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This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread…

Methodology · Statistics 2022-07-26 Matthew P. Adams

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t…

Computation · Statistics 2020-06-16 Erik Hintz , Marius Hofert , Christiane Lemieux

Motivated by the fundamental problem of measuring species diversity, this paper introduces the concept of a cluster structure to define an exchangeable cluster probability function that governs the joint distribution of a random count and…

Methodology · Statistics 2014-10-14 Mingyuan Zhou , Stephen G Walker

A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…

Statistics Theory · Mathematics 2024-06-11 Antonio Di Noia , Marzia Marcheselli , Caterina Pisani , Luca Pratelli

Multinomial probit (mnp) models are fundamental and widely-applied regression models for categorical data. Fasano and Durante (2022) proved that the class of unified skew-normal distributions is conjugate to several mnp sampling models.…

Methodology · Statistics 2022-11-29 Augusto Fasano , Giovanni Rebaudo , Niccolò Anceschi

We generalise the distribution semantics underpinning probabilistic logic programming by distilling its essential concept, the separation of a free random component and a deterministic part. This abstracts the core ideas beyond logic…

Artificial Intelligence · Computer Science 2024-05-17 Felix Weitkämper

The negative multinomial distribution is a multivariate generalization of the negative binomial distribution. In this paper, we consider the problem of estimating an unknown matrix of probabilities on the basis of observations of negative…

Statistics Theory · Mathematics 2020-10-30 Yasuyuki Hamura , Tatsuya Kubokawa

The analysis of count data is commonly done using Poisson models. Negative binomial models are a straightforward and readily motivated generalization for the case of overdispersed data, i.e., when the observed variance is greater than…

Methodology · Statistics 2016-01-06 Christian Röver , Stefan Andreas , Tim Friede

In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of…

Machine Learning · Statistics 2017-11-23 G. Revillon , A. Djafari , C. Enderli

In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…

Statistics Theory · Mathematics 2019-05-31 Anwar Hassan , Ishfaq Shah Ahmad , Peer Bilal Ahmad

We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. This result…

Artificial Intelligence · Computer Science 2013-01-07 Dan Geiger , Christopher Meek , Bernd Sturmfels

This paper proposes a generalized binomial distribution with four parameters, which is derived from the finite capacity queueing system with state-dependent service and arrival rates. This distribution is also generated from the conditional…

Statistics Theory · Mathematics 2016-10-18 Imoto Tomoaki , Ng Choung Min , Ong Seng Huat , Subrata Chakraborty

Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of…

Statistics Theory · Mathematics 2008-12-18 James O. Berger , Dongchu Sun

We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…

Methodology · Statistics 2015-12-24 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

Methodology · Statistics 2022-07-05 Martin Bladt , Clara Brimnes Gardner

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

Probability · Mathematics 2014-08-19 P. Vellaisamy , V. Cekanavicius

This article proposes a generalized notion of extreme multivariate dependence between two random vectors which relies on the extremality of the cross-covariance matrix between these two vectors. Using a partial ordering on the…

Econometrics · Economics 2021-02-10 Damien Bosc , Alfred Galichon