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math.ST2025
On weak convergence of Gaussian conditional distributions
Sarah Lumpp, Mathias Drton
Weak convergence of joint distributions generally does not imply convergence of conditional distributions. In particular, conditional distributions need not converge when joint Gau…
math.ST2024
Conditional Independence in Stationary Diffusions
Tobias Boege, Mathias Drton, Benjamin Hollering +3
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by…