Pub Date : 2025-12-30DOI: 10.1016/j.spl.2025.110633
Zan Yu
We develop a collocation framework for computing the Gerber–Shiu function in Sparre Andersen risk models. By discretizing it on collocation grids, the problem reduces to a well-conditioned linear algebraic system that is easy to implement. The method accommodates general claim-size distributions and requires only mild smoothness conditions. We derive convergence rates for the collocation solution and identify settings that yield higher-order accuracy. Numerical experiments across a variety of distributions and penalty functions confirm the approach’s accuracy, efficiency, and robustness.
{"title":"Calculating the Gerber–Shiu function for Sparre Andersen process via collocation method","authors":"Zan Yu","doi":"10.1016/j.spl.2025.110633","DOIUrl":"10.1016/j.spl.2025.110633","url":null,"abstract":"<div><div>We develop a collocation framework for computing the Gerber–Shiu function in Sparre Andersen risk models. By discretizing it on collocation grids, the problem reduces to a well-conditioned linear algebraic system that is easy to implement. The method accommodates general claim-size distributions and requires only mild smoothness conditions. We derive convergence rates for the collocation solution and identify settings that yield higher-order accuracy. Numerical experiments across a variety of distributions and penalty functions confirm the approach’s accuracy, efficiency, and robustness.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"232 ","pages":"Article 110633"},"PeriodicalIF":0.7,"publicationDate":"2025-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145928322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-30DOI: 10.1016/j.spl.2025.110635
Raphael Alves , Rafael A. Rosales
Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with balls of the same colour and balls of the opposite colour. Both cases, and are well known and correspond respectively to Pólya’s and Friedman’s replacement schemes. We consider a mixture of both of these: with probability balls are replaced according to Friedman’s recipe and with probability according to the one by Pólya. Independently of the initial urn composition and independently of , , and the value of , we show that the proportion of balls of one colour converges almost surely to . The latter is the limit behaviour obtained by using Friedman’s scheme alone, i.e. when . Our result follows by adapting an argument due to D. S. Ornstein.
{"title":"Friedman vs Pólya","authors":"Raphael Alves , Rafael A. Rosales","doi":"10.1016/j.spl.2025.110635","DOIUrl":"10.1016/j.spl.2025.110635","url":null,"abstract":"<div><div>Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with <span><math><mi>α</mi></math></span> balls of the same colour and <span><math><mi>β</mi></math></span> balls of the opposite colour. Both cases, <span><math><mrow><mi>β</mi><mo>=</mo><mn>0</mn></mrow></math></span> and <span><math><mrow><mi>β</mi><mo>></mo><mn>0</mn></mrow></math></span> are well known and correspond respectively to Pólya’s and Friedman’s replacement schemes. We consider a mixture of both of these: with probability <span><math><mrow><mi>p</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></mrow></mrow></math></span> balls are replaced according to Friedman’s recipe and with probability <span><math><mrow><mn>1</mn><mo>−</mo><mi>p</mi></mrow></math></span> according to the one by Pólya. Independently of the initial urn composition and independently of <span><math><mi>α</mi></math></span>, <span><math><mi>β</mi></math></span>, and the value of <span><math><mrow><mi>p</mi><mo>></mo><mn>0</mn></mrow></math></span>, we show that the proportion of balls of one colour converges almost surely to <span><math><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span>. The latter is the limit behaviour obtained by using Friedman’s scheme alone, i.e. when <span><math><mrow><mi>p</mi><mo>=</mo><mn>1</mn></mrow></math></span>. Our result follows by adapting an argument due to D. S. Ornstein.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"232 ","pages":"Article 110635"},"PeriodicalIF":0.7,"publicationDate":"2025-12-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145886128","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-29DOI: 10.1016/j.spl.2025.110636
Yinmeng Chen , Xiaoyu Xia , Litan Yan
Let be a standard Brownian motion. This paper establishes the asymptotic normality of renormalized Hermite integrals where with , and denotes the classical Hermite polynomial of order . We prove that as , in distribution. This result quantifies the Gaussian limit behavior of divergent Hermite integrals through renormalization.
