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Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…

In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment…

This paper provides a framework for estimating the mean and variance of a high-dimensional normal density. The main setting considered is a fixed number of vector following a high-dimensional normal distribution with unknown mean and…

In directional statistics, the von Mises-Fisher (vMF) distribution is one of the most basic and popular probability distributions for data on the unit hypersphere. Recently, the spherical normal (SN) distribution was proposed as an…

This work addresses the problem of range-Doppler multiple target detection in a radar system in the presence of slow-time correlated and heavy-tailed distributed clutter. Conventional target detection algorithms assume Gaussian-distributed…

The Minimum Covariance Determinant (MCD) approach robustly estimates the location and scatter matrix using the subset of given size with lowest sample covariance determinant. Its main drawback is that it cannot be applied when the dimension…

We develop novel clustering algorithms for functional data when the number of clusters $K$ is unknown and also when it is prefixed. These algorithms are developed based on the Maximum Mean Discrepancy (MMD) measure between two sets of…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t…

Time series classification (TSC), the problem of predicting class labels of time series, has been around for decades within the community of data mining and machine learning, and found many important applications such as biomedical…

The re-emergence of mosquito-borne diseases (MBDs), which kill hundreds of thousands of people each year, has been attributed to increased human population, migration, and environmental changes. Convolutional neural networks (CNNs) have…

Markov Chain Monte Carlo (MCMC) is a popular class of statistical methods for simulating autocorrelated draws from target distributions, including posterior distributions in Bayesian analysis. An important consideration in using simulated…

High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…

A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…

Fine particulate matter (PM2.5) is associated with adverse human health effects, and China is currently suffering from serious PM2.5 pollution. To obtain spatially continuous ground-level PM2.5 concentrations, several models established by…

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

The Heckman selection model is one of the most well-renounced econometric models in the analysis of data with sample selection. This model is designed to rectify sample selection biases based on the assumption of bivariate normal error…

This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…

Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) approach. Especially for distributions with normal mean-variance…

We describe a new deep learning approach to cardinality estimation. MSCN is a multi-set convolutional network, tailored to representing relational query plans, that employs set semantics to capture query features and true cardinalities.…