Related papers: An entropic view of Pickands' theorem
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…
We do not have a final answer to the question of why galaxies choose a particular internal mass distribution. Here we examine whether the distribution is set by thermodynamic equilibrium (TE). Traditionally, TE is discarded for a number of…
We show that Abe's general pseudoadditivity for entropy prescribed by thermal equilibrium in nonextensive systems holds not only for entropy, but also for energy. The application of this general pseudoadditivity to Tsallis entropy tells us…
The increasing penetration of embedded renewables makes forecasting net-load, consumption less embedded generation, a significant and growing challenge. Here a framework for producing probabilistic forecasts of net-load is proposed with…
We describe the approach to lattice extraction of Generalized Parton Distributions (GPDs) that is based on the use of the double distributions (DDs) formalism within the pseudo-distribution framework. The advantage of using DDs is that GPDs…
Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle…
The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…
In density estimation task, maximum entropy model (Maxent) can effectively use reliable prior information via certain constraints, i.e., linear constraints without empirical parameters. However, reliable prior information is often…
We show that there exists a natural way to define a condition of generalized thermal equilibrium between systems governed by Tsallis thermostatistics, under the hypotheses that i) the coupling between the systems is weak, ii) the structure…
In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…
Maximum-entropy distributions are shown to appear in the probability calculus as approximations of a model by exchangeability or a model by sufficiency, the former model being preferable. The implications of this fact are discussed,…
We give a new proof of the theorems on the maximum entropy principle in Tsallis statistics. That is, we show that the $q$-canonical distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the…
A location- and scale-invariant predictor is constructed which exhibits good probability matching for extreme predictions outside the span of data drawn from a variety of (stationary) general distributions. It is constructed via the…
We present a sampling-based trajectory optimization method derived from the maximum entropy formulation of Differential Dynamic Programming with Tsallis entropy. This method is a generalization of the legacy work with Shannon entropy, which…
We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…
We consider an Erdos-Renyi random graph consisting of N vertices connected by randomly and independently drawing an edge between every pair of them with probability c/N so that at N->infinity one obtains a graph of finite mean degree c. In…
Generalised parton distributions (GPDs) and transverse momentum dependent parton distributions (TMDs) describe complementary aspects of the three-dimensional structure of hadrons. We discuss their relation to each other and recall important…