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In many real-world prediction tasks, class labels contain information about the relative order between labels that are not captured by commonly used loss functions such as multicategory cross-entropy. Recently, the preference for unimodal…
We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions…
Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which…
The analysis of Tables of particle properties shows that the probability distribution of the results of physical measurements is far from the conventional Gaussian $\rho(\xi)=exp(-\xi^2/2) $, but is more likely to follow the simple…
In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…
Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…
This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…
The burst in the use of online social networks over the last decade has provided evidence that current rumor spreading models miss some fundamental ingredients in order to reproduce how information is disseminated. In particular, recent…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
Queueing theory has been recently proposed as a framework to model the heavy tailed statistics of human activity patterns. The main predictions are the existence of a power-law distribution for the interevent time of human actions and two…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…
The efficient modeling for disorder in a phenomena depends on the chosen score and objective functions. The main parameters in modeling are location, scale and shape. The exponential power distribution known as generalized Gaussian is…
Conventional statistics begins with a model, and assigns a likelihood of obtaining any particular set of data. The opposite approach, beginning with the data and assigning a likelihood to any particular model, is explored here for the case…
In the past few years, there have been a number of proposals for generalizing the factor analysis (FA) model and its mixture version (known as mixtures of factor analyzers (MFA)) using non-normal and asymmetric distributions. These models…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…
The evolution of global income distribution from 1988 to 2018 is analyzed using purchasing power parity exchange rates and well-established statistical distributions. This research proposes the use of two separate distributions to more…
Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…
The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…
Personal income distributions in Japan are analyzed empirically and a simple stochastic model of the income process is proposed. Based on empirical facts, we propose a minimal two-factor model. Our model of personal income consists of an…