{"title":"Central limit theorems for divergent higher-order Hermite integrals of Brownian motion","authors":"Yinmeng Chen , Xiaoyu Xia , Litan Yan","doi":"10.1016/j.spl.2025.110636","DOIUrl":"10.1016/j.spl.2025.110636","url":null,"abstract":"<div><div>Let <span><math><mrow><mi>B</mi><mo>=</mo><mrow><mo>{</mo><msub><mrow><mi>B</mi></mrow><mrow><mi>t</mi></mrow></msub><mo>,</mo><mi>t</mi><mo>≥</mo><mn>0</mn><mo>}</mo></mrow></mrow></math></span> be a standard Brownian motion. This paper establishes the asymptotic normality of renormalized Hermite integrals <span><math><mrow><msub><mrow><mi>Υ</mi></mrow><mrow><mi>ɛ</mi></mrow></msub><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow><mo>≔</mo><msup><mrow><mi>ɛ</mi></mrow><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow></msup><msubsup><mrow><mo>∫</mo></mrow><mrow><mi>ɛ</mi></mrow><mrow><mn>1</mn></mrow></msubsup><mfrac><mrow><msub><mrow><mi>H</mi></mrow><mrow><mn>2</mn><mi>m</mi></mrow></msub><mrow><mo>(</mo><msub><mrow><mi>B</mi></mrow><mrow><mi>s</mi></mrow></msub><mo>,</mo><mi>s</mi><mo>)</mo></mrow></mrow><mrow><msup><mrow><mi>s</mi></mrow><mrow><mn>2</mn><mi>m</mi></mrow></msup></mrow></mfrac><mi>d</mi><mi>s</mi><mo>,</mo><mspace></mspace><mi>m</mi><mo>∈</mo><mrow><mo>{</mo><mn>2</mn><mo>,</mo><mn>3</mn><mo>,</mo><mo>…</mo><mo>}</mo></mrow><mo>,</mo></mrow></math></span> where <span><math><mrow><msub><mrow><mi>H</mi></mrow><mrow><mn>2</mn><mi>m</mi></mrow></msub><mrow><mo>(</mo><mi>x</mi><mo>,</mo><mi>y</mi><mo>)</mo></mrow><mo>=</mo><msup><mrow><mi>y</mi></mrow><mrow><mi>m</mi></mrow></msup><msub><mrow><mi>h</mi></mrow><mrow><mn>2</mn><mi>m</mi></mrow></msub><mrow><mo>(</mo><mi>x</mi><mo>/</mo><msqrt><mrow><mi>y</mi></mrow></msqrt><mo>)</mo></mrow></mrow></math></span> with <span><math><mrow><mi>y</mi><mo>></mo><mn>0</mn></mrow></math></span>, and <span><math><msub><mrow><mi>h</mi></mrow><mrow><mi>m</mi></mrow></msub></math></span> denotes the classical Hermite polynomial of order <span><math><mi>m</mi></math></span>. We prove that as <span><math><mrow><mi>ɛ</mi><mo>→</mo><msup><mrow><mn>0</mn></mrow><mrow><mo>+</mo></mrow></msup></mrow></math></span>, <span><math><mrow><msub><mrow><mi>Υ</mi></mrow><mrow><mi>ɛ</mi></mrow></msub><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow><mo>⟶</mo><mi>N</mi><mfenced><mrow><mn>0</mn><mo>,</mo><msubsup><mrow><mi>σ</mi></mrow><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msubsup></mrow></mfenced><mo>,</mo><mspace></mspace><msubsup><mrow><mi>σ</mi></mrow><mrow><mi>m</mi></mrow><mrow><mn>2</mn></mrow></msubsup><mo>=</mo><mfrac><mrow><mrow><mo>(</mo><mn>2</mn><mspace></mspace><mi>m</mi><mo>)</mo></mrow><mo>!</mo></mrow><mrow><mrow><mo>(</mo><mn>2</mn><mi>m</mi><mo>−</mo><mn>1</mn><mo>)</mo></mrow><mrow><mo>(</mo><mi>m</mi><mo>−</mo><mn>1</mn><mo>)</mo></mrow></mrow></mfrac><mo>,</mo></mrow></math></span> in distribution. This result quantifies the Gaussian limit behavior of divergent Hermite integrals through renormalization.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110636"},"PeriodicalIF":0.7,"publicationDate":"2025-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145884651","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-29DOI: 10.1016/j.spl.2025.110626
Tomasz Rychlik , Magdalena Szymkowiak
Due to Hosking (1990) (J. R. Stat. Soc. Ser. B Stat. Methodol.52, 105–124) all the values of scaled -moments belong to the interval . We prove that 1 is actually the sharp upper bound for every scaled -moment, and is the optimal lower bound for the odd scaled -moments. We present a method of determining the optimal lower bounds on even scaled -moments, which are located in . We also present sharp lower and upper bounds on the -moments based on nonnegative samples and measured in the units being the expectations of the parent distributions.
