Related papers: Splitting models for multivariate count data
We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…
This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…
We propose data thinning, an approach for splitting an observation into two or more independent parts that sum to the original observation, and that follow the same distribution as the original observation, up to a (known) scaling of a…
Many forecasting applications have a limited distributed target variable, which is zero for most observations and positive for the remaining observations. In the econometrics literature, there is much research about statistical model…
In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each…
In the past decade, we had developed a series of splitting contraction algorithms for separable convex optimization problems, at the root of the alternating direction method of multipliers. Convergence of these algorithms was studied under…
Disparate treatment occurs when a machine learning model yields different decisions for individuals based on a sensitive attribute (e.g., age, sex). In domains where prediction accuracy is paramount, it could potentially be acceptable to…
Species distribution models (SDMs) aim to predict the distribution of species by relating occurrence data with environmental variables. Recent applications of deep learning to SDMs have enabled new avenues, specifically the inclusion of…
Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…
A general class of models is proposed that is able to estimate the whole predictive distribution of a dependent variable $Y$ given a vector of explanatory variables $\xb$. The models exploit that the strength of explanatory variables to…
We exploit the link between the transport equation and derivatives of expectations to construct efficient pathwise gradient estimators for multivariate distributions. We focus on two main threads. First, we use null solutions of the…
This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…
We introduce a new category of multivariate conditional generative models and demonstrate its performance and versatility in probabilistic time series forecasting and simulation. Specifically, the output of quantile regression networks is…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
Schelling's model of segregation is one of the first and most influential models in the field of social simulation. There are many variations of the model which have been proposed and simulated over the last forty years, though the present…
General classes of bivariate distributions are well studied in literature. Most of these classes are proposed via a copula formulation or extensions of some characterisation properties in the univariate case. In Kundu(2022) we see one such…
In segmentation problems, inference on change-point position and model selection are two difficult issues due to the discrete nature of change-points. In a Bayesian context, we derive exact, non-asymptotic, explicit and tractable formulae…
This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…