Related papers: The Quantile Based Flattened Logistic Distribution…
While calibration of probabilistic predictions has been widely studied, this paper rather addresses calibration of likelihood functions. This has been discussed, especially in biometrics, in cases with only two exhaustive and mutually…
The parameters of the log-logistic distribution are generally estimated based on classical methods such as maximum likelihood estimation, whereas these methods usually result in severe biased estimates when the data contain outliers. In…
The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback--Leibler from the normal and half normal distributions are approximated using…
We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on…
In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…
We investigate the transport properties of the Holstein model using the numerically exact quantum typicality (QT) approach. Roughly speaking, QT exploits the fact that even a single, randomly chosen pure state can effectively represent the…
Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…
Generalized linear models (GLM) are link function based statistical models. Many supervised learning algorithms are extensions of GLMs and have link functions built into the algorithm to model different outcome distributions. There are two…
Logistic regression (LR) is an important machine learning model for classification, with wide applications in text classification, image analysis and medicine diagnosis, etc. However, training LR generally entails an iterative gradient…
Testing the existence of a quantitative trait locus (QTL) effect is an important task in QTL mapping studies. Most studies concentrate on the case where the phenotype distributions of different QTL groups follow normal distributions with…
Quantum Stochastic Calculus can be used as a means by which randomness can be introduced to observables acting on a Hilbert space. In this article we show how the mechanisms of Quantum Stochastic Calculus can be used to extend the classical…
We link conditional generative modelling to quantile regression. We propose a suitable loss function and derive minimax convergence rates for the associated risk under smoothness assumptions imposed on the conditional distribution. To…
We employ a general Monte Carlo method to test composite hypotheses of goodness-of-fit for several popular multivariate models that can accommodate both asymmetry and heavy tails. Specifically, we consider weighted L2-type tests based on a…
We study the impact of quantum computation on the fundamental problem of testing the property of distributions. In particular, we focus on testing whether two unknown classical distributions are close or far enough, and propose the…
The properties of the coinless quantum walk model have not been as thoroughly analyzed as those of the coined model. Both evolve in discrete time steps but the former uses a smaller Hilbert space, which is spanned merely by the site basis.…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
Gillis model, introduced more than 60 years ago, is a non-homogeneous random walk with a position dependent drift. Though parsimoniously cited both in the physical and mathematical literature, it provides one of the very few examples of a…
Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…
For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…
Increased attention has been given recently to the statistical analysis of variables with values on nonlinear manifolds. A natural but nontrivial problem in that context is the definition of quantile concepts. We are proposing a solution…