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In this work, we introduce DIRECTGO, a new MATLAB toolbox for derivative-free global optimization. DIRECTGO collects various deterministic derivative-free DIRECT-type algorithms for box-constrained, generally-constrained, and problems with…

Optimization and Control · Mathematics 2022-04-29 Linas Stripinis , Remigijus Paulavičius

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being constrained to non-Euclidean spaces like…

Statistics Theory · Mathematics 2019-07-10 Subhadip Pal , Subhajit Sengupta , Riten Mitra , Arunava Banerjee

Directional data require specialized probability models because of the non-Euclidean and periodic nature of their domain. When a directional variable is observed jointly with linear variables, modeling their dependence adds an additional…

Methodology · Statistics 2022-12-22 Tong Zou , Hal S. Stern

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

We describe and study geometric properties of discrete circular and spherical means of directional derivatives of functions, as well as discrete approximations of higher order differential operators. For an arbitrary dimension we present a…

Numerical Analysis · Mathematics 2015-05-28 Alexander Belyaev , Boris Khesin , Serge Tabachnikov

We present canonical quantiles and depths for directional data following a distribution which is elliptically symmetric about a direction $\mu$ on the sphere $\mathcal{S}^{d-1}$. Our approach extends the concept of Ley et al. [1], which…

Statistics Theory · Mathematics 2022-10-13 Konstantin Hauch , Claudia Redenbach

We define morphological operators and filters for directional images whose pixel values are unit vectors. This requires an ordering relation for unit vectors which is obtained by using depth functions. They provide a centre-outward ordering…

Statistics Theory · Mathematics 2023-11-20 Konstantin Hauch , Claudia Redenbach

Density-based directed distances -- particularly known as divergences -- between probability distributions are widely used in statistics as well as in the adjacent research fields of information theory, artificial intelligence and machine…

Statistics Theory · Mathematics 2022-03-03 Michel Broniatowski , Wolfgang Stummer

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…

Methodology · Statistics 2024-09-12 Michail Tsagris , Omar Alzeley

For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…

Systems and Control · Computer Science 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

In this paper, we propose cylindrical distributions obtained by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple…

Methodology · Statistics 2016-01-01 Toshihiro Abe , Christophe Ley

We propose new small-sphere distributional families for modeling multivariate directional data on $(\mathbb{S}^{p-1})^K$ for $p \ge 3$ and $K \ge 1$. In a special case of univariate directions in $\Re^3$, the new densities model random…

Methodology · Statistics 2020-06-29 Byungwon Kim , Stephan Huckemann , Jörn Schulz , Sungkyu Jung

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

Projected distributions have proved to be useful in the study of circular and directional data. Although any multivariate distribution can be used to produce a projected model, these distributions are typically parametric. In this article…

Methodology · Statistics 2023-10-12 Luis E. Nieto-Barajas

Spatially varying directional data are routinely observed in several modern applications such as meteorology, biology, geophysics, engineering, etc. However, only a few approaches are available for covariate-dependent statistical analysis…

Applications · Statistics 2025-04-29 Zhou Lan , Arkaprava Roy

Multi-dimensional distributions of discrete data that resemble ellipsoids arise in numerous areas of science, statistics, and computational geometry. We describe a complete algebraic algorithm to determine the quadratic form specifying the…

Data Analysis, Statistics and Probability · Physics 2020-04-20 Rafey Anwar , Madeline Hamilton , Pavel Nadolsky

Bivariate normal distributions are often used to describe the joint probability density of a pair of random variables. These distributions arise across many domains, from telecommunications, to meteorology, ballistics, and computational…

Methodology · Statistics 2022-03-08 Emily A. Cooper , Hany Farid

Variational inference is an increasingly popular method in statistics and machine learning for approximating probability distributions. We developed LINFA (Library for Inference with Normalizing Flow and Annealing), a Python library for…

Machine Learning · Computer Science 2023-07-17 Yu Wang , Emma R. Cobian , Jubilee Lee , Fang Liu , Jonathan D. Hauenstein , Daniele E. Schiavazzi

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park