Contiguous alternatives which preserve Cram�r-type large deviations for a general class of statistics

1989 ◽  
Vol 41 (4) ◽  
pp. 649-660
Author(s):  
Tiee-Jian Wu
1982 ◽  
Vol 10 (3) ◽  
pp. 90-98 ◽  
Author(s):  
Laxmi N. Bhuyan ◽  
Dharma P. Agrawal
Keyword(s):  

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Bart van Ginkel ◽  
Bart van Gisbergen ◽  
Frank Redig

AbstractWe study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion coefficient. Then we show that the ‘active part’ of the diffusion coefficient is in some sense maximal for reversible state processes. Further, we obtain a large deviations principle for the active particle in terms of the large deviations rate function of the empirical process corresponding to the state process. Again we show that the rate function and free energy function are (pointwise) optimal for reversible state processes. Finally, we show that in the case with two states, the Fourier–Laplace transform of the distribution, the moment generating function and the free energy function can be computed explicitly. Along the way we provide several examples.


2021 ◽  
Vol 180 (1-2) ◽  
pp. 151-177
Author(s):  
Qichao Wang

Weighted restarting automata have been introduced to study quantitative aspects of computations of restarting automata. In earlier works we studied the classes of functions and relations that are computed by weighted restarting automata. Here we use them to define classes of formal languages by restricting the weight associated to a given input word through an additional requirement. In this way, weighted restarting automata can be used as language acceptors. First, we show that by using the notion of acceptance relative to the tropical semiring, we can avoid the use of auxiliary symbols. Furthermore, a certain type of word-weighted restarting automata turns out to be equivalent to non-forgetting restarting automata, and another class of languages accepted by word-weighted restarting automata is shown to be closed under the operation of intersection. This is the first result that shows that a class of languages defined in terms of a quite general class of restarting automata is closed under intersection. Finally, we prove that the restarting automata that are allowed to use auxiliary symbols in a rewrite step, and to keep on reading after performing a rewrite step can be simulated by regular-weighted restarting automata that cannot do this.


Author(s):  
Cecilia Viscardi ◽  
Michele Boreale ◽  
Fabio Corradi

AbstractWe consider the problem of sample degeneracy in Approximate Bayesian Computation. It arises when proposed values of the parameters, once given as input to the generative model, rarely lead to simulations resembling the observed data and are hence discarded. Such “poor” parameter proposals do not contribute at all to the representation of the parameter’s posterior distribution. This leads to a very large number of required simulations and/or a waste of computational resources, as well as to distortions in the computed posterior distribution. To mitigate this problem, we propose an algorithm, referred to as the Large Deviations Weighted Approximate Bayesian Computation algorithm, where, via Sanov’s Theorem, strictly positive weights are computed for all proposed parameters, thus avoiding the rejection step altogether. In order to derive a computable asymptotic approximation from Sanov’s result, we adopt the information theoretic “method of types” formulation of the method of Large Deviations, thus restricting our attention to models for i.i.d. discrete random variables. Finally, we experimentally evaluate our method through a proof-of-concept implementation.


2021 ◽  
Vol 103 (6) ◽  
Author(s):  
Luke Causer ◽  
Mari Carmen Bañuls ◽  
Juan P. Garrahan

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