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We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…

Statistics Theory · Mathematics 2022-08-11 Aishwarya Bhaskaran , Matt P. Wand

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

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

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…

Computation · Statistics 2018-04-03 Arabin Kumar Dey , Debasis Kundu , Tumati Kiran Kumar

We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Lei Xin , George Chiu , Shreyas Sundaram

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…

Methodology · Statistics 2018-12-04 Linh Nghiem , Michael Byrd , Cornelis Potgieter

Speech enhancement is a critical component of many user-oriented audio applications, yet current systems still suffer from distorted and unnatural outputs. While generative models have shown strong potential in speech synthesis, they are…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-11 Yen-Ju Lu , Zhong-Qiu Wang , Shinji Watanabe , Alexander Richard , Cheng Yu , Yu Tsao

Fault-tolerant distributed algorithms are central for building reliable spatially distributed systems. Unfortunately, the lack of a canonical precise framework for fault-tolerant algorithms is an obstacle for both verification and…

Formal Languages and Automata Theory · Computer Science 2012-10-16 Annu John , Igor Konnov , Ulrich Schmid , Helmut Veith , Josef Widder

The reconstruction of the parameter of the model by the measurement of the random variable depending on this parameter is one of the main tasks of statistics. In the paper the notion of the statistically dual distributions is introduced.…

Statistics Theory · Mathematics 2007-06-13 S. I. Bityukov , V. V. Smirnova , V. A. Taperechkina

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Machine Learning · Computer Science 2022-10-19 Philipp Giese

This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some…

Statistics Theory · Mathematics 2010-12-09 Ana Arribas-Gil , Elisabeth Gassiat , Catherine Matias

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

Distributed Opportunistic Scheduling (DOS) techniques have been recently proposed to improve the throughput performance of wireless networks. With DOS, each station contends for the channel with a certain access probability. If a contention…

Networking and Internet Architecture · Computer Science 2014-12-16 Andres Garcia-Saavedra , Albert Banchs , Pablo Serrano , Joerg Widmer

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei