Related papers: Characterizations and Kullback-Leibler Divergence …
The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…
Information generating functions have been used for generating various entropy and divergence measures. In the present work, we introduce quantile based relative information generating function and study its properties. The proposed…
For a regression model, we consider the risk of the maximum likelihood estimator with respect to $\alpha$-divergence, which includes the special cases of Kullback-Leibler divergence, Hellinger distance and $\chi^2$ divergence. The…
We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…
We give bounds for the Hilbert-Kunz multiplicity of the product of two ideals, and we characterize the equality in terms of the tight closures of the ideals. Connections are drawn with $*$-spread and with ordinary length calculations.
In a recent paper, Mazucheli et al. (2019) introduced the unit-Gompertz (UG) distribution and studied some of its properties. In a complementary work, Anis and De (2020) corrected some of the subtle errors in the original paper and studied…
We study the effect of long range algebraic correlations on extreme value statistics and demonstrate that correlations can produce a limit distribution which is indistinguishable from the ubiquitous Bramwell-Holdsworth-Pinton distribution.…
The Lorentz covariant tempered disributions with the supports in the product of the closed upper light cones are described.
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
This paper proposes a distributionally robust unit commitment approach for microgrids under net load and electricity market price uncertainty. The key thrust of the proposed approach is to leverage the Kullback-Leibler divergence to…
By calculating the Kullback-Leibler divergence between two probability measures belonging to different exponential families, we end up with a formula that generalizes the ordinary Fenchel-Young divergence. Inspired by this formula, we…
We study Bregman divergences in probability density space embedded with the $L^2$-Wasserstein metric. Several properties and dualities of transport Bregman divergences are provided. In particular, we derive the transport Kullback-Leibler…
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…
We give an overview of statistical models and likelihood, together with two of its variants: penalized and hierarchical likelihood. The Kullback-Leibler divergence is referred to repeatedly, for defining the misspecification risk of a…
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
Let G be a connected split reductive group over a complete discrete valuation ring of mixed characteristic. We use the theory of intermediate extensions due to Abe-Caro and arithmetic Beilinson-Bernstein localization to classify irreducible…
We relate Fubini's theorem for Euler characteristics to Riemann-Hurwtiz formulae, and reprove a classical result of Iversen. The techniques used include algebraic geometry, complex geometry, and model theory. Possible applications to the…
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…