相关论文: Conditioning by rare sources

In this manuscript, we continue with the systematic study of the speed of extinction of continuous state branching processes in L\'evy environments under more general branching mechanisms. Here, we deal with the weakly subcritical regime…

The paper presents sufficient conditions of predictability for continuous time processes in deterministic setting. We found that processes with exponential decay on energy for higher frequencies are predictable in some weak sense on some…

Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…

Posterior predictive p-values are a common approach to Bayesian model-checking. This article analyses their frequency behaviour, that is, their distribution when the parameters and the data are drawn from the prior and the model…

The success of large generative models has driven a paradigm shift, leveraging massive multi-source data to enhance model capabilities. However, the interaction among these sources remains theoretically underexplored. This paper takes the…

In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.

We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literature on the topic, and present some new sufficient conditions.…

In the Naive Bayes classification model the class conditional densities are estimated as the products of their marginal densities along the cardinal basis directions. We study the problem of obtaining an alternative basis for this…

The exponential strong converse for a coding problem states that, if a coding rate is beyond the theoretical limit, the correct probability converges to zero exponentially. For the lossy source coding with side-information, also known as…

We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are…

The classical approach to multivariate extreme value modelling assumes that the joint distribution belongs to a multivariate domain of attraction. This requires each marginal distribution be individually attracted to a univariate extreme…

Recently established, directed dependence measures for pairs $(X,Y)$ of random variables build upon the natural idea of comparing the conditional distributions of $Y$ given $X=x$ with the marginal distribution of $Y$. They assign pairs…

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

In this work, we explore the theoretical properties of conditional deep generative models under the statistical framework of distribution regression where the response variable lies in a high-dimensional ambient space but concentrates…

The problem is sequence prediction in the following setting. A sequence $x_1,...,x_n,...$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, it is required…

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

We derive characteristic function identities for conditional distributions of an r-trimmed Levy process given its r largest jumps up to a designated time t. Assuming the underlying Levy process is in the domain of attraction of a stable…

The paper studies frequency characteristics and predictability of real sequences, i.e., discrete time processes in deterministic setting. We consider band-limitness and predictability of one-sided sequences. We establish predictability of…

We study transition form factors for radiative and rare semi-leptonic B-meson decays into light pseudoscalar or vector mesons, combining theoretical constraints and phenomenological information from Lattice QCD, light-cone sum rules, and…

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…