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The inverse probability (IPW) and doubly robust (DR) estimators are often used to estimate the average causal effect (ATE), but are vulnerable to outliers. The IPW/DR median can be used for outlier-resistant estimation of the ATE, but the…

Methodology · Statistics 2024-09-16 Kazuharu Harada , Hironori Fujisawa

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

Statistics Theory · Mathematics 2014-07-04 Ali Akbar Jafari , Saeid Tahmasebi , Morad Alizadeh

Inverse reinforcement learning (IRL) is used to infer the reward function from the actions of an expert running a Markov Decision Process (MDP). A novel approach using variational inference for learning the reward function is proposed in…

Machine Learning · Computer Science 2019-10-03 Arpan Kusari

The inverse approach is computationally efficient in aerodynamic design as the desired target performance distribution is prespecified. However, it has some significant limitations that prevent it from achieving full efficiency. First, the…

Machine Learning · Computer Science 2022-03-10 Sunwoong Yang , Sanga Lee , Kwanjung Yee

Distribution shift (DS) may have two levels: the distribution itself changes, and the support (i.e., the set where the probability density is non-zero) also changes. When considering the support change between the training and test…

Machine Learning · Computer Science 2023-11-03 Tongtong Fang , Nan Lu , Gang Niu , Masashi Sugiyama

In a comparative study, the q-exponential and Weibull distributions are employed to investigate frequency distributions of basketball baskets, cyclone victims, brand-name drugs by retail sales, and highway length. In order to analyze the…

Statistical Mechanics · Physics 2009-11-10 S. Picoli , R. S. Mendes , L. C. Malacarne

This paper develops an updatable inverse probability weighting (UIPW) estimation for the generalized linear models with response missing at random in streaming data sets. A two-step online updating algorithm is provided for the proposed…

Statistics Theory · Mathematics 2023-10-10 Xianhua Zhang , Lu lin , Qihua Wang

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…

Probability · Mathematics 2022-05-03 Lev B. Klebanov , Michal Šumbera

In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…

Statistics Theory · Mathematics 2015-10-28 M. A. El-Damcese , Abdelfattah Mustafa , B. S. El-Desouky , M. E. Mustafa

In this paper, we propose new sampling approaches for the Shrinkage Inverse-Wishart (SIW) distribution, a generalized family of the Inverse-Wishart distribution originally proposed by Berger et al. (2020, Annals of Statistics). It offers a…

Methodology · Statistics 2025-11-14 Yiye Jiang

Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…

Statistics Theory · Mathematics 2017-03-14 Idir Arab , Paulo Eduardo Oliveira

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

The Weibull distribution is one of the most used tools in reliability analysis. In this paper, assuming a Bayesian approach, we propose necessary and sufficient conditions to verify when improper priors lead to proper posteriors for the…

Statistics Theory · Mathematics 2020-05-19 Eduardo Ramos , Pedro L. Ramos

In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using the…

Methodology · Statistics 2023-04-20 Subhankar Dutta , Suchandan Kayal

An evaluation of FBST, Fully Bayesian Significance Test, restricted to survival models is the main objective of the present paper. A Survival distribution should be chosen among the tree celebrated ones, lognormal, gamma, and Weibull. For…

Methodology · Statistics 2017-06-01 Cachimo Assane , Basilio Pereira , Carlos Pereira

In this paper, we propose two variable selection methods for adjusting the censoring information for survival times, such as the restricted mean survival time. To adjust for the influence of censoring, we consider an inverse survival…

Methodology · Statistics 2022-12-06 Masahiro Kojima

Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and H\'ajek/self-normalized estimators, which normalize by the sum…

Methodology · Statistics 2021-07-13 Samir Khan , Johan Ugander

We study the distribution of Durbin-Wu-Hausman (DWH) and Revankar-Hartley (RH) tests for exogeneity from a finite-sample viewpoint, under the null and alternative hypotheses. We consider linear structural models with possibly non-Gaussian…

Methodology · Statistics 2017-01-26 Firmin Doko Tchatoka , Jean-Marie Dufour

In this paper, we introduce the Birnbaum-Saunders power series class of distributions which is obtained by compounding Birnbaum-Saunders and power series distributions. The new class of distributions has as a particular case the…

Methodology · Statistics 2012-12-07 Marcelo Bourguignon , Rodrigo B. Silva , Gauss M. Cordeiro