Results 51 to 60 of about 992,707 (136)
Universal and Composite Hypothesis Testing via Mismatched Divergence
, 2010 For the universal hypothesis testing problem, where the goal is to decide between the known null hypothesis distribution and some other unknown distribution, Hoeffding proposed a universal test in the nineteen sixties.
Huang, Dayu +4 more
core +1 more source
A multivariate Poisson model based on a triangular comonotonic shock construction
Canadian Journal of Statistics, Volume 53, Issue 3, September 2025.Abstract Multi‐dimensional data frequently occur in many different fields, including risk management, insurance, biology, environmental sciences, and many more. In analyzing multivariate data, it is imperative that the underlying modelling assumptions adequately reflect both the marginal behaviour and the associations between components.
Orla A. Murphy, Juliana Schulz
wiley +1 more source
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Journal of the London Mathematical Society, Volume 112, Issue 3, September 2025.Abstract The convergence of the first‐order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by càdlàg paths satisfying a suitable criterion, namely the so‐called Property (RIE), along time discretizations with vanishing mesh size. This property is then verified for
Andrew L. Allan +3 more
wiley +1 more source
Quantum hypothesis testing with group symmetry
, 2009 The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system.
Bhatia R. +8 more
core +2 more sources
The existence of subspace designs
Proceedings of the London Mathematical Society, Volume 131, Issue 1, July 2025.Abstract We prove the existence of subspace designs with any given parameters, provided that the dimension of the underlying space is sufficiently large in terms of the other parameters of the design and satisfies the obvious necessary divisibility conditions. This settles an open problem from the 1970s.
Peter Keevash +2 more
wiley +1 more source
Comptes Rendus. Mathématique, 2003 Consider an exchangeable sequence X={X n :1⩽n<N}, where N∈ℕ∪{∞}, and note 𝐗 n =(X 1 ,...,X n ). We say that X is Hoeffding decomposable if, for each n, every square integrable, centered and symmetric functional of X n is the orthogonal sum of n U-statistics with degenerated and symmetric kernels. We state a necessary and sufficient condition for an
openaire +3 more sources
Absolutely continuous Furstenberg measures
Proceedings of the London Mathematical Society, Volume 131, Issue 1, July 2025.Abstract In this paper, we provide a sufficient condition for a Furstenberg measure generated by a finitely supported measure to be absolutely continuous. Using this, we give completely explicit examples of absolutely continuous Furstenberg measures including examples which are generated by measures which are not symmetric.
Samuel Kittle
wiley +1 more source
Quality Disclosure and Regulation: Scoring Design in Medicare Advantage
Econometrica, Volume 93, Issue 3, Page 959-1001, May 2025.Policymakers and market intermediaries often use quality scores to alleviate asymmetric information about product quality. Scores affect the demand for quality and, in equilibrium, its supply. Equilibrium effects break the rule whereby more information is always better, and the optimal design of scores must account for them.
Benjamin Vatter
wiley +1 more source
A short proof of Helson's conjecture
Bulletin of the London Mathematical Society, Volume 57, Issue 4, Page 1065-1076, April 2025.Abstract Let α:N→S1$\alpha \colon \mathbb {N}\rightarrow S^1$ be the Steinhaus multiplicative function: a completely multiplicative function such that (α(p))pprime$(\alpha (p))_{p\text{ prime}}$ are i.i.d. random variables uniformly distributed on the complex unit circle S1$S^1$. Helson conjectured that E|∑n⩽xα(n)|=o(x)$\mathbb {E}|\sum _{n\leqslant x}\
Ofir Gorodetsky, Mo Dick Wong
wiley +1 more source
Canadian Journal of Statistics, Volume 53, Issue 1, March 2025.Abstract We consider random sample splitting for estimation and inference in high‐dimensional generalized linear models (GLMs), where we first apply the lasso to select a submodel using one subsample and then apply the debiased lasso to fit the selected model using the remaining subsample. We show that a sample splitting procedure based on the debiased
Omar Vazquez, Bin Nan
wiley +1 more source