2 papers
math.PR2021
On Concentration Inequalities for Vector-Valued Lipschitz Functions
Dimitrios Katselis, Xiaotian Xie, Carolyn L. Beck +1
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper b…
math.ST2020
On the Consistency of Maximum Likelihood Estimators for Causal Network Identification
Xiaotian Xie, Dimitrios Katselis, Carolyn L. Beck +1
We consider the problem of identifying parameters of a particular class of Markov chains, called Bernoulli Autoregressive (BAR) processes. The structure of any BAR model is encoded…