Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userMultivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials
643
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Multivaria
rate research
Read More
We study a natural Markov chain on ${0,1,cdots,n}$ with eigenvectors the Hahn polynomials. This explicit diagonalization makes it possible to get sharp rates of convergence to stationarity. The process, the Burnside process, is a special case of the celebrated `Swendsen-Wang or `data augmentation algorithm. The description involves the beta-binomial distribution and Mallows model on permutations. It introduces a useful generalization of the Burnside process.
In recent joint work (2021), we introduced a novel multivariate polynomial attached to every metric space - in particular, to every finite simple connected graph $G$ - and showed it has several attractive properties. First, it is multi-affine and real-stable (leading to a hitherto unstudied delta-matroid for each graph $G$). Second, the polynomial specializes to (a transform of) the characteristic polynomial $chi_{D_G}$ of the distance matrix $D_G$; as well as recovers the entire graph, where $chi_{D_G}$ cannot do so. Third, the polynomial encodes the determinants of a family of graphs formed from $G$, called the blowups of $G$. In this short note, we exhibit the applicability of these tools and techniques to other graph-matrices and their characteristic polynomials. As a particular case, we will see that the adjacency characteristic polynomial $chi_{A_G}$ is in fact the shadow of a richer multivariate blowup-polynomial, which is similarly multi-affine and real-stable. Moreover, this polynomial encodes not only the aforementioned three properties, but also yields additional information for specific families of graphs.
The univariate Ehrhart and $h^*$-polynomials of lattice polytopes have been widely studied. We describe methods from toric geometry for computing multivaria
The discrete orthogonality relations hold for all the orthogonal polynomials obeying three term recurrence relations. We show that they also hold for multi-indexed Laguerre and Jacobi polynomials, which are new orthogonal polynomials obtained by deforming these classical orthogonal polynomials. The discrete orthogonality relations could be considered as more encompassing characterisation of orthogonal polynomials than the three term recurrence relations. As the multi-indexed orthogonal polynomials start at a positive degree $ell_{mathcal D}ge1$, the three term recurrence relations are broken. The extra $ell_{mathcal D}$ `lower degree polynomials, which are necessary for the discrete orthogonality relations, are identified. The corresponding Christoffel numbers are determined. The main results are obtained by the blow-up analysis of the second order differential operators governing the multi-indexed orthogonal polynomials around the zeros of these polynomials at a degree $mathcal{N}$. The discrete orthogonality relations are shown to hold for another group of `new orthogonal polynomials called Krein-Adler polynomials based on the Hermite, Laguerre and Jacobi polynomials.
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility for subject-specific modeling. This complexity challenges parameter inference and approximations are inevitable. We propose a method for approximate maximum-likelihood parameter estimation in multivariate time-inhomogeneous diffusions, where subject-specific flexibility is accounted for by incorporation of multidimensional mixed effects and covariates. We consider $N$ multidimensional independent diffusions $X^i = (X^i_t)_{0leq tleq T^i}, 1leq ileq N$, with common overall model structure and unknown fixed-effects parameter $mu$. Their dynamics differ by the subject-specific random effect $phi^i$ in the drift and possibly by (known) covariate information, different initial conditions and observation times and duration. The distribution of $phi^i$ is parametrized by an unknown $vartheta$ and $theta = (mu, vartheta)$ is the target of statistical inference. Its maximum likelihood estimator is derived from the continuous-time likelihood. We prove consistency and asymptotic normality of $hat{theta}_N$ when the number $N$ of subjects goes to infinity using standard techniques and consider the more general concept of local asymptotic normality for less regular models. The bias induced by time-discretization of sufficient statistics is investigated. We discuss verification of conditions and investigate parameter estimation and hypothesis testing in simulations.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
