept of random imaginary observations. Under this setup, the expected-posterior prior (EPP) offers several advantages, among which it has…
Many statistical problems can be addressed by applying a multiple testing procedure (MTP) that controls either the Family-wise Error Rate (FWER) or False Discovery Rate (FDR) under unknown arbitrarily-interdependent $p$-values, without…
Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…
One of the ways to characterize a probability distribution is to show that it is moment-determinate, uniquely determined by knowing all its moments. The uniqueness, in the absolutely continuous case, depends entirely on the behaviour of the…
Consider Bernoulli(1/2) percolation on $\Z^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make the…
We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement. (A special case of this result is that binomial tail…
The Pruning Front Conjecture is proved for an open set of H\'enon parameters far from unimodal. More specifically, for an open subset of H\'enon parameter space, consisting of two connected components one of which intersects the…
Consider the following dynamic factor model: $\mathbf{R}_t=\sum_{i=0}^q \mathbf{\Lambda}_i \mathbf{f}_{t-i}+\mathbf{e}_t,t=1,...,T$, where $\mathbf{\Lambda}_i$ is an $n\times k$ loading matrix of full rank, $\{\mathbf{f}_t\}$ are i.i.d.…