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In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…

Methodology · Statistics 2016-07-11 A. Llera , C. F. Beckmann

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…

Methodology · Statistics 2024-01-10 Yiyuan She , Xiaoqiang Wu , Lizhu Tao , Debajyoti Sinha

Nonparametric statistics for distribution functions F or densities f=F' under qualitative shape constraints provides an interesting alternative to classical parametric or entirely nonparametric approaches. We contribute to this area by…

Methodology · Statistics 2016-10-31 Lutz Duembgen , Petro Kolesnyk , Ralf A. Wilke

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

Statistics Theory · Mathematics 2017-03-28 Meitner Cadena

The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…

High Energy Physics - Phenomenology · Physics 2017-04-05 Jacques Soffer , Claude Bourrely

A model equation has been proposed to describe bimodal features in vehicular traffic flows. The dynamics of the bimodal distribution reveals the existence of a fixed point that is connected to itself by a homoclinic trajectory. The…

Physics and Society · Physics 2014-04-15 Arjun Mullick , Arnab K. Ray

In the present paper we propose a new approach to investigate the logistic function, commonly used in mathematical models in economics and management. The approach is based on indicating in a given time series, having a logistic trend, some…

Classical Analysis and ODEs · Mathematics 2014-02-14 Grzegorz Rzadkowski , Iwona Głażewska , Katarzyna Sawińska

This paper provides two different novel approaches of slice sampling to estimate the parameters of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters. We carry out the bayesian analysis…

Methodology · Statistics 2018-09-19 Biplab Paul , Arabin Kumar Dey , Sanku Dey

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Many approximate Bayesian inference methods assume a particular parametric form for approximating the posterior distribution. A multivariate Gaussian distribution provides a convenient density for such approaches; examples include the…

Methodology · Statistics 2023-02-20 Jackson Zhou , Clara Grazian , John Ormerod

In this paper, three different proofs to a result of Wang, Peng and Yang (2013) which related to the joint mixability of elliptical distributions with the same characteristic generator are present. Moreover, we generalize this result to any…

Statistics Theory · Mathematics 2023-05-12 Chuancun Yin , Dan Zhu

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

With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…

Methodology · Statistics 2024-01-26 Chengdi Lian , Yaohua Rong , Weihu Cheng

In this paper a new lifetime distribution which is obtained by compounding Lindley and geometric distributions, named Lindley-geometric (LG) distribution, is introduced. Several properties of the new distribution such as density, failure…

Computation · Statistics 2012-04-20 Hojjatollah Zakerzadeh , Eisa Mahmoudi

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…

Methodology · Statistics 2012-04-30 Artur J. Lemonte , Guillermo Martínez-Florez , Germán Moreno-Arenas

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.

Statistics Theory · Mathematics 2007-06-13 Chunlin Wang

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen