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Alexey Lindo

Publications and source records attributed to Alexey Lindo.

8 recordsLinked to original sources

Theta-positive branching in varying environment

Branching processes in a varying environment encompass a wide range of stochastic demographic models, and their complete understanding in terms of limit behaviour poses a formidable research challenge. In this paper, we conduct a thorough investigation of such processes within a continuous-time framework, assuming that the reproduction law of individuals adheres to a specific parametric form for the probability generating function. Our six clear-cut limit theorems support the notion of recognizing five distinct asymptotical regimes for branching in varying environments: supercritical, asymptotically degenerate, critical, strictly subcritical, and loosely subcritical.

math.PR

Probability-Generating Function Kernels for Spherical Data

Probability-generating function (PGF) kernels are introduced, which constitute a class of kernels supported on the unit hypersphere, for the purposes of spherical data analysis. PGF kernels generalize RBF kernels in the context of spherical data. The properties of PGF kernels are studied. A semi-parametric learning algorithm is introduced to enable the use of PGF kernels with spherical data.

stat.ML

Geometric adaptive Monte Carlo in random environment

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in number of steps. However, acquiring local geometric information can often increase computational complexity per step to the extent that sampling from high-dimensional targets becomes inefficient in terms of total computational time. This paper analyzes the computational complexity of manifold Langevin Monte Carlo and proposes a geometric adaptive Monte Carlo sampler aimed at balancing the benefits of exploiting local geometry with computational cost to achieve a high effective sample size for a given computational cost. The suggested sampler is a discrete-time stochastic process in random environment. The random environment allows to switch between local geometric and adaptive proposal kernels with the help of a schedule. An exponential schedule is put forward that enables more frequent use of geometric information in early transient phases of the chain, while saving computational time in late stationary phases. The average complexity can be manually set depending on the need for geometric exploitation posed by the underlying model.

stat.ML

The Efficiency of Geometric Samplers for Exoplanet Transit Timing Variation Models

Transit timing variations (TTVs) are a valuable tool to determine the masses and orbits of transiting planets in multi-planet systems. TTVs can be readily modeled given knowledge of the interacting planets' orbital configurations and planet-star mass ratios, but such models are highly nonlinear and difficult to invert. Markov chain Monte Carlo (MCMC) methods are often used to explore the posterior distribution for model parameters, but, due to the high correlations between parameters, nonlinearity, and potential multi-modality in the posterior, many samplers perform very inefficiently. Therefore, we assess the performance of several MCMC samplers that use varying degrees of geometric information about the target distribution. We generate synthetic datasets from multiple models, including the TTVFaster model and a simple sinusoidal model, and test the efficiencies of various MCMC samplers. We find that sampling efficiency can be greatly improved for all models by sampling from a parameter space transformed using an estimate of the covariance and means of the target distribution. No one sampler performs the best for all datasets, but several samplers, such as Differential Evolution Monte Carlo and Geometric adaptive Monte Carlo, have consistently efficient performance. For datasets with near Gaussian posteriors, Hamiltonian Monte Carlo samplers with 2 or 3 leapfrog steps obtained the highest efficiencies. Based on differences in effective sample sizes per time, we show that the right choice of sampler can improve sampling efficiencies by several orders of magnitude.

astro-ph.IM

General linear-fractional branching processes with discrete time

We study a linear-fractional Bienaymé-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads to the linear-fractional distribution formula for an arbitrary observation time, which allows us to establish transparent limit theorems for the subcritical, critical and supercritical cases. Our results extend recent findings for the linear-fractional branching processes with countably many types.

math.PR

A special family of Galton-Watson processes with explosions

The linear-fractional Galton-Watson processes is a well known case when many characteristics of a branching process can be computed explicitly. In this paper we extend the two-parameter linear-fractional family to a much richer four-parameter family of reproduction laws. The corresponding Galton-Watson processes also allow for explicit calculations, now with possibility for infinite mean, or even infinite number of offspring. We study the properties of this special family of branching processes, and show, in particular, that in some explosive cases the time to explosion can be approximated by the Gumbel distribution.

math.PR

Nonparametric estimation of infinitely divisible distributions based on variational analysis on measures

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on series decomposition of functionals of a measure and relies on the steepest descent technique recently developed in variational analysis of measures. Simulation studies demonstrate applicability domain of our methods and how they positively compare and complement the existing techniques. They are particularly suited for discrete compounding distributions, not necessarily concentrated on a grid nor on the positive or negative semi-axis. They also give good results for continuous distributions provided an appropriate smoothing is used for the obtained atomic measure.

math.ST

Asymptotic results for the number of Wagner's solutions to a generalised birthday problem

We study two functionals of a random matrix $\boldsymbol A$ with independent elements uniformly distributed over the cyclic group of integers $\{0,1,\ldots, M-1\}$ modulo $M$. One of them, $V_0(\boldsymbol A)$ with mean $μ$, gives the total number of solutions for a generalised birthday problem, and the other, $W(\boldsymbol A)$ with mean $λ$, gives the number of solutions detected by Wagner's tree based algorithm. We establish two limit theorems. Theorem 2.1 describes an asymptotical behaviour of the ratio $λ/μ$ as $M\to\infty$. Theorem 2.2 suggests Chen-Stein bounds for the total variation distance between Poisson distribution and distributions of $V_{0}$ and $W$.

math.PR