In many applications, one has to actively select among a set of expensive observations before making an informed decision. For example, in environmental monitoring, we want to select locations to measure in order to most effectively predict spatial phenomena. Often, we want to select observations which are robust against a number of possible objective functions. Examples include minimizing the ...

The generalized inverse Gaussian (GIG) Lévy process is a limit of compound Poisson processes, including the stationary gamma and as special cases. However, fitting GIG to data computationally intractable due fact that marginal distribution not convolution-closed. current work reveals admits simple yet extremely accurate saddlepoint approximation. Particularly, we prove if order parameter greate...

Longitudinal allele frequency data are becoming increasingly prevalent. Such samples permit statistical inference of the population genetics parameters that influence the fate of mutant variants. To infer these parameters by maximum likelihood, the mutant frequency is often assumed to evolve according to the Wright-Fisher model. For computational reasons, this discrete model is commonly approxi...