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Related papers: Bi-log-concave distribution functions

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We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Econometrics · Economics 2024-04-02 Peter Reinhard Hansen , Chen Tong

We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…

Statistics Theory · Mathematics 2026-03-03 Mohammed Es-Salih Benjrada , Cecile Durot , Tommaso Lando

We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional…

Probability · Mathematics 2025-06-17 Silouanos Brazitikos , Giorgos Chasapis

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

The estimation of cumulative distribution functions (CDF) and probability density functions (PDF) is a fundamental practice in applied statistics. However, challenges often arise when dealing with data arranged in grouped intervals. In this…

Methodology · Statistics 2023-09-25 Ejike R. Ugba , Jan Gertheiss

In this paper, we provide explicit lower bounds with respect to some quantities of interest (parameters of the underlying distribution, dimension, geometrical characteristics of the domain, position of the origin, etc.) on the spectral gap…

Functional Analysis · Mathematics 2024-03-27 Michel Bonnefont , Aldéric Joulin

We study the isoperimetric problem on $\mathbb{R}^1$ with a prescribed density function $f$ that affects how area and perimeter are measured. We examine density functions that are symmetric, radially increasing, and satisfy two additional…

Metric Geometry · Mathematics 2022-01-07 John Ross

We show that the likelihood function for a multinomial vector observed under arbitrary interval censoring constraints on the frequencies or their partial sums is completely log-concave by proving that the constrained sample spaces comprise…

Statistics Theory · Mathematics 2023-11-07 Bruce Levin , Erik Learned-Miller

We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…

Methodology · Statistics 2014-08-15 Lutz Duembgen , Kaspar Rufibach , Dominic Schuhmacher

We formulate conditions on a set of log-concave sequences, under which any linear combination of those sequences is log-concave, and further, of conditions under which linear combinations of log-concave sequences that have been transformed…

Combinatorics · Mathematics 2014-07-24 Jonathan L. Gross , Toufik Mansour , Thomas W. Tucker , David G. L. Wang

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still underdeveloped compared to estimation and hypothesis…

Methodology · Statistics 2022-11-14 Dominik Liebl , Matthew Reimherr

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

Information Theory · Computer Science 2020-10-27 Yanjun Han

This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…

Probability · Mathematics 2012-11-20 Sergey Bobkov , Mokshay Madiman

By the modified directed likelihood, higher order accurate confidence limits for a scalar parameter are obtained from the likelihood. They are conveniently described in terms of a confidence distribution, that is a sample dependent…

Statistics Theory · Mathematics 2016-07-19 Pierpaolo De Blasi , Tore Schweder

Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…

Statistics Theory · Mathematics 2019-03-26 Tomohiro Nishiyama

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…

Statistics Theory · Mathematics 2017-12-15 Adam Jaeger , Nicole Lazar

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

Probability · Mathematics 2022-12-22 Jean Barbier , Dmitry Panchenko , Manuel Sáenz

We propose a fold change visualization that demonstrates a combination of properties from log and linear plots of fold change. A useful fold change visualization can exhibit: (1) readability, where fold change values are recoverable from…

Graphics · Computer Science 2023-03-21 Bruce A. Corliss , Yaotian Wang , Francis P. Driscoll , Heman Shakeri , Philip E. Bourne