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Search Results: 1 - 10 of 2273 matches for " Mahmoud Zarepour "
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Random probability measures via Polya sequences: revisiting the Blackwell-MacQueen urn scheme
Hemant Ishwaran,Mahmoud Zarepour
Mathematics , 2003,
Abstract: Sufficient conditions are developed for a class of generalized Polya urn schemes ensuring exchangeability. The extended class includes the Blackwell-MacQueen Polya urn and the urn schemes for the two-parameter Poisson-Dirichlet process and finite dimensional Dirichlet priors among others.
Asymptotic Theory for M-Estimates in Unstable AR(p) Processes with Infinite Variance Innovations
Maryam Sohrabi,Mahmoud Zarepour
Statistics , 2015,
Abstract: In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular, when the model involves repeated unit roots or conjugate complex unit roots, M-estimators have a higher asymptotic rate of convergence compared to the least square estimators and the asymptotic results can be written as It\^{o} stochastic integrals.
Bootstrapping the Mean Vector for the Observations in the Domain of Attraction of a Multivariate Stable Law
Maryam Sohrabi,Mahmoud Zarepour
Statistics , 2015,
Abstract: We consider a robust estimation of the mean vector for a sequence of i.i.d. observations in the domain of attraction of a stable law with different indices of stability, $DS(\alpha_1, \ldots, \alpha_p)$, such that $1<\alpha_{i}\leq 2$, $i=1,\ldots,p$. The suggested estimator is asymptotically Gaussian with unknown parameters. We apply an asymptotically valid bootstrap to construct a confidence region for the mean vector. A simulation study is performed to show that the estimation method is efficient for conducting inference about the mean vector for multivariate heavy-tailed distributions.
On Approximations of the Beta Process in Latent Feature Models
Luai Al Labadi,Mahmoud Zarepour
Statistics , 2014,
Abstract: The beta process has recently been widely used as a nonparametric prior for different models in machine learning, including latent feature models. In this paper, we prove the asymptotic consistency of the finite dimensional approximation of the beta process due to Paisley \& Carin (2009). In addition, we derive an almost sure approximation of the beta process. This approximation provides a direct method to efficiently simulate the beta process. A simulated example, illustrating the work of the method and comparing its performance to several existing algorithms, is also included.
On Simulations from the Two-Parameter Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process
Luai Al Labadi,Mahmoud Zarepour
Statistics , 2012,
Abstract: In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations to the corresponding stick-breaking approximations, in which we demonstrate a substantial improvement.
The Dirichlet Process with Large Concentration Parameter
Luai Al Labadi,Mahmoud Zarepour
Statistics , 2011,
Abstract: Ferguson's Dirichlet process plays an important role in nonparametric Bayesian inference. Let $P_a$ be the Dirichlet process in $\mathbb{R}$ with a base probability measure $H$ and a concentration parameter $a>0.$ In this paper, we show that $\sqrt {a} \big(P_a((-\infty,t]) -H((-\infty,t])\big)$ converges to a certain Brownian bridge as $a \to \infty.$ We also derive a certain Glivenko-Cantelli theorem for the Dirichlet process. Using the functional delta method, the weak convergence of the quantile process is also obtained. A large concentration parameter occurs when a statistician puts too much emphasize on his/her prior guess. This scenario also happens when the sample size is large and the posterior is used to make inference.
On a Rapid Simulation of the Dirichlet Process
Mahmoud Zarepour,Luai Al Labadi
Statistics , 2011,
Abstract: We describe a simple and efficient procedure for approximating the L\'evy measure of a $\text{Gamma}(\alpha,1)$ random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's representation of the Dirichlet process based on arrivals of a homogeneous Poisson process. We compare the efficiency of our approximation to several other well known approximations of the Dirichlet process and demonstrate a substantial improvement.
On Some Asymptotic Properties and an Almost Sure Approximation of the Normalized Inverse-Gaussian Process
Luai Al Labadi,Mahmoud Zarepour
Statistics , 2012,
Abstract: In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the strong law of large numbers and the Glivenko-Cantelli theorem for the normalized inverse-Gaussian process and its corresponding quantile process. We also derive a finite sum-representation that converges almost surely to the Ferguson and Klass representation of the normalized inverse-Gaussian process. This almost sure approximation can be used to simulate efficiently the normalized inverse-Gaussian process.
Two-sample Bayesian nonparametric goodness-of-fit test
Luai Al Labadi,Emad Masuadi,Mahmoud Zarepour
Statistics , 2014,
Abstract: In recent years, Bayesian nonparametric statistics has gathered extraordinary attention. Nonetheless, a relatively little amount of work has been expended on Bayesian nonparametric hypothesis testing. In this paper, a novel Bayesian nonparametric approach to the two-sample problem is established. Precisely, given two samples $\mathbf{X}=X_1,\ldots,X_{m_1}$ $\overset {i.i.d.} \sim F$ and $\mathbf{Y}=Y_1,\ldots,Y_{m_2} \overset {i.i.d.} \sim G$, with $F$ and $G$ being unknown continuous cumulative distribution functions, we wish to test the null hypothesis $\mathcal{H}_0:~F=G$. The method is based on the Kolmogorov distance and approximate samples from the Dirichlet process centered at the standard normal distribution and a concentration parameter 1. It is demonstrated that the proposed test is robust with respect to any prior specification of the Dirichlet process. A power comparison with several well-known tests is incorporated. In particular, the proposed test dominates the standard Kolmogorov-Smirnov test in all the cases examined in the paper.
The Impact Salesperson and Dealer on Brand Loyalty
Ebrahim Zarepour Nasirabadi,Raziyeh Golestani
Research Journal of Applied Sciences, Engineering and Technology , 2013,
Abstract: Marketing is the science of influencing customer behavior. In other words, the aim of almost all attempts and programs in marketing is to change the attitude, motivation, knowledge, style and behavior of the customer and prospective buyers. On the other hand, in an eagles eye view, the marketing activities not only affect the consumers but also have an indirect impact and side effects on other parties and influence wide spread changes in human societies. In this research, the researchers have tapped a sample the population of Tehran using washing machines through random sampling procedure, in which 436: individuals purchasing and using washing machines of 6 brand including LG, KENWOOD, SAMSUNG, BOTSCH, AZMAYESH& ABSAL were studies. The instrument was research develop questionnaire through which the idea of customer were obtained. Based on the hypotheses raised, the findings showed that there was a positive significant relationship between the variables of interactive appropriacy of the seller and their dutifulness with customer satisfaction as well as customer loyalty to the brand also; intrinsic dealer quality and extrinsic dealer quality has a positive effect on loyalty to the brand. It might be concluded that the findings support more attention from the side of the employer in employing the staff attentive to certain issues in facing customers. In other training aspects of the staff regarding how to attend to the customers need, the local setting, timing and a couple of other issues.
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