Related papers: Multivariate Log-Skewed Distributions with normal …

Motivated by the analysis of the distribution of university grades, which is usually asymmetric, we discuss two informative priors for the shape parameter of the skew-normal distribution, showing that they lead to closed-form…

We examine the problem of computing multivariate scenarios sets for skewed distributions. Our interest is motivated by the potential use of such sets in the "stress testing" of insurance companies and banks whose solvency is dependent on…

In this paper, we proved that a log smooth family of log general type klt pairs with a special (in the sense of Campana) quasi-projective base is isotrivial. As a consequence, we proved the generalized Kebekus-Kov\'acs conjecture…

The normal-inverse-Wishart (NIW) distribution is commonly used as a prior distribution for the mean and covariance parameters of a multivariate normal distribution. The family of NIW distributions is also a minimal exponential family. In…

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical applications, we investigate a novel…

In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…

We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided in the last section.

Real-world data exhibiting skewed distributions pose a serious challenge to existing object detectors. Moreover, the samplers in detectors lead to shifted training label distributions, while the tremendous proportion of background to…

Many large-scale machine learning (ML) applications need to perform decentralized learning over datasets generated at different devices and locations. Such datasets pose a significant challenge to decentralized learning because their…

Tractable generalizations of the Gaussian distribution play an important role for the analysis of high-dimensional data. One very general super-class of Normal distributions is the class of $\nu$-spherical distributions whose random…

The aim of this paper is to discuss both higher-order asymptotic expansions and skewed approximations for the Bayesian Discrepancy Measure for testing precise statistical hypotheses. In particular, we derive results on third-order…

Staged tree models are a discrete generalization of Bayesian networks. We show that these form curved exponential families and derive their natural parameters, sufficient statistic, and cumulant-generating function as functions of their…

We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…

The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple…

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Let $M_n=\max \left(X_1, X_2, \ldots, X_n \right)$ denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It…

The binomial deviance and the SVM hinge loss functions are two of the most widely used loss functions in machine learning. While there are many similarities between them, they also have their own strengths when dealing with different types…

Studies in neuroscience have shown that biological synapses follow a log-normal distribution whose transitioning can be explained by noisy multiplicative dynamics. Biological networks can function stably even under dynamically fluctuating…