{"title":"Extreme values of scaled L-moments","authors":"Tomasz Rychlik , Magdalena Szymkowiak","doi":"10.1016/j.spl.2025.110626","DOIUrl":"10.1016/j.spl.2025.110626","url":null,"abstract":"<div><div>Due to Hosking (1990) (<em>J. R. Stat. Soc. Ser. B Stat. Methodol.</em> <strong>52</strong>, 105–124) all the values of scaled <span><math><mi>L</mi></math></span>-moments belong to the interval <span><math><mrow><mo>(</mo><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></math></span>. We prove that 1 is actually the sharp upper bound for every scaled <span><math><mi>L</mi></math></span>-moment, and <span><math><mrow><mo>−</mo><mn>1</mn></mrow></math></span> is the optimal lower bound for the odd scaled <span><math><mi>L</mi></math></span>-moments. We present a method of determining the optimal lower bounds on even scaled <span><math><mi>L</mi></math></span>-moments, which are located in <span><math><mrow><mo>(</mo><mo>−</mo><mn>1</mn><mo>,</mo><mn>0</mn><mo>)</mo></mrow></math></span>. We also present sharp lower and upper bounds on the <span><math><mi>L</mi></math></span>-moments based on nonnegative samples and measured in the units being the expectations of the parent distributions.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110626"},"PeriodicalIF":0.7,"publicationDate":"2025-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145884650","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In reliability engineering, the -shock model is used to study shock-exposed systems that are sensitive to the length of the time distance between consecutive shocks. When the system failure depends on a certain number of consecutive shocks with an inter-arrival time within a critical range, we are dealing with a run-based -shock model. In this paper, a new run-based -shock model is introduced, under which the system fails when an inter-arrival time is less than a critical threshold for the first time or consecutive inter-arrival times fall in the interval , for . We study the probability behavior of the system’s stopping time as well as the survival of the system under the proposed model. As an illustrative example, we examine the survival of the system when the arrival of shocks follows a Poisson process. Furthermore, an example of applications is provided to illustrate possible application aspects.
{"title":"On a run-based δ-shock model with two critical levels","authors":"Maxim Finkelstein , Hamed Lorvand , Reza Farhadian","doi":"10.1016/j.spl.2025.110632","DOIUrl":"10.1016/j.spl.2025.110632","url":null,"abstract":"<div><div>In reliability engineering, the <span><math><mi>δ</mi></math></span>-shock model is used to study shock-exposed systems that are sensitive to the length of the time distance between consecutive shocks. When the system failure depends on a certain number of consecutive shocks with an inter-arrival time within a critical range, we are dealing with a run-based <span><math><mi>δ</mi></math></span>-shock model. In this paper, a new run-based <span><math><mi>δ</mi></math></span>-shock model is introduced, under which the system fails when an inter-arrival time is less than a critical threshold <span><math><msub><mrow><mi>δ</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span> for the first time or <span><math><mi>k</mi></math></span> consecutive inter-arrival times fall in the interval <span><math><mrow><mo>(</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>)</mo></mrow></math></span>, for <span><math><mrow><mn>0</mn><mo>≤</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>1</mn></mrow></msub><mo><</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>2</mn></mrow></msub></mrow></math></span>. We study the probability behavior of the system’s stopping time as well as the survival of the system under the proposed model. As an illustrative example, we examine the survival of the system when the arrival of shocks follows a Poisson process. Furthermore, an example of applications is provided to illustrate possible application aspects.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"232 ","pages":"Article 110632"},"PeriodicalIF":0.7,"publicationDate":"2025-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145886068","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-24DOI: 10.1016/j.spl.2025.110630
Phan Tri Kien , Nguyen Van Quang , Nguyen Van Huan
The aim of this paper is to establish weak laws of large numbers together with convergence rates for random sums of -orthogonal fields and adapted fields. Some well-known results are extended to double sums with random indices.
{"title":"Weak laws of large numbers together with convergence rates for random sums of random fields","authors":"Phan Tri Kien , Nguyen Van Quang , Nguyen Van Huan","doi":"10.1016/j.spl.2025.110630","DOIUrl":"10.1016/j.spl.2025.110630","url":null,"abstract":"<div><div>The aim of this paper is to establish weak laws of large numbers together with convergence rates for random sums of <span><math><mi>M</mi></math></span>-orthogonal fields and adapted fields. Some well-known results are extended to double sums with random indices.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110630"},"PeriodicalIF":0.7,"publicationDate":"2025-12-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-24DOI: 10.1016/j.spl.2025.110631
Yongfeng Wu , Mei Guan
The authors study the complete moment convergence for pairwise independent and identically distributed (i.i.d.) random variables with regularly varying moments. The obtained results in this work extend and improve the corresponding theorems of Stoica and Li (2025) and Chen et al. (2014).
