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I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

统计方法学 · 统计学 2014-11-11 Ju Hyun Kim

Given a probability distribution $\mu$ a set $\Lambda (\mu)$ of positive real numbers is introduced, so that $\Lambda (\mu)$ measures the "divisibility" of $\mu$. The basic properties of $\Lambda (\mu)$ are described and examples of…

概率论 · 数学 2007-05-23 S. Albeverio , H. Gottschalk , J. -L. Wu

The contextuality problem connected with existence of joint probability distribution creating all the given marginals is studied. It is shown for several examples considered previously in literature that there exist some new solutions for…

量子物理 · 物理学 2014-04-29 A. A. Strakhov , V. I. Man'ko

The "marginal" distributions for measurable coordinate and spin projection is introduced. Then, the analog of the Pauli equation for spin-1/2 particle is obtained for such probability distributions instead of the usual wave functions. That…

量子物理 · 物理学 2009-11-06 S. Mancini , O. V. Man'ko , V. I. Man'ko , P. Tombesi

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

泛函分析 · 数学 2021-03-17 Yong Jiao , Fedor Sukochev , Lian Wu , Dmitriy Zanin

We consider marginal log-linear models for parameterizing distributions on multidimensional contingency tables. These models generalize ordinary log-linear and multivariate logistic models, besides several others. First, we obtain some…

统计理论 · 数学 2019-10-25 S. Ghosh , P. Vellaisamy

The potential of location-shift models to find adequate models between the proportional odds model and the non-proportional odds model is investigated. It is demonstrated that these models are very useful in ordinal modeling. While…

统计方法学 · 统计学 2020-06-09 Gerhard Tutz , Moritz Berger

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…

统计力学 · 物理学 2015-06-24 Jean Farago

Selecting between competing statistical models is a challenging problem especially when the competing models are non-nested. In this paper we offer a simple solution by devising an algorithm which combines MCMC and importance sampling to…

We propose a model for deterministic distributed function computation by a network of identical and anonymous nodes, with bounded computation and storage capabilities that do not scale with the network size. Our goal is to characterize the…

分布式、并行与集群计算 · 计算机科学 2009-07-28 Julien M. Hendrickx , Alex Olshevsky , John N. Tsitsiklis

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival…

信息论 · 计算机科学 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli

A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…

神经与进化计算 · 计算机科学 2016-09-08 Eric Kee

This paper extends the classical theory of joinings of measurable dynamical systems to the noncommutative setting from several interconnected points of view. Among these is a particularly fruitful identification of joinings with equivariant…

算子代数 · 数学 2019-05-17 Jon Bannon , Jan Cameron , Kunal Mukherjee

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

信息论 · 计算机科学 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

概率论 · 数学 2017-05-12 Andreas Maurer

A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…

概率论 · 数学 2008-12-24 Mikhail Gordin

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

统计方法学 · 统计学 2026-04-17 Peng Wu , Xiaojie Mao

Noncommutative rational functions appeared in many contexts in system theory and control, from the theory of finite automata and formal languages to robust control and LMIs. We survey the construction of noncommutative rational functions,…

环与代数 · 数学 2015-03-13 Dmitry S. Kaliuzhnyi-Verbovetskyi , Victor Vinnikov

Quantum mechanics predicts the joint probability distribution of the outcomes of simultaneous measurements of commuting observables, but, in the state of the art, has lacked the operational definition of simultaneous measurements. The…

量子物理 · 物理学 2009-10-31 Masanao Ozawa

Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…

组合数学 · 数学 2012-12-06 Franz Lehner