Related papers: On the computation and inversion of the cumulative…
In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…
The problem of calculating the probability density and distribution function of a strictly stable law is considered at $x\to0$. The expansions of these values into power series were obtained to solve this problem. It was shown that in the…
Consider a permutation p to be any finite list of distinct positive integers. A statistic is a function St whose domain is all permutations. Let S(p,q) be the set of shuffles of two disjoint permutations p and q. We say that St is shuffle…
A wide class of physical distributions appears to follow the q-Gaussian form, which plays the role of attractor according to a Central Limit Theorem generalized in the presence of specific correlations between the relevant random variables.…
We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
A simple closed-form approximation for the median of the beta distribution Beta(a, b) is introduced: (a-1/3)/(a+b-2/3) for (a,b) both larger than 1 has a relative error of less than 4%, rapidly decreasing to zero as both shape parameters…
We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of…
In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let $X$ and $Y$ be independent, non-degenerate random variables with values in $(0,1)$, then $U=1-XY$ and $V=\frac{1-X}{U}$ are…
Three long memory models, ARFIMA, Timmer and Konig 1995, and a circular convolution model based on Wold's representation theorem are examined. Each model is shown to produce sequences with nonstationary generalized beta marginal…
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…
The nonlocal diffusion equation with continuous kernel $K(x,y$, with $ \int_{R} K(y,x) \, d \, y = 1$ has been proposed as a model for some evolution process with diffusion, including population models. However, in general, we don't have $…
In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of…
We give a new large deviation inequality for sums of random variables of the form $Z_k = f(X_k,X_t)$ for $k,t\in \mathbb{N}$, $t$ fixed, where the underlying process $X$ is $\beta$-mixing. The inequality can be used to derive concentration…
We propose two classes of nonparametric point estimators of $\theta=P(X<Y)$ in the case where $(X,Y)$ are paired, possibly dependent, absolutely continuous random variables. The proposed estimators are based on nonparametric estimators of…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
We employ a recent resummation method to deal with divergent series, based on the Meijer G-function, which gives access to the non-perturbative regime of any QFT from the first few known coefficients in the perturbative expansion. Using…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
Estimating nonlinear functionals of probability distributions from samples is a fundamental statistical problem. The "plug-in" estimator obtained by applying the target functional to the empirical distribution of samples is biased.…