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pro vyhledávání: '"62E17"'
This paper deals with bilateral-gamma (BG) approximation to functionals of an isonormal Gaussian process. We use Malliavin-Stein method to obtain the error bounds for the smooth Wasserstein distance. As by-products, the error bounds for variance-gamm
Externí odkaz:
http://arxiv.org/abs/2409.20546
Autor:
Roos, Bero
We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation results using a
Externí odkaz:
http://arxiv.org/abs/2409.01845
Autor:
Quattrocchi, Filippo
We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In particular, when
Externí odkaz:
http://arxiv.org/abs/2408.12924
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a tempered stable and an alpha stable distribution via Stein method. For the s
Externí odkaz:
http://arxiv.org/abs/2408.09487
Finding the eigenvalues connected to the covariance operator of a centred Hilbert-space valued Gaussian process is genuinely considered a hard problem in several mathematical disciplines. In statistics this problem arises for instance in the asymptot
Externí odkaz:
http://arxiv.org/abs/2408.08064
Autor:
Stömmer, Ralph
Stefan Mandel is the man who won the lottery 14 times. He never disclosed the recipe he called combinatorial condensation, which enabled him to hit the Romanian lottery jackpot in the early phase of his betting career. Combinatorial condensation is f
Externí odkaz:
http://arxiv.org/abs/2408.06857
Autor:
Vásquez, Alejandro Román, Urbina, José Ulises Márquez, Farías, Graciela González, Escarela, Gabriel
The Model-X knockoffs is a practical methodology for variable selection, which stands out from other selection strategies since it allows for the control of the false discovery rate (FDR), relying on finite-sample guarantees. In this article, we prop
Externí odkaz:
http://arxiv.org/abs/2407.14002
If four people with Gaussian-distributed heights stand at Gaussian positions on the plane, the probability that there are exactly two people whose height is above the average of the four is exactly the same as the probability that they stand in conve
Externí odkaz:
http://arxiv.org/abs/2407.02589
Autor:
Ouimet, Frédéric
This paper presents a multivariate normal integral expression for the joint survival function of the cumulated components of any multinomial random vector. This result can be viewed as a multivariate analog of Equation (7) from Carter & Pollard (2004
Externí odkaz:
http://arxiv.org/abs/2406.18509
The purpose of this paper is to explore some mixtures of Kies distributions -- discrete and continuous. The last ones are also known as compound distributions. Some conditions for convergence are established. We study the probabilistic properties of
Externí odkaz:
http://arxiv.org/abs/2406.15858