Probability and Stochastics

By E. Çinlar. 2011

481 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2362581b7d9cc91d0bffc3da71c4e405973c231b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

Citations in the corpus

First Price Auctions with General Information Structures: Implications for Bidding and Revenue (2015, unknown): “For example, the same result was obtained by Engelbrecht-Wiggans, Milgrom, and Weber (1983) when one bidder is informed and N − 1 bidders are uninformed.”
A Probabilistic Approach to Mean Field Games with Major and Minor Players (2014, methodology): “We consider a measurable space ( ,F) and we assume that is standard (see for example [11]), and F is its Borel σ -field to allow us to use regular conditional distributions for any sub-σ -field of F .”
Probabilistic Symmetries and Invariant Neural Networks (2020, background): “A basic result about conditional expectation (see, e.g., Çinlar, 2011, Thm. IV.1.17) says that an R-valued random variable Y ′ is a deterministic (measurable) function of X if and only if Y ′ corresponds to the conditional expectation of some (typically not unique) random variable (say Z) given X.”
Black Box Variational Inference (2013, methodology): “)]q(zj)dz + Z r q(zj)(logp(x;z) logq(zj))dz = E q[logq(zj)] (13) + Z r q(zj)(logp(x;z) logq(zj))dz; where we have exchanged derivatives with integrals via the dominated convergence theorem 4 (Cinlar, 2011) and used r [logp(x;z)] = 0. The rst term in Eq. 13 is zero. To see this, note E q[r logq(zj)] ”
Beta-Negative Binomial Process and Poisson Factor Analysis (2011, methodology): “A nonnegative L´evy random measure L satisfying (3) was called a completely random measure (CRM) by Kingman (1967, 1993) and an additive random measure by C¸inlar (2011).”
Bayesian nonparametric hidden semi-Markov models (2012, background): “1 immediately extends to the infinite setting as a consequence of the Dirichlet Process’s definition in terms of the finite Dirichlet distribution and the Kolmogorov extension theorem (Çinlar, 2010, Chapter 4); for a detailed discussion, see Orbanz (2009). The connection to the finite case can also ”