Results 21 to 30 of about 244 (56)
Colouring and breaking sticks: random distributions and heterogeneous clustering [PDF]
We begin by reviewing some probabilistic results about the Dirichlet Process and its close relatives, focussing on their implications for statistical modelling and analysis.
Green, Peter J.
core +1 more source
Wick order, spreadability and exchangeability for monotone commutation relations
We exhibit a Hamel basis for the concrete $*$-algebra $\mathfrak{M}_o$ associated to monotone commutation relations realised on the monotone Fock space, mainly composed by Wick ordered words of annihilators and creators.
Crismale, Vitonofrio +2 more
core +1 more source
Priors on exchangeable directed graphs
Directed graphs occur throughout statistical modeling of networks, and exchangeability is a natural assumption when the ordering of vertices does not matter.
Ackerman, Nathanael +2 more
core +1 more source
Quantum Exchangeable Sequences of Algebras
We extend the notion of quantum exchangeability, introduced by K\"ostler and Speicher in arXiv:0807.0677, to sequences (\rho_1,\rho_2,...c) of homomorphisms from an algebra C into a noncommutative probability space (A,\phi), and prove a free de Finetti ...
Curran, Stephen
core +1 more source
On asymptotics of the beta-coalescents [PDF]
We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is also shown for
Gnedin, Alexander +3 more
core +2 more sources
Exchangeable Sequences Driven by an Absolutely Continuous Random Measure [PDF]
Let S be a Polish space and (Xn : n = 1) an exchangeable sequence of S-valued random variables. Let an(·) = P( Xn+1 in · | X1, . . . ,Xn) be the predictive measure and a a random probability measure on S such that an (weak) --> a a.s..
Luca Pratelli +2 more
core
Regenerative partition structures
We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration after deletion ...
Gnedin, Alexander, Pitman, Jim
core +1 more source
Rate of Convergence of Predictive Distributions for Dependent Data [PDF]
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure.
Irene Crimaldi +3 more
core
Limit Theorems for Empirical Processes Based on Dependent Data [PDF]
Empirical processes for non ergodic data are investigated under uniform distance. Some CLTs, both uniform and non uniform, are proved. In particular, conditions for Bn = n^(1/2) (µn - bn) and Cn = n^(1/2) (µn - an) to converge in distribution are given ...
Luca Pratelli +2 more
core
Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Alfred Müller, Marco Scarsini
core

