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In this paper, we attempt to derive the expression of ensemble average internal energy in long-range interaction complex system. Further, the Shannon entropy hypothesis is used to derive the probability distribution function of energy. It…

Statistical Mechanics · Physics 2019-02-04 Yanxiu Liu , Shenglei Zhang , Liu He , Cheng Xu , Zhifu Huang

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Statistics Theory · Mathematics 2010-08-18 Jimmy Olsson , Jonas Ströjby

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

Computation · Statistics 2009-02-03 Tewfik Kernane , Zohrh A. Raizah

Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…

Mathematical Physics · Physics 2009-05-22 C. T. J. Dodson

This paper presents a new Expectation Propagation (EP) framework for image restoration using patch-based prior distributions. While Monte Carlo techniques are classically used to sample from intractable posterior distributions, they can…

Computer Vision and Pattern Recognition · Computer Science 2021-11-11 Dan Yao , Stephen McLaughlin , Yoann Altmann

Finite heat reservoir capacity and temperature fluctuations lead to modification of the well known canonical exponential weight factor. Requiring that the corrections least depend on the one-particle energy, we derive a deformed entropy,…

Statistical Mechanics · Physics 2016-05-20 T. S. Biro , G. G. Barnafoldi , P. Van

A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…

Methodology · Statistics 2024-07-11 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

Exponential families are widely used in machine learning, including many distributions in continuous and discrete domains (e.g., Gaussian, Dirichlet, Poisson, and categorical distributions via the softmax transformation). Distributions in…

Mixed-effects regression models represent a useful subclass of regression models for grouped data; the introduction of random effects allows for the correlation between observations within each group to be conveniently captured when…

Methodology · Statistics 2024-09-25 Jackson Zhou , John T. Ormerod , Clara Grazian

We study statistical distributions in a mechanical model for an earthquake fault introduced by Burridge and Knopoff [R. Burridge and L. Knopoff, {\sl Bull. Seismol. Soc. Am.} {\bf 57}, 341 (1967)]. Our investigations on the size (moment),…

Condensed Matter · Physics 2009-10-28 Maria de Sousa Vieira

Extropy was introduced as a dual complement of the Shannon entropy. In this investigation, we consider failure extropy and its dynamic version. Various basic properties of these measures are presented. It is shown that the dynamic failure…

Statistics Theory · Mathematics 2021-04-29 Suchandan Kayal

From a new class of q-deformed coherent states we introduce a generalization of the Euler probability distribution for which the main statistical parameters are obtained explicitly. As application, we discuss the corresponding photon…

Mathematical Physics · Physics 2021-07-14 Zouhair Mouayn , Othmane El moize

This article proposes a new two-parameter generalized entropy, which can be reduced to the Tsallis and the Shannon entropy for specific values of its parameters. We develop a number of information-theoretic properties of this generalized…

Mathematical Physics · Physics 2024-05-02 Supriyo Dutta , Shigeru Furuichi , Partha Guha

This study introduces the Exponentiated-Exponential-Pareto-Half Normal Mixture Distribution (EEPHND), a novel hybrid model developed to overcome the limitations of classical distributions in modeling complex real-world data. By compounding…

The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability…

Statistics Theory · Mathematics 2025-11-25 Kenric P. Nelson , Sabir Umarov , Mark A. Kon

A $\phi$-exponential distribution is a generalization of an exponential distribution associated to functions $\phi$ in an appropriate class, and the space of $\phi$-exponential distributions has a dually flat structure. We study features of…

Metric Geometry · Mathematics 2011-10-03 Asuka Takatsu

This paper proposes a novel method to estimate the rate parameter of the Poisson distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous…

Computation · Statistics 2026-05-22 Jiwoong Kim

In the context of signal detection in the presence of an unknown time-varying channel parameter, receivers based on the Expectation Propagation (EP) framework appear to be very promising. EP is a message-passing algorithm based on factor…

Signal Processing · Electrical Eng. & Systems 2024-04-09 Elisa Conti , Armando Vannucci , Amina Piemontese , Giulio Colavolpe

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Physics and Society · Physics 2020-03-17 Cornelia Metzig , Caroline Colijn