Related papers: Factorization of Discrete Probability Distribution…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
Belief Propagation algorithms acting on Graphical Models of classical probability distributions, such as Markov Networks, Factor Graphs and Bayesian Networks, are amongst the most powerful known methods for deriving probabilistic inferences…
In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…
By a suitable shifting-the-mean parametrization at the Dirichlet series level and Delange's Tauberian theorems, we show that the number of factors in random ordered factorizations of integers is asymptotically normally distributed.
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…
We study, in various special cases, total distributions on the product of a finite collection of finite probability spaces and, in particular, the question of when the probability distribution of each factor space is determined by the total…
We characterize the existence of the maximum likelihood estimator for discrete exponential families. Our criterion is simple to apply as we show in various settings, most notably for exponential models of random graphs. As an application,…
The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…
The restricted maximum likelihood method enhances popularity of maximum likelihood methods for variance component analysis on large scale unbalanced data. As the high throughput biological data sets and the emerged science on uncertainty…
The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…
An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
A growing body of research on probabilistic programs and causal models has highlighted the need to reason compositionally about model classes that extend directed graphical models. Both probabilistic programs and causal models define a…
There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…
Decisions are often based on imprecise, uncertain or vague information. Likewise, the consequences of an action are often equally unpredictable, thus putting the decision maker into a twofold jeopardy. Assuming that the effects of an action…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
A main question in graphical models and causal inference is whether, given a probability distribution $P$ (which is usually an underlying distribution of data), there is a graph (or graphs) to which $P$ is faithful. The main goal of this…
We here provide a distribution-free approach to the random factor analysis model. We show that it leads to the same estimating equations as for the classical ML estimates under normality, but more easily derived, and valid also in the case…
We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…