اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدMultivariate Log-Concave Distributions as a Nearly Parametric Model
240
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In this paper we show that the family P_d of probability distributions on R^d with log-concave densities satisfies a strong continuity condition. In particular, it turns out that weak convergence within this family entails (i) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace transforms. Hence the nonparametric model P_d has similar properties as parametric models such as, for instance, the family of all d-variate Gaussian distributions.
قيم البحث
اقرأ أيضاً
We propose new generalized multivariate hypergeometric distributions, which extremely resemble the classical multivariate hypergeometric distributions. The proposed distributions are derived based on an urn model approach. In contrast to existing met
hods, this approach does not involve hypergeometric series.
An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case with one degree of freedom.
We study functional inequalities (Poincare, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this work was to ob
tain explicit bounds on the constants in view of statistical applications for instance. These results are then applied to the Langevin Monte-Carlo method used in statistics in order to compute Bayesian estimators.
We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for the intri
nsic volumes of a convex body, which generalizes and improves a result of Lotz, McCoy, Nourdin, Peccati, and Tropp (2019).
An inhomogeneous first--order integer--valued autoregressive (INAR(1)) process is investigated, where the autoregressive type coefficient slowly converges to one. It is shown that the process converges weakly to a Poisson or a compound Poisson distribution.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
