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We focus on the development of diagnostic tools and an R package called MNB for a multivariate negative binomial (MNB) regression model for detecting atypical and influential subjects. The MNB model is deduced from a Poisson mixed model in…

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

Probability · Mathematics 2015-02-10 Lev B. Klebanov , Svetlozar T. Rachev

This paper presents a new methodology for generating continuous statistical distributions, integrating the exponentiated odds ratio within the framework of survival analysis. This new method enhances the flexibility and adaptability of…

Statistics Theory · Mathematics 2024-02-28 Xinyu Chen , Yuanqi Xie , Achraf Cohen , Shusen Pu

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular,…

Classical Analysis and ODEs · Mathematics 2016-04-13 Nizar Demni

Following Boukai (2021) we present the Generalized Gamma (GG) distribution as a possible RND for modeling European options prices under Heston's (1993) stochastic volatility (SV) model. This distribution is seen as especially useful in…

Computational Finance · Quantitative Finance 2021-08-24 Ben Boukai

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

The binomial and Poisson distributions have interesting relationships with the beta and gamma distributions, respectively, which involve their cumulative distribution functions and the use of conjugate priors in Bayesian statistics. We…

Statistics Theory · Mathematics 2016-10-25 Peter Peskun

Matrix completion focuses on recovering missing or incomplete information in matrices. This problem arises in various applications, including image processing and network analysis. Previous research proposed Poisson matrix completion for…

Machine Learning · Computer Science 2024-08-30 Yu Lu , Kevin Bui , Roummel F. Marcia

We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…

Methodology · Statistics 2017-10-09 Ryan P. Browne , Paul D. McNicholas

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…

Methodology · Statistics 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe…

Statistics Theory · Mathematics 2018-02-16 Michelle DeVeaux , Michael J. Kane , Daniel Zelterman

The negative binomial distribution (NBD) has been theorized to express a scale-invariant property of many-body systems and has been consistently shown to outperform other statistical models in both describing the multiplicity of…

High Energy Physics - Phenomenology · Physics 2023-10-09 S. V. Tezlaf

This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…

Statistics Theory · Mathematics 2025-07-22 Denis Belomestny , Ekaterina Morozova , Vladimir Panov

In this work, we define a family of probability densities involving the generalized trigonometric functions defined by Dr\'abek and Man\'asevich [1], which we name Generalized Trigonometric Densities. We show their relationship with the…

Mathematical Physics · Physics 2025-04-01 David Puertas-Centeno , Steeve Zozor

We study a symmetric generalization $\mathfrak{p}^{(N)}_k(\eta, \alpha)$ of the binomial distribution recently introduced by Bergeron et al, where $\eta \in [0,1]$ denotes the win probability, and $\alpha$ is a positive parameter. This…

Statistical Mechanics · Physics 2015-05-20 Guiomar Ruiz , Constantino Tsallis

We develop a Bayesian nonparametric approach to a general family of latent class problems in which individuals can belong simultaneously to multiple classes and where each class can be exhibited multiple times by an individual. We introduce…

Methodology · Statistics 2013-06-11 Tamara Broderick , Lester Mackey , John Paisley , Michael I. Jordan

We consider the Bayesian binary regression model and we introduce a new class of distributions, the Perturbed Unified Skew-Normal (pSUN, henceforth), which generalizes the Unified Skew-Normal (SUN) class. We show that the new class is…

Methodology · Statistics 2025-02-13 Paolo Onorati , Brunero Liseo

The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each…

Machine Learning · Statistics 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

We show how generalized Gibbs-Shannon entropies can provide new insights on the statistical properties of texts. The universal distribution of word frequencies (Zipf's law) implies that the generalized entropies, computed at the word level,…

Physics and Society · Physics 2017-02-15 Eduardo G. Altmann , Laercio Dias , Martin Gerlach

The gamma belief network (GBN), often regarded as a deep topic model, has demonstrated its potential for uncovering multi-layer interpretable latent representations in text data. Its notable capability to acquire interpretable latent…

Machine Learning · Computer Science 2024-08-16 Zhibin Duan , Tiansheng Wen , Muyao Wang , Bo Chen , Mingyuan Zhou
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