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Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

The maximum likelihood principle is widely used in statistics, and the associated estimators often display good properties. indeed maximum likelihood estimators are guaranteed to be asymptotically efficient under mild conditions. However in…

Statistics Theory · Mathematics 2016-12-01 Christophe Culan , Claude Adnet

The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…

Statistics Theory · Mathematics 2015-02-26 A. Bekker , M. Arashi , J. van Niekerk

Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…

Statistics Theory · Mathematics 2022-03-28 Oskar Laverny

Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Vincent Desjacques

In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…

General Mathematics · Mathematics 2021-01-26 Yanyan Zhuang , Jianping Pan

In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…

Risk Management · Quantitative Finance 2025-08-15 Xiangyu Han , Yijun Hu , Ran Wang , Linxiao Wei

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

This paper introduces a new technique for learning probabilistic models of mass and friction distributions of unknown objects, and performing robust sliding actions by using the learned models. The proposed method is executed in two…

Robotics · Computer Science 2020-08-06 Changkyu Song , Abdeslam Boularias

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

Machine Learning · Computer Science 2026-01-13 Joseph Rowan , Buu Phan , Ashish Khisti

In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…

Methodology · Statistics 2021-10-22 Bhupendra Singh , Varun Agiwal , Ravindra Pratap Singh , Abhishek Tyagi

Extended X-ray emission can be studied either spatially (through its surface brightness profile) or spectrally (by analyzing the spectrum at various locations in the field). Both techniques have advantages and disadvantages, and when the…

High Energy Astrophysical Phenomena · Physics 2015-06-19 Michael E. Anderson , Joel N. Bregman

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…

Numerical Analysis · Computer Science 2015-12-11 V. N. Petrushin , E. V. Nikulchev , D. A. Korolev

Regular vine sequences permit the organisation of variables in a random vector along a sequence of trees. Regular vine models have become greatly popular in dependence modelling as a way to combine arbitrary bivariate copulas into…

Methodology · Statistics 2024-06-28 Anna Kiriliouk , Jeongjin Lee , Johan Segers

An important question in health services research is the estimation of the proportion of medical expenditures that exceed a given threshold. Typically, medical expenditures present highly skewed, heavy tailed distributions, for which (a)…

Applications · Statistics 2008-07-30 Sergio Venturini , Francesca Dominici , Giovanni Parmigiani

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

Negative binomial distribution is the most used distribution to model macro-parasite burden in hosts. However reliable maximum likelihood parameter estimation from data is far from trivial. No closed formula is available and numerical…

Applications · Statistics 2022-02-24 Gonzalo Maximiliano Lopez , Juan Pablo Aparicio

We study the problem of data integration from sources that contain probabilistic uncertain information. Data is modeled by possible-worlds with probability distribution, compactly represented in the probabilistic relation model. Integration…

Databases · Computer Science 2016-07-20 Fereidoon Sadri , Gayatri Tallur