most citedOn strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables

18 citations · 18 across the 3 of their papers we have counts for

collaborators

5 papers

math.ST2019

On the Hurwitz zeta function with an application to the beta-exponential distribution

Julyan Arbel, Olivier Marchal, Bernardo Nipoti

We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a prob…

stat.ME2019

Approximate Bayesian computation via the energy statistic

Hien D. Nguyen, Julyan Arbel, Hongliang Lü +1

Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely u…

math.ST2019

Dependence properties and Bayesian inference for asymmetric multivariate copulas

Julyan Arbel, Marta Crispino, Stéphane Girard

We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide n…

math.PR201918 cited

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables

Julyan Arbel, Olivier Marchal, Hien D. Nguyen

We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables,…

stat.ME2017

Discussions of the paper "Sparse graphs using exchangeable random measures" by F. Caron and E. B. Fox

Julyan Arbel, Marco Battiston, Stefano Favaro +5

These are written discussions of the paper "Sparse graphs using exchangeable random measures" by François Caron and Emily B. Fox, contributed to the Journal of the Royal Statistica…