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19972026
most citedFirst M87 Event Horizon Telescope Results. I. The Shadow of the Supermassive Black Hole

4.3k citations

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39 papers · 1 filter

math.ST2025

Direct sampling from conditional distributions by sequential maximum likelihood estimations

Shuhei Mano

We can directly sample from the conditional distribution of any log-affine model. The algorithm is a Markov chain on a bounded integer lattice, and its transition probability is th…

math.ST2021

Algorithm for direct sampling from conditional distributions of toric models

Shuhei Mano, Nobuki Takayama

We show that contiguity relations of hypergeometric functions of several variables give a direct sampling algorithm from the conditional distribution of toric models in statistics.…

math.ST2021

Asymptotic Moments Matching to Uniformly Minimum Variance Unbiased Estimation under Ewens Sampling Formula

Masayo Y. Hirose, Shuhei Mano

The Ewens sampling formula is a distribution related to the random partition of a positive integer. In this study, we investigate the issue of non-existence solutions in parameter…

math.ST2021

Adversarial robust weighted Huber regression

Takeyuki Sasai, Hironori Fujisawa

We consider a robust estimation of linear regression coefficients. In this note, we focus on the case where the covariates are sampled from an -subGaussian distribution with unk…

math.ST2020★ 1 cited

Robust Persistence Diagrams using Reproducing Kernels

Siddharth Vishwanath, Kenji Fukumizu, Satoshi Kuriki +1

Persistent homology has become an important tool for extracting geometric and topological features from data, whose multi-scale features are summarized in a persistence diagram. Fr…

math.ST2019

Dependence Properties of B-Spline Copulas

Xiaoling Dou, Satoshi Kuriki, Gwo Dong Lin +1

We construct by using B-spline functions a class of copulas that includes the Bernstein copulas arising in Baker's distributions. The range of correlation of the B-spline copulas i…

math.ST2018★ 1 cited

Minimax Predictive Density for Sparse Count Data

Keisuke Yano, Ryoya Kaneko, Fumiyasu Komaki

This paper discusses predictive densities under the Kullback--Leibler loss for high-dimensional Poisson sequence models under sparsity constraints. Sparsity in count data implies z…

math.ST2018★ 9 cited

On Difference Between Two Types of -divergence for Regression

Takayuki Kawashima, Hironori Fujisawa

The -divergence is well-known for having strong robustness against heavy contamination. By virtue of this property, many applications via the -divergence have been proposed.…

math.ST2018★ 1 cited

Empirical Best Linear Unbiased Predictors in Multivariate Nested-Error Regression Models

Tsubasa Ito, Tatsuya Kubokawa

For analyzing unit-level multivariate data in small area estimation, we consider the multivariate nested error regression model (MNER) and provide the empirical best linear unbiase…

math.ST2018

A reversal phenomenon in estimation based on multiple samples from the Poisson--Dirichlet distribution

Koji Tsukuda, Shuhei Mano

Consider two forms of sampling from a population: (i) drawing samples of elements with replacement and (ii) drawing a single sample of elements. In this paper, under t…

math.ST2017

Optimal experimental design that minimizes the width of simultaneous confidence bands

Satoshi Kuriki, Henry P. Wynn

We propose an optimal experimental design for a curvilinear regression model that minimizes the band-width of simultaneous confidence bands. Simultaneous confidence bands for curvi…

math.ST2016★ 3 cited

A simple method to construct confidence bands in functional linear regression

Masaaki Imaizumi, Kengo Kato

This paper develops a simple method to construct confidence bands, centered at a principal component analysis (PCA) based estimator, for the slope function in a functional linear r…

math.ST2016

Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval

Masayo Y. Hirose

An empirical Bayes confidence interval has high user demand in many applications. In particular, the second-order empirical Bayes confidence interval, the coverage error of which i…

math.ST2016★ 9 cited

Partition structure and the A-hypergeometric distribution associated with the rational normal curve

Shuhei Mano

A distribution whose normalization constant is an A-hypergeometric polynomial is called an A-hypergeometric distribution. Such a distribution is in turn a generalization of the gen…

math.ST2016★ 7 cited

The Bivariate Lack-of-Memory Distributions

Gwo Dong Lin, Xiaoling Dou, Satoshi Kuriki

We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generat…

math.ST2016★ 2 cited

Equivalence between direct and indirect effects with different sets of intermediate variables and covariates

Manabu Kuroki

This paper deals with the concept of equivalence between direct and indirect effects of a treatment on a response using two sets of intermediate variables and covariates. First, we…

math.ST2015

Chi-Square Mixture Representations for the Distribution of the Scalar Schur Complement in a Noncentral Wishart Matrix

Constantin Siriteanu, Satoshi Kuriki, Donald Richards +1

We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For…

math.ST2015★ 28 cited

Möbius transformation and a Cauchy family on the sphere

Shogo Kato, Peter McCullagh

We present some properties of a Cauchy family of distributions on the sphere, which is a spherical extension of the wrapped Cauchy family on the circle. The spherical Cauchy family…

math.ST2015★ 12 cited

Simultaneous confidence bands for contrasts between several nonlinear regression curves

Xiaolei Lu, Satoshi Kuriki

We propose simultaneous confidence bands of the hyperbolic-type for the contrasts between several nonlinear (curvilinear) regression curves. The critical value of a confidence band…

math.ST2015★ 1 cited

Sparse and Robust Linear Regression: An Optimization Algorithm and Its Statistical Properties

Shota Katayama, Hironori Fujisawa

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and t…

math.ST2015★ 1 cited

Extended Conway-Maxwell-Poisson distribution and its properties and applications

Subrata Chakraborty, Tomoaki Imoto

A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type nega…

math.ST2015★ 1 cited

On the Weak Convergence and Central Limit Theorem of Blurring and Nonblurring Processes with Application to Robust Location Estimation

Ting-Li Chen, Hironori Fujisawa, Su-Yun Huang +1

This article studies the weak convergence and associated Central Limit Theorem for blurring and nonblurring processes. Then, they are applied to the estimation of location paramete…

math.ST2014★ 21 cited

Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise

Yuta Koike

This paper presents a central limit theorem for a pre-averaged version of the realized covariance estimator for the quadratic covariation of a discretely observed semimartingale wi…

math.ST2014★ 1 cited

Time endogeneity and an optimal weight function in pre-averaging covariance estimation

Yuta Koike

We establish a central limit theorem for a class of pre-averaging covariance estimators in a general endogenous time setting. In particular, we show that the time endogeneity has n…