Related papers: The 8-parameter Fisher-Bingham distribution on the…
The Fisher information matrix (FIM) is a fundamental quantity to represent the characteristics of a stochastic model, including deep neural networks (DNNs). The present study reveals novel statistics of FIM that are universal among a wide…
We use the spherical collapse (SC) approximation to derive expressions for the smoothed redshift-space probability distribution function (PDF), as well as the $p$-order hierarchical amplitudes $S_p$, in both real and redshift space. We…
It is well known that the Fisher information induces a Riemannian geometry on parametric families of probability density functions. Following recent work, we consider the nonparametric generalization of the Fisher geometry. The resulting…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…
Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…
We study the one-point probability distribution function (PDF) for matter density averaged over spherical cells. The leading part to the PDF is defined by spherical collapse dynamics, whereas the next-to-leading part comes from the…
The normalization constraint on probability density poses a significant challenge for solving the Fokker-Planck equation. Normalizing Flow, an invertible generative model leverages the change of variables formula to ensure probability…
This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…
The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…
We develop a family of infinite-dimensional Banach manifolds of measures on an abstract measurable space, employing charts that are "balanced" between the density and log-density functions. The manifolds, $(\tilde{M}_{\lambda},\lambda\in…
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial…
This paper considers the 3D spatial fading correlation (SFC) resulting from an angle-of-arrival (AoA) distribution that can be modelled by a mixture of Fisher-Bingham distributions on the sphere. By deriving a closed-form expression for the…
The Fisher-Bingham system is a system of linear partial differential equations satisfied by the Fisher-Bingham integral for the $n$-dimensional sphere $S^n$. The system is given in [Nakayama et al. (2011), Theorem 2] and it is shown that it…
A principled procedure to infer a hierarchy of statistical distributions possessing ill-conditioned eigenstructures, from incomplete constraints, is presented. The inference process of the \textit{pdf}'s employs the Fisher information as…
We numerically study the volume density probability distribution function (n-PDF) and the column density probability distribution function (Sigma-PDF) resulting from thermally bistable turbulent flows. We analyze three-dimensional…
We study properties of Fisher distribution (von Mises-Fisher distribution, matrix Langevin distribution) on the rotation group SO(3). In particular we apply the holonomic gradient descent, introduced by Nakayama et al. (2011), and a method…
The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…
Hallin and Ley [Bernoulli 18 (2012) 747-763] investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analysis of the…
Quantum Fisher information matrix (QFIM) is a cornerstone of modern quantum metrology and quantum information geometry. Apart from optimal estimation, it finds applications in description of quantum speed limits, quantum criticality,…