Related papers: New Fr\'echet features for random distributions an…
We develop Stein's method for the Fr\'echet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fr\'echet distribution.
In order to use persistence diagrams as a true statistical tool, it would be very useful to have a good notion of mean and variance for a set of diagrams. In 2011, Mileyko and his collaborators made the first study of the properties of the…
Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…
We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…
Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…
This article compares the distributions of integer-valued random variables and Poisson random variables. It considers the total variation and the Wasserstein distance and provides, in particular, explicit bounds on the pointwise difference…
Distribution-as-response regression problems are gaining wider attention, especially within biomedical settings where observation-rich patient specific data sets are available, such as feature densities in CT scans (Petersen et al., 2021)…
While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
In this paper, we first study a new sensitivity index that is based on higher moments and generalizes the so-called Sobol one. Further, following an idea of Borgonovo ([3]), we define and study a new sensitivity index based on the…
Regression analysis with probability measures as input predictors and output response has recently drawn great attention. However, it is challenging to handle multiple input probability measures due to the non-flat Riemannian geometry of…
Modern regression analysis often involves responses and predictors taking values in the same or distinct metric spaces. To rank non-Euclidean heterogeneous predictors in regression by explanatory strength, analogous to the classical $R^2$,…
Fr\'echet means are a popular type of average for non-Euclidean datasets, defined as those points which minimise the average squared distance to a set of data points. We consider the behaviour of sample Fr\'echet means on normed spaces…
We consider distance functions between conditional distributions. We focus on the Wasserstein metric and its Gaussian case known as the Frechet Inception Distance (FID). We develop conditional versions of these metrics, analyze their…
In this paper a new long-term survival distribution is proposed. The so called long term Fr\'echet distribution allows us to fit data where a part of the population is not susceptible to the event of interest. This model may be used, for…
This paper considers the problem of regression over distributions, which is becoming increasingly important in machine learning. Existing approaches often ignore the geometry of the probability space or are computationally expensive. To…
A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…
To consider model uncertainty in global Fr\'{e}chet regression and improve density response prediction, we propose a frequentist model averaging method. The weights are chosen by minimizing a cross-validation criterion based on Wasserstein…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…