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Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow matching models have shown promise, they often ignore…

Machine Learning · Statistics 2026-02-19 Yanfeng Yang , Siwei Chen , Pingping Hu , Zhaotong Shen , Yingjie Zhang , Zhuoran Sun , Shuai Li , Ziqi Chen , Kenji Fukumizu

Weibull distribution has received a wide range of applications in engineering and science. The utility and usefulness of an estimator is highly subject to the field of practitioner's study. In practice users looking for their desired…

Computation · Statistics 2019-02-18 Sahar Sadani , Kamel Abdollahnezhad , Mahdi Teimouri , Vahid Ranjbar

Diffusion models have emerged as powerful generative frameworks with widespread applications across machine learning and artificial intelligence systems. While current research has predominantly focused on linear diffusions, these…

Machine Learning · Statistics 2025-10-06 Kulunu Dharmakeerthi , Yousef El-Laham , Henry H. Wong , Vamsi K. Potluru , Changhong He , Taosong He

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

Statistics Theory · Mathematics 2015-08-18 M. Wojtyś , G. Marra

We develop quantile regression methods for discrete responses by extending Parzen's definition of marginal mid-quantiles. As opposed to existing approaches, which are based on either jittering or latent constructs, we use interpolation and…

Methodology · Statistics 2021-08-25 Marco Geraci , Alessio Farcomeni

In situations where both extreme and non-extreme data are of interest, modelling the whole data set accurately is important. In a univariate framework, modelling the bulk and tail of a distribution has been extensively studied before.…

Methodology · Statistics 2023-10-11 Lídia M. André , Jennifer L. Wadsworth , Adrian O'Hagan

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Methodology · Statistics 2017-09-20 Jarod Y. L. Lee , Peter J. Green , Louise M. Ryan

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

We propose a new modeling approach that is a generalization of generative and discriminative models. The core idea is to use an implicit parameterization of a joint probability distribution by specifying only the conditional distributions.…

Machine Learning · Computer Science 2016-12-06 Dmitrij Schlesinger , Carsten Rother

We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace transform related to the density approach in the context of…

Statistics Theory · Mathematics 2022-06-15 Bruno Ebner , Adrian Fischer , Norbert Henze , Celeste Mayer

In this paper, we introduce a new bivariate distribution we called it bivariate expo- nentiated modified Weibull extension distribution (BEMWE). The model introduced here is of Marshall-Olkin type. The marginals of the new bivariate…

Statistics Theory · Mathematics 2015-01-16 A. El-Gohary , M. El-Morshedy

We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…

Methodology · Statistics 2024-09-02 Gyeonghun Kang , Seonghyun Jeong

In this paper, we consider survival analysis with right-censored data which is a common situation in predictive maintenance and health field. We propose a model based on the estimation of two-parameter Weibull distribution conditionally to…

Methodology · Statistics 2020-02-24 Achraf Bennis , Sandrine Mouysset , Mathieu Serrurier

We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…

Methodology · Statistics 2024-07-31 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

This paper introduces a new three-parameters model called the Weibull-G exponential distribution (WGED) distribution which exhibits bathtub-shaped hazard rate. Some of it's statistical properties are obtained including quantile, moments,…

Statistics Theory · Mathematics 2016-06-24 Abdelfattah Mustafa , B. S. El-Desouky , Shamsan AL-Garash

We introduce a novel generative model for the representation of joint probability distributions of a possibly large number of discrete random variables. The approach uses measure transport by randomized assignment flows on the statistical…

Machine Learning · Statistics 2025-01-15 Bastian Boll , Daniel Gonzalez-Alvarado , Stefania Petra , Christoph Schnörr

We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…

Methodology · Statistics 2020-03-13 M. Fasiolo , S. N. Wood , M. Zaffran , R. Nedellec , Y. Goude

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val

In this article, a general family of bivariate distributions is used to model competing risks data with dependent factors. The general structure of competing risks data considered here includes ties. A comprehensive inferential framework…

Methodology · Statistics 2022-06-22 Aakash Agrawal , Ayon Ganguly , Debanjan Mitra

We propose a parsimonious extension of the classical latent class model to cluster categorical data by relaxing the class conditional independence assumption. Under this new mixture model, named Conditional Modes Model, variables are…

Methodology · Statistics 2014-02-21 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle