相关论文: Self-Similar Crossover in Statistical Physics
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…
Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…
Many high dimensional integrals can be reduced to the problem of finding the relative measures of two sets. Often one set will be exponentially larger than the other, making it difficult to compare the sizes. A standard method of dealing…
Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…
We consider the problem of hypotheses testing with the basic simple hypothesis: observed sequence of points corresponds to stationary Poisson process with known intensity against a composite one-sided parametric alternative that this is a…
We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
The theory of plasma physics offers a number of nontrivial examples of partial differential equations, which can be successfully treated with symmetry methods. We propose three different examples which may illustrate the reciprocal…
Generative models can be trained to emulate complex empirical data, but are they useful to make predictions in the context of previously unobserved environments? An intuitive idea to promote such extrapolation capabilities is to have the…
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…
A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…
We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…
This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…
We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…
In this paper we examine the use of topological methods for multivariate statistics. Using persistent homology from computational algebraic topology, a random sample is used to construct estimators of persistent homology. This estimation…
This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…
We consider a combination of heavily trimmed sums and sample quantiles which arises when examining properties of clustering criteria and prove limit theorems. The object of interest, which we call the Empirical Cross-over Function, is an…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
A new formulation of statistical mechanics is put forward according to which a random variable characterizing a macroscopic body is postulated to be infinitely divisible. It leads to a parametric representation of partition function of an…