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After explaining the concepts of Langlands dual and miniscule representations, we define an analog of the Gauss sum for any compact, simple Lie group with a simply laced Lie algebra. We then show a reciprocity property when a Lie group is…

Representation Theory · Mathematics 2008-02-15 Siye Wu

The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…

Methodology · Statistics 2025-04-11 Ching Wong , Giusi Moffa , Jack Kuipers

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…

Methodology · Statistics 2011-11-04 Raydonal Ospina , Silvia L. P. Ferrari

We introduce a general approach to characterize composite fading models based on inverse gamma (IG) shadowing. We first determine to what extent the IG distribution is an adequate choice for modeling shadow fading, by means of a…

Information Theory · Computer Science 2024-10-30 Pablo Ramírez-Espinosa , F. Javier Lopez-Martinez

Consider a $C^{\infty}$ closed connected Riemannian manifold $(M, g)$ with negative curvature. The unit tangent bundle $SM$ is foliated by the (weak) stable foliation $\mathcal{W}^s$ of the geodesic flow. Let $\Delta^s$ be the leafwise…

Dynamical Systems · Mathematics 2019-10-07 François Ledrappier , Lin Shu

This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…

Statistics Theory · Mathematics 2018-10-22 Abhimanyu Singh Yadav , Mahendra Saha , Harsh Tripathi , Sumit Kumar

We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…

Methodology · Statistics 2021-07-01 Jamil Ownuk , Ahmad Nezakati , Hossein Baghishani

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

Statistical Finance · Quantitative Finance 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

In this work we discuss the progress of Bayesian quantile regression models since their first proposal and we discuss the importance of all parameters involved in the inference process. Using a representation of the asymmetric Laplace…

Methodology · Statistics 2016-01-28 Bruno Santos , Heleno Bolfarine

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We show in microwave experiments and random matrix calculations that in samples with a large number of channels the statistics of transmission for different incident channels relative to the average transmission is determined by a single…

Optics · Physics 2015-06-15 Matthieu Davy , Zhou Shi , Jing Wang , Azriel Z. Genack

Gaussian graphical models have received considerable attention during the past four decades from the statistical and machine learning communities. In Bayesian treatments of this model, the G-Wishart distribution serves as the conjugate…

Statistics Theory · Mathematics 2016-06-23 Caroline Uhler , Alex Lenkoski , Donald Richards

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use…

Quantitative Methods · Quantitative Biology 2010-03-02 Steven A. Frank , D. Eric Smith

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…

Methodology · Statistics 2016-02-01 Arnoud V. den Boer , Michel Mandjes

The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…

Statistics Theory · Mathematics 2026-02-03 Sattwik Ghosal , Ranjan Maitra

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing…

Machine Learning · Computer Science 2013-02-01 Neil D. Lawrence , Christopher M. Bishop , Michael I. Jordan
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