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The magnitude of Pearson correlation between two scalar random variables can be visually judged from the two-dimensional scatter plot of an independent and identically distributed sample drawn from the joint distribution of the two…

Methodology · Statistics 2023-03-14 Shanjun Mao , Xiaodan Fan , Jie Hu

Estimating causal effects under exogeneity hinges on two key assumptions: unconfoundedness and overlap. Researchers often argue that unconfoundedness is more plausible when more covariates are included in the analysis. Less discussed is the…

Statistics Theory · Mathematics 2020-01-06 Alexander D'Amour , Peng Ding , Avi Feller , Lihua Lei , Jasjeet Sekhon

Ordinal pattern dependence is a multivariate dependence measure based on the co-movement of two time series. In strong connection to ordinal time series analysis, the ordinal information is taken into account to derive robust results on the…

Statistics Theory · Mathematics 2021-06-09 Ines Nüßgen , Alexander Schnurr

We model the joint log-income distribution of parents and children and derive analytic expressions for canonical relative and absolute intergenerational mobility measures. We find that both types of mobility measures can be expressed as a…

Economics · Quantitative Finance 2017-06-26 Yonatan Berman

Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…

Statistics Theory · Mathematics 2016-03-03 Hazhir Homei

Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification…

Machine Learning · Statistics 2021-05-31 Yaniv Tenzer , Amit Moscovich , Mary Frances Dorn , Boaz Nadler , Clifford Spiegelman

The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a…

Methodology · Statistics 2026-01-30 Greg Kreider

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

We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…

Statistics Theory · Mathematics 2018-07-17 Alain Durmus , Eric Moulines

In this paper, a first sample-based formulation of the recently considered population observers, or ensemble observers, which estimate the state distribution of dynamic populations from measurements of the output distribution is…

Optimization and Control · Mathematics 2017-12-01 Shen Zeng

Biological sequences do not come at random. Instead, they appear with particular frequencies that reflect properties of the associated system or phenomenon. Knowing how biological sequences are distributed in sequence space is thus a…

Biological Physics · Physics 2024-04-18 Wei-Chia Chen , Juannan Zhou , David M. McCandlish

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…

Statistics Theory · Mathematics 2020-09-01 Giulio Prevedello , Ken R. Duffy

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

Ordinal categorical data are widely collected in psychology, education, and other social sciences, appearing commonly in questionnaires, assessments, and surveys. Latent class models provide a flexible framework for uncovering unobserved…

Machine Learning · Statistics 2026-02-26 Huan Qing

Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar, 2021, 2020). However, it…

Statistics Theory · Mathematics 2022-05-18 Andreas Eberl , Bernhard Klar

Conditional identity in distribution (Berti et al. (2004)) is a new type of dependence for random variables, which generalizes the well-known notion of exchangeability. In this paper, a class of random sequences, called Generalized Species…

Probability · Mathematics 2008-06-18 Federico Bassetti , Irene Crimaldi , Fabrizio Leisen

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino
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