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When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

Probability · Mathematics 2017-09-21 Mathew D. Penrose

The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…

Machine Learning · Computer Science 2018-09-20 Andrew Skabar

A new forecasting method based on the concept of the profile predictive the likelihood function is proposed for discrete-valued processes. In particular, generalized autoregressive and moving average (GARMA) models for Poisson distributed…

Applications · Statistics 2018-07-10 Siuli Mukhopadhyay , V. Sathish

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…

Computation · Statistics 2016-02-16 Hien D Nguyen , Geoffrey J McLachlan

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

Methodology · Statistics 2025-12-08 Takashi Arai

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…

Numerical Analysis · Computer Science 2015-12-11 V. N. Petrushin , E. V. Nikulchev , D. A. Korolev

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$ penalization methods. However, current methods assume that the data are independent and…

Machine Learning · Statistics 2008-04-29 Shuheng Zhou , John Lafferty , Larry Wasserman

Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide…

Methodology · Statistics 2024-05-27 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Real world scenarios can be captured with lifted probability distributions. However, distributions are usually encoded in a table or list, requiring an exponential number of values. Hence, we propose a method for extracting first-order…

Artificial Intelligence · Computer Science 2026-04-01 Florian Andreas Marwitz , Tanya Braun , Ralf Möller

Probabilistic graphical models, such as Markov random fields (MRF), exploit dependencies among random variables to model a rich family of joint probability distributions. Sophisticated inference algorithms, such as belief propagation (BP),…

Social and Information Networks · Computer Science 2020-04-22 Yifei Liu , Chao Chen , Xi Zhang , Sihong Xie

Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…

Instrumentation and Methods for Astrophysics · Physics 2020-04-22 Thorsten Glüsenkamp

A number of recent studies have estimated the inter-galactic void probability function and investigated its departure from various random models. We study a family of parametric statistical models based on gamma distributions, which do give…

Mathematical Physics · Physics 2008-11-27 C. T. J. Dodson

The accuracy of probability distributions inferred using machine-learning algorithms heavily depends on data availability and quality. In practical applications it is therefore fundamental to investigate the robustness of a statistical…

Machine Learning · Statistics 2018-10-01 Christiane Goergen , Manuele Leonelli

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

In this manuscript a unified framework for conducting inference on complex aggregated data in high dimensional settings is proposed. The data are assumed to be a collection of multiple non-Gaussian realizations with underlying undirected…

Applications · Statistics 2013-10-14 Fang Han , Han Liu , Brian Caffo

In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…

The inverse Gaussian distribution (IGD) is a well known and often used probability distribution for which fully reliable numerical algorithms have not been available. Our aim in this article is to develop software for this distribution for…

Computation · Statistics 2026-05-05 Göknur Giner , Gordon K. Smyth

Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry…

Probability · Mathematics 2009-09-29 Tiefeng Jiang

Recent work on the structure of social networks and the internet has focussed attention on graphs with distributions of vertex degree that are significantly different from the Poisson degree distributions that have been widely studied in…

Statistical Mechanics · Physics 2009-10-31 M. E. J. Newman , S. H. Strogatz , D. J. Watts