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This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Statistics Theory · Mathematics 2025-07-22 Denis Belomestny , Ekaterina Morozova , Vladimir Panov

Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process $U_n(t)=\sum_{i=1}^{[nt]}\sum_{j=[nt]+1}^n h(X_i,X_j)$, $0\leq t\leq 1$, when the underlying data are long-range dependent.…

Probability · Mathematics 2014-04-03 Herold Dehling , Aeneas Rooch , Martin Wendler

A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…

Probability · Mathematics 2007-05-23 Boris Tsirelson

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Composite probability models have shown very promising results for modeling claim severity data comprised of small, moderate, and large losses. In this paper, we introduce three classes of parametric composite regression models with a…

Applications · Statistics 2022-08-03 Girish Aradhye , Deepesh Bhati , George Tzougas

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

Probability · Mathematics 2025-11-14 Kateryna Hlyniana

A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…

Methodology · Statistics 2023-11-15 Andrea Payne , Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…

Methodology · Statistics 2013-09-18 Jan Luts , Matt P. Wand

In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial…

Probability · Mathematics 2017-07-17 Peter Harremoës

We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…

Information Theory · Computer Science 2018-07-24 Mahdi Cheraghchi

In this paper, two parametric probability distributions capable to describe the statistics of X-ray photon detection by a CCD are presented. They are formulated from simple models that account for the pile-up phenomenon, in which two or…

Instrumentation and Methods for Astrophysics · Physics 2013-10-30 Diego J. R. Sevilla

Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was previously met with the use of non-parametric jittering…

Methodology · Statistics 2019-11-18 Alina Peluso , Veronica Vinciotti , Keming Yu

The characterization of permutations over finite fields is an important topic in number theory with a long-standing history. This paper presents a systematic investigation of low-degree bivariate polynomial systems $F=(f_1(x,y),f_2(x,y))$…

Number Theory · Mathematics 2025-08-05 Xuan Pang , Yangcheng Li , Pingzhi Yuan , Yuanpeng Zeng

Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…

Statistics Theory · Mathematics 2023-05-29 Samuel Valiquette , Gwladys Toulemonde , Jean Peyhardi , Éric Marchand , Frédéric Mortier

The Gumbel-Softmax probability distribution allows learning discrete tokens in generative learning, while the Gumbel-Argmax probability distribution is useful in learning discrete structures in discriminative learning. Despite the efforts…

Machine Learning · Computer Science 2024-06-05 Hedda Cohen Indelman , Tamir Hazan

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

Computation · Statistics 2019-12-20 Uwe Petersohn , Thomas Dedek , Sandra Zimmer , Hans Biskupski

We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…

Number Theory · Mathematics 2025-12-03 Victor Bernal Ramirez , Arturo Jaramillo

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

A new family of tree-structured Markov random fields for a vector of discrete counting random variables is introduced. According to the characteristics of the family, the marginal distributions of the Markov random fields are all Poisson…

Methodology · Statistics 2025-01-20 Benjamin Côté , Hélène Cossette , Etienne Marceau

This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…

Methodology · Statistics 2024-11-21 A. Batsidis , B. Milošević , M. D. Jiménez-Gamero