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The gravitational evolution of the cosmic one-point Probability Distribution Function (PDF) can be estimated using an analytic approximation that combines gravitational Perturbation Theory (PT) with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2007-05-23 P. Fosalba , E. Gaztanaga , E. Elizalde

The generative aspect model is an extension of the multinomial model for text that allows word probabilities to vary stochastically across documents. Previous results with aspect models have been promising, but hindered by the computational…

Machine Learning · Computer Science 2013-01-07 Thomas P. Minka , John Lafferty

Estimation of distribution algorithms (EDA) are stochastic optimization algorithms. EDA establishes a probability model to describe the distribution of solution from the perspective of population macroscopically by statistical learning…

Neural and Evolutionary Computing · Computer Science 2020-03-19 Zhenyu Liang , Yunfan Li , Zhongwei Wan

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Probability · Mathematics 2023-04-04 George Yanev

Existing weighting methods for treatment effect estimation are often built upon the idea of propensity scores or covariate balance. They usually impose strong assumptions on treatment assignment or outcome model to obtain unbiased…

Machine Learning · Computer Science 2023-05-09 Dongcheng Zhang , Kunpeng Zhang

We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the…

Mathematical Physics · Physics 2007-05-23 Przemyslaw Repetowicz , Peter Richmond

Variational Autoencoders (VAEs) are expressive latent variable models that can be used to learn complex probability distributions from training data. However, the quality of the resulting model crucially relies on the expressiveness of the…

Machine Learning · Computer Science 2018-06-12 Lars Mescheder , Sebastian Nowozin , Andreas Geiger

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…

Computational Finance · Quantitative Finance 2018-11-06 J. Martin van Zyl

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

Applications · Statistics 2024-12-03 Massimiliano Bonamente , Dale Zimmerman

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

Statistics Theory · Mathematics 2015-03-04 Robert W. Chen

This paper proposes to unify fading distributions by modeling the magnitude-squared of the instantaneous channel gain as an infinitely divisible random variable. A random variable is said to be infinitely divisible, if it can be written as…

Information Theory · Computer Science 2015-08-21 Adithya Rajan , Cihan Tepedelenlioglu , Ruochen Zeng

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

Statistics Theory · Mathematics 2017-01-26 Fetze Pijlman

In this article, we analyze perinatal data with birth weight (BW) as primarily interesting response variable. Gestational age (GA) is usually an important covariate and included in polynomial form. However, in opposition to this univariate…

Methodology · Statistics 2021-11-02 Jonathan Rathjens , Arthur Kolbe , Jürgen Hölzer , Katja Ickstadt , Nadja Klein

The method of generalized estimating equations (GEE) is popular in the biostatistics literature for analyzing longitudinal binary and count data. It assumes a generalized linear model (GLM) for the outcome variable, and a working…

Methodology · Statistics 2016-06-03 Aristidis K. Nikoloulopoulos

The two-parameter distribution known as exponential-Poisson (EP) distribution, which has decreasing failure rate, was introduced by Kus (2007). In this paper we generalize the EP distribution and show that the failure rate of the new…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Francisco Cribari-Neto

We study a process of generating random positive integer weight sequences $\{ W_n \}$ where the gaps between the weights $\{ X_n = W_n - W_{n-1} \}$ are i.i.d. positive integer-valued random variables. We show that as long as the gap…

Probability · Mathematics 2019-09-20 Erin Crossen Brown , Sevak Mkrtchyan , Jonathan Pakianathan

In this survey we present an extensive research of the vast literature about the Generalized Lambda Distribution (GLD) and propose a hurdle, or two-way, model whose associated distribution is the GLD in order to meet the demand for a highly…

Applications · Statistics 2019-01-04 Diego Marcondes , Cláudia Peixoto , Ana Carolina Maia

In this paper, we propose two new flexible Gini indices (extended lower and upper) defined via differences between the $i$-th observation, the smallest order statistic, and the largest order statistic, for any $1 \leqslant i \leqslant m$.…

Methodology · Statistics 2025-06-03 Roberto Vila , Helton Saulo

Several generalizations of the logistic distribution, and certain related models, are proposed by many authors for modeling various random phenomena such as those encountered in data engineering, pattern recognition, and reliability…

Statistics Theory · Mathematics 2019-03-19 Seema S Nair , Nicy Sebastian

The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2009-10-31 E. Gaztanaga , P. Fosalba , E. Elizalde