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For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study…

Statistics Theory · Mathematics 2024-06-04 Shital Saha , Suchandan Kayal

In this article we provide a rebuttal against the possible perception that a single number, such as the Likelihood Ratio, can provide an objective, authoritative or definitive weight of evidence. We also illustrate the extent to which…

Applications · Statistics 2016-09-21 Steven P. Lund , Hari Iyer

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · Physics 2009-10-22 J. M. Deutsch

We study an impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in…

Applications · Statistics 2018-09-18 Nil Kamal Hazra , Maxim Finkelstein

The forensic science community has increasingly sought quantitative methods for conveying the weight of evidence. Experts from many forensic laboratories summarize their findings in terms of a likelihood ratio. Several proponents of this…

Applications · Statistics 2017-04-28 Steven P. Lund , Hari K. Iyer

This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…

Statistics Theory · Mathematics 2021-12-17 Arindam Panja , Pradip Kundu , Biswabrata Pradhan

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…

Systems and Control · Computer Science 2015-09-07 Kwang-Ki K. Kim , Richard D. Braatz

The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the…

Probability · Mathematics 2015-01-20 Igor G. Vladimirov

We classify general systems of polynomial equations with a single solution, or, equivalently, collections of lattice polytopes of minimal positive mixed volume. As a byproduct, this classification provides an algorithm to evaluate the…

Combinatorics · Mathematics 2018-02-02 Alexander Esterov , Gleb Gusev

We revisit and generalize the concept of composite likelihood as a method to make a probabilistic inference by aggregation of multiple Bayesian agents, thereby defining a class of predictive models which we call composite Bayesian. This…

Computation · Statistics 2019-04-18 Alexis Roche

During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…

Statistical Mechanics · Physics 2015-05-20 Victor Dotsenko

This paper introduces the order-theoretic concept of lattices along with the concept of consistent quantification where lattice elements are mapped to real numbers in such a way that preserves some aspect of the order-theoretic structure.…

Logic in Computer Science · Computer Science 2018-07-23 Kevin H. Knuth

In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…

Statistics Theory · Mathematics 2016-07-20 P. L. Ramos , F. Louzada

The article attempts to find an algebraic formula describing the correlation coefficients between random variables and the principal components representing them. As a result of the analysis, starting from selected statistics relating to…

Machine Learning · Computer Science 2023-10-11 Zenon Gniazdowski

Whether one starts form the analytic S-matrix definition or the requirement of gauge parameter independence in renormalization theory, a relativistic resonance is given by a pole at a complex value s of energy squared. The complex number s…

High Energy Physics - Phenomenology · Physics 2009-11-10 Arno R. Bohm , Yoshihiro Sato

This paper deals with system with $n$ identical elements and one repairing device. While one element working other ones stay in reserve. The distribution of element working and repairing times are supposed to be exponential. Here we obtain…

General Mathematics · Mathematics 2020-03-04 E. A. Golovastova

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

Probability · Mathematics 2018-10-18 Valentin Féray