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Recently, it has been conjectured that the statistics of extremes is of relevance for a large class of correlated system. For certain probability densities this predicts the characteristic large $x$ fall-off behavior $f(x)\sim\exp (-a…

Statistical Mechanics · Physics 2009-11-07 Bernd A. Berg , Alain Billoire , Wolfhard Janke

The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…

Statistical Mechanics · Physics 2013-05-29 G. Gyorgyi , P. C. W. Holdsworth , B. Portelli , Z. Racz

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

A one-dimensional Vlasov-Poisson system is considered to elucidate how the information entropies of the probability distribution functions of the electron position and velocity variables evolve in the Landau damping process. Considering the…

Plasma Physics · Physics 2024-10-14 K. Maekaku , H. Sugama , T. -H. Watanabe

We propose a generalized entropy maximization procedure, which takes into account the generalized averaging procedures and information gain definitions underlying the generalized entropies. This novel generalized procedure is then applied…

Statistical Mechanics · Physics 2015-05-13 G. Baris Bagci , Ugur Tirnakli

The decay of a quasiparticle in an isolated quantum dot is considered. At relatively small time the probability to find the system in the initial state decays exponentially: $P(t)\sim \exp(-\Gamma t)$, in accordance with the golden rule.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 P. G. Silvestrov

We consider a measure $\psi$ k of dispersion which extends the notion of Wilk's generalised variance, or entropy, for a d-dimensional distribution, and is based on the mean squared volume of simplices of dimension k $\le$ d formed by k + 1…

Statistics Theory · Mathematics 2015-06-29 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

In regression analysis under artificial neural networks, the prediction performance depends on determining the appropriate weights between layers. As randomly initialized weights are updated during back-propagation using the gradient…

Machine Learning · Computer Science 2020-09-09 Eunho Koo , Hyungjun Kim

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

When $S=(S_t)_{t\ge 0}$ is an $\alpha$-stable subordinator, the sequence of ordered jumps of $S$, up till time $1$, omitting the $r$ largest of them, and taken as proportions of their sum $^{(r)}S_t$, defines a 2-parameter distribution on…

Probability · Mathematics 2017-03-30 Yuguang F. Ipsen , Ross A. Maller

Probability distributions having power-law tails are observed in a broad range of social, economic, and biological systems. We describe here a potentially useful common framework. We derive distribution functions $\{p_k\}$ for situations in…

Physics and Society · Physics 2015-01-07 Jack Peterson , Purushottam D. Dixit , Ken A. Dill

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

Modern datasets are characterized by a large number of features that may conceal complex dependency structures. To deal with this type of data, dimensionality reduction techniques are essential. Numerous dimensionality reduction methods…

Methodology · Statistics 2021-06-02 Francesco Denti , Diego Doimo , Alessandro Laio , Antonietta Mira

By comparing two expressions for the polarization function given in terms of two different local-field factors, G_+(q,iw) and G_s(q,iw), we have derived the kinetic-energy-fluctuation (or sixth-power) sum rule for the momentum distribution…

Strongly Correlated Electrons · Physics 2016-12-07 Yasutami Takada

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both. In the present work, we focus on the…

Computation · Statistics 2023-09-06 Augusto Fasano , Niccolò Anceschi , Beatrice Franzolini , Giovanni Rebaudo

Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…

Methodology · Statistics 2011-04-08 Wagner Barreto-Souza , Gauss M. Cordeiro , Alexandre B. Simas

Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…

Probability · Mathematics 2007-05-23 Jussi I. Tyhtila

We consider Shannon entropy, Fisher information, R\'enyi entropy, and Tsallis entropy to study the quantum droplet phase in Bose-Einstein condensates. In the beyond mean-field description, the Gross-Pitaevskii equation with Lee-Huang-Yang…

Quantum Gases · Physics 2024-10-04 Sk Siddik , Golam Ali Sekh