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math.ST2026
On the Kolmogorov Superposition Theorem and Regular Means
Miguel de Carvalho
While Kolmogorov's probability axioms are widely recognized, it is less well known that in an often-overlooked 1930 note, Kolmogorov proposed an axiomatic framework for a unifying…
math.ST2025
Heavy-Tailed NGG Mixture Models
Vianey Palacios Ramirez, Miguel de Carvalho, Luis Gutierrez Inostroza
Heavy tails are often found in practice, and yet they are an Achilles heel of a variety of mainstream random probability measures such as the Dirichlet process (DP). The first cont…