研究了矩有规则变化的两两独立同分布随机变量的矩完全收敛性。本文所得结果扩展并改进了Stoica and Li（2025）和Chen et al.（2014）的相应定理。
{"title":"Complete moment convergence for pairwise i.i.d. random variables with regularly varying moments","authors":"Yongfeng Wu , Mei Guan","doi":"10.1016/j.spl.2025.110631","DOIUrl":"10.1016/j.spl.2025.110631","url":null,"abstract":"<div><div>The authors study the complete moment convergence for pairwise independent and identically distributed (i.i.d.) random variables with regularly varying moments. The obtained results in this work extend and improve the corresponding theorems of Stoica and Li (2025) and Chen et al. (2014).</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110631"},"PeriodicalIF":0.7,"publicationDate":"2025-12-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841474","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-19DOI: 10.1016/j.spl.2025.110629
Badr Elmansouri , Mohamed Marzougue
In this note, we establish the existence of a minimal solution for a class of reflected generalized backward doubly stochastic differential equations with continuous and stochastic linear growth coefficients. The reflecting obstacle is not assumed to be right-continuous, but only right-upper semi-continuous and left-limited, and the noise is driven by two mutually independent Brownian motions and an independent integer-valued random measure. Our analysis begins with the case of stochastic Lipschitz coefficients, where we prove the existence and uniqueness results along with presenting a comparison result, which then allows us to derive the main existence finding of a minimal solution.
{"title":"Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients","authors":"Badr Elmansouri , Mohamed Marzougue","doi":"10.1016/j.spl.2025.110629","DOIUrl":"10.1016/j.spl.2025.110629","url":null,"abstract":"<div><div>In this note, we establish the existence of a minimal solution for a class of reflected generalized backward doubly stochastic differential equations with continuous and stochastic linear growth coefficients. The reflecting obstacle is not assumed to be right-continuous, but only right-upper semi-continuous and left-limited, and the noise is driven by two mutually independent Brownian motions and an independent integer-valued random measure. Our analysis begins with the case of stochastic Lipschitz coefficients, where we prove the existence and uniqueness results along with presenting a comparison result, which then allows us to derive the main existence finding of a minimal solution.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110629"},"PeriodicalIF":0.7,"publicationDate":"2025-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841455","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-19DOI: 10.1016/j.spl.2025.110628
Minhan Wen , Ruoning Guan , Hui Jiang
In this paper, we consider the asymptotic properties of the maximum likelihood estimator of the drift coefficient in the Rayleigh diffusion process. Via the parameter-dependent change of measure method and precise asymptotic analysis techniques, we obtain the optimal Cramér-type moderate deviations and uniform Berry–Esseen bound.
{"title":"Berry–Esseen bound and Cramér-type moderate deviations of the maximum likelihood estimator in Rayleigh diffusion process","authors":"Minhan Wen , Ruoning Guan , Hui Jiang","doi":"10.1016/j.spl.2025.110628","DOIUrl":"10.1016/j.spl.2025.110628","url":null,"abstract":"<div><div>In this paper, we consider the asymptotic properties of the maximum likelihood estimator of the drift coefficient in the Rayleigh diffusion process. Via the parameter-dependent change of measure method and precise asymptotic analysis techniques, we obtain the optimal Cramér-type moderate deviations and uniform Berry–Esseen bound.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110628"},"PeriodicalIF":0.7,"publicationDate":"2025-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145841475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2025-12-18DOI: 10.1016/j.spl.2025.110627
Pier Giovanni Bissiri, Matteo Borrotti
Generative models for classification are a well-established method in statistics and machine learning. Martingales posteriors provide a computationally feasible method for performing prior-free Bayesian analysis. This paper aims to address the problem of uncertainty quantification through martingale posteriors for generative models for classification. To this aim, a conditionally identically distributed sequence of observations is considered. An empirical analysis is given.
{"title":"Martingale posteriors for generative classifiers","authors":"Pier Giovanni Bissiri, Matteo Borrotti","doi":"10.1016/j.spl.2025.110627","DOIUrl":"10.1016/j.spl.2025.110627","url":null,"abstract":"<div><div>Generative models for classification are a well-established method in statistics and machine learning. Martingales posteriors provide a computationally feasible method for performing prior-free Bayesian analysis. This paper aims to address the problem of uncertainty quantification through martingale posteriors for generative models for classification. To this aim, a conditionally identically distributed sequence of observations is considered. An empirical analysis is given.</div></div>","PeriodicalId":49475,"journal":{"name":"Statistics & Probability Letters","volume":"231 ","pages":"Article 110627"},"PeriodicalIF":0.7,"publicationDate":"2025-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145792040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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