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Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…

Biological Physics · Physics 2024-06-19 Jakob Tómas Bullerjahn , Gerhard Hummer

We describe briefly in this note a procedure for consistently estimating the marginal likelihood of a statistical model through a sample from the posterior distribution of the model parameters.

Statistics Theory · Mathematics 2014-06-12 Paulo C. Marques F

In decision theoretic estimation of parameters in Euclidean space $\mathbb{R}^p$, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular…

Statistics Theory · Mathematics 2016-06-28 Kanika , Somesh Kumar

In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…

Statistics Theory · Mathematics 2017-10-02 Uwe Saint-Mont

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela

The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…

Methodology · Statistics 2025-08-08 Fernández-Durán , J. J. , Gregorio-Domínguez , M. M

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

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

We consider discrete graphical models Markov with respect to a graph $G$ and propose two distributed marginal methods to estimate the maximum likelihood estimate of the canonical parameter of the model. Both methods are based on a…

Machine Learning · Statistics 2013-10-22 Helene Massam , Nanwei Wang

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

Applications · Statistics 2017-02-27 F. Pascal , L. Bombrun , J. Y. Tourneret , Y. Berthoumieu

It is well known that generalized models is attracting the attention of researchers in recent times because of their flexibilities. Particularly, the logistic model has been generalized and applied by many authors while the half logistic…

Statistics Theory · Mathematics 2008-12-18 A. K. Olapade

Within the context of the binomial model, we analyse sequences of values that are almost-uniform and we discuss a prediction method called the frequent outcome approach, in which the outcome that has occurred the most in the observed trials…

Statistics Theory · Mathematics 2022-09-29 Ben O'Neill

A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…

Statistics Theory · Mathematics 2024-08-02 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

We provide a robust and general algorithm for computing distribution functions associated to induced orthogonal polynomial measures. We leverage several tools for orthogonal polynomials to provide a spectrally-accurate method for a broad…

Numerical Analysis · Mathematics 2017-04-28 Akil Narayan

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Methodology · Statistics 2024-05-21 Alok Kumar Pandey , Alam Ali , Ashok Kumar Pathak

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

Dispersive order is a type of variability order for comparing the variability in probability distributions. Star order compares the skewness of probability distributions. This work considers dispersive and star orders of extreme order…

Statistics Theory · Mathematics 2022-09-13 Arindam Panja , Pradip Kundu , Biswabrata Pradhan