18 citations · 28 across the 6 of their papers we have counts for
5 papers · 1 filter
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…
Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions
Mariia Vladimirova, Stephane Girard, Hien Nguyen +1
We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class g…
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…
A simple proof of Pitman-Yor's Chinese restaurant process from its stick-breaking representation
Caroline Lawless, Julyan Arbel
For a long time, the Dirichlet process has been the gold standard discrete random measure in Bayesian nonparametrics. The Pitman--Yor process provides a simple and mathematically t…
Stochastic approximations to the Pitman-Yor process
Julyan Arbel, Pierpaolo De Blasi, Igor Pruenster
In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stoppi…