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This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a…

The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme-value distribution may be approximated by the one of its extreme-value attractor. The extreme-value attractor has margins that belong to a…

Statistics Theory · Mathematics 2012-05-14 Simon Guillotte , Francois Perron , Johan Segers

In this paper, we present a Weibull link (skewed) model for categorical response data arising from binomial as well as multinomial model. We show that, for such types of categorical data, the most commonly used models (logit, probit and…

Methodology · Statistics 2018-04-04 Renault Caron , Debajyoti Sinha , Dipak Dey , Adriano Polpo

The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…

Statistics Theory · Mathematics 2026-04-07 Yingying Yang , Niloufar Dousti Mousavi , Zhou Yu , Jie Yang

Fertility plans, measured by the number of planned children, have been found to be affected by education and family background via complex tail dependencies. This challenge was previously met with the use of non-parametric jittering…

Methodology · Statistics 2019-11-18 Alina Peluso , Veronica Vinciotti , Keming Yu

Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…

Applications · Statistics 2015-08-06 Rasool Roozegar , Ali Akbar Jafari

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Eric J. Tchetgen Tchetgen

Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete…

Methodology · Statistics 2018-11-12 D. Gunawan , M. -N. Tran , K. Suzuki , J. Dick , R. Kohn

Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…

Methodology · Statistics 2020-10-08 Eric F. Lock

In this work, we have taken up some distributions, mostly Weibull family, whose quantile functions could not be obtained using the traditional inversion method. We have solved the same quantile functions by using the inversion method only,…

Computation · Statistics 2025-03-26 Subhashree Patra , Subarna Bhattacharjee

In this paper, we propose new sampling approaches for the Shrinkage Inverse-Wishart (SIW) distribution, a generalized family of the Inverse-Wishart distribution originally proposed by Berger et al. (2020, Annals of Statistics). It offers a…

Methodology · Statistics 2025-11-14 Yiye Jiang

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…

Methodology · Statistics 2014-11-10 Aristidis K. Nikoloulopoulos

The Weibull--like distributions form a large class of probability distributions that belong to the domain of attraction for the maxima of the Gumbel law. Besides the Weibull distribution, it includes important distributions as the Gamma…

Statistics Theory · Mathematics 2013-08-27 Armengol Gasull , José A. López-Salcedo , Frederic Utzet

In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…

Statistics Theory · Mathematics 2020-01-07 Stepan Grinek

The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…

Applications · Statistics 2023-11-15 Banoth Veeranna

This paper gives direct derivations of the differential equations and likelihood formulas of diffusion models assuming only knowledge of Gaussian distributions. A VAE analysis derives both forward and backward stochastic differential…

Machine Learning · Computer Science 2023-03-07 David McAllester

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

The Weibull distribution is a very applicable model for the lifetime data. In this paper, we have investigated inference on the parameters of Weibull distribution based on record values. We first propose a simple and exact test and a…

Statistics Theory · Mathematics 2015-01-12 Ali Akbar Jafari , Hojatollah Zakerzadeh

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

With the rapid development of distributed optimization (DO) theory, the distributed stochastic gradient methods (DSGMs) occupy an important position. Although the theory of different DSGMs has been widely established, the main-stream…

Optimization and Control · Mathematics 2026-04-24 Zhan Yu , Zhongjie Shi , Deming Yuan