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Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/25
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities
Complete mixability Monotone density Sum of dependent risks Value-at- Risk
2016/1/20
In quantitative risk management, it is important and challenging to find sharp bounds for the distribution of the sum of dependent risks with given marginal distributions, but an unspecified dependenc...
Estimation of Stationary Densities for Markov Chains
Estimation Stationary Densities Markov Chains
2015/7/8
We describe a new estimator of the stationary density of a Markov chain on general state space. The new estimator is easier to compute, converges faster, and empirically gives visually superior estima...
Computing Densities for Markov Chains via Simulation
Markov chain density estimator simulation
2015/7/8
We introduce a new class of density estimators, termed look-ahead density estimators, for performance measures associated with a Markov chain. Look-ahead density estimators are given for both transien...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
On adaptive wavelet estimation of a class of weighted densities
Weighted density density estimation plug-in approach wavelets block thresholding reliability series system parallel system.
2012/9/18
We investigate the estimation of a weighted density taking the formg=w(F)f, where fdenotes an unknown density,Fthe associated distribution function andwis a known (non-negative) weight.Such a class en...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
Distances and Riemannian metrics for multivariate spectral densities
multivariate spectral densities Riemannian metrics
2011/7/19
We first introduce a class of divergence measures between power spectral density matrices. These are derived by comparing the suitability of different models in the context of optimal prediction.
Approximation of conditional densities by smooth mixtures of regressions
Finite mixtures of normal distributions smoothly mixing regressions mixtures of experts Bayesian conditional density estimation
2010/10/14
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal ...
Free energy methods for efficient exploration of mixture posterior densities
Adaptive Biasing Force Adaptive Biasing Potential Adaptive Markov chainMonte Carlo Importance sampling Mixture models
2010/3/11
Because of their multimodality, mixture posterior densities are difficult to sample with
standard Markov chain Monte Carlo (MCMC) methods. We propose a strategy to enhance
the sampling of MCMC in th...
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...
On the approximation of mean densities of random closed sets
mean densities random measures stochastic geometry
2010/3/9
Many real phenomena may be modelled as random closed sets in Rd, of different Hausdorff dimensions.
In many real applications, such as fiber processes and n-facets of random tessellations
of dimensi...
Uniqueness of the maximum likelihood estimator for k-monotone densities
uniqueness k–monotone density mixture mod-els density estimation maximum likelihood nonparametric estimation shape constraints
2010/3/9
We prove uniqueness of the maximum likelihood estimator for
the class of k?monotone densities.
AMS 2000 subject classifications: Primary 62G07.
Testability of minimum balanced multiway cut densities
Weighted graphs Testable graph parameters Minimum balancedmultiway cuts Quadratic programming
2010/3/9
Testable weighted graph parameters and equivalent notions of testability are investi-
gated based on [4]. We prove that certain balanced minimum multiway cut densities
are testable. Using this fact,...
Health worker densities and immunization coverage in Turkey: a panel data analysis
health worker densities immunization coverage Turkey panel data analysis
2009/9/27
We find evidence of relationships between HRH densities and vaccination rates even at Turkey's relatively elevated levels of each. At the same time, variations in results between different empirical m...