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08/02/2023
The Bayesian Context Trees State Space Model for time series modelling and forecasting
A hierarchical Bayesian framework is introduced for developing rich mixt...
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05/10/2023
Generalised shot noise representations of stochastic systems driven by non-Gaussian Lévy processes
We consider the problem of obtaining effective representations for the s...
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04/11/2023
A Third Information-Theoretic Approach to Finite de Finetti Theorems
A new finite form of de Finetti's representation theorem is established ...
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12/13/2022
Truly Bayesian Entropy Estimation
Estimating the entropy rate of discrete time series is a challenging pro...
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11/04/2022
Context-tree weighting and Bayesian Context Trees: Asymptotic and non-asymptotic justifications
The Bayesian Context Trees (BCT) framework is a recently introduced, gen...
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04/11/2022
Information in probability: Another information-theoretic proof of a finite de Finetti theorem
We recall some of the history of the information-theoretic approach to d...
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03/08/2022
Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees
A new Bayesian modelling framework is introduced for piece-wise homogene...
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02/04/2022
Posterior Representations for Bayesian Context Trees: Sampling, Estimation and Convergence
We revisit the Bayesian Context Trees (BCT) modelling framework for disc...
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10/27/2021
The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning
The paper concerns convergence and asymptotic statistics for stochastic ...
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06/06/2021
Hierarchical Bayesian Mixture Models for Time Series Using Context Trees as State Space Partitions
A general Bayesian framework is introduced for mixture modelling and inf...
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06/01/2021
Entropy and the Discrete Central Limit Theorem
A strengthened version of the central limit theorem for discrete random ...
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05/28/2021
Inferring community characteristics in labelled networks
Labelled networks form a very common and important class of data, natura...
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04/08/2021
An Information-Theoretic Proof of a Finite de Finetti Theorem
A finite form of de Finetti's representation theorem is established usin...
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07/31/2020
Compression and Symmetry of Small-World Graphs and Structures
For various purposes and, in particular, in the context of data compress...
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07/29/2020
Bayesian Context Trees: Modelling and exact inference for discrete time series
We develop a new Bayesian modelling framework for the class of higher-or...
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05/21/2020
Sharp Second-Order Pointwise Asymptotics for Lossless Compression with Side Information
The problem of determining the best achievable performance of arbitrary ...
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01/15/2020
Optimal rates for independence testing via U-statistic permutation tests
We study the problem of independence testing given independent and ident...
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12/28/2019
The Lévy State Space Model
In this paper we introduce a new class of state space models based on sh...
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12/12/2019
Fundamental Limits of Lossless Data Compression with Side Information
The problem of lossless data compression with side information available...
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12/28/2018
Differential Temporal Difference Learning
Value functions derived from Markov decision processes arise as a centra...
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08/11/2018
A Simple Network of Nodes Moving on the Circle
Two simple Markov processes are examined, one in discrete and one in con...
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02/27/2018
Nonasymptotic Gaussian Approximation for Linear Systems with Stable Noise [Preliminary Version]
The results of a series of theoretical studies are reported, examining t...
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01/07/2018
