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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

The skew monoidal categories of Szlach\'anyi are a weakening of monoidal categories where the three structural laws of left and right unitality and associativity are not required to be isomorphisms but merely transformations in a particular…

Logic in Computer Science · Computer Science 2021-01-27 Tarmo Uustalu , Niccolò Veltri , Noam Zeilberger

Many generalised distributions exist for modelling data with vastly diverse characteristics. However, very few of these generalisations of the normal distribution have shape parameters with clear roles that determine, for instance, skewness…

Methodology · Statistics 2023-12-01 Andriette Bekker , Matthias Wagener , Muhammad Arashi

The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…

Probability · Mathematics 2010-12-22 Adelchi Azzalini , Giuliana Regoli

The canonical form of scale mixtures of multivariate skew-normal distribution is defined, emphasizing its role in summarizing some key properties of this class of distributions. It is also shown that the canonical form corresponds to an…

Methodology · Statistics 2012-07-04 Antonella Capitanio

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, specially when the objective is to improve the performance of a stochastic system. However, the performance of these…

Information Theory · Computer Science 2014-07-04 Debarghya Ghoshdastidar , Ambedkar Dukkipati , Shalabh Bhatnagar

Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal…

Machine Learning · Computer Science 2019-06-14 Joshua Robinson , Suvrit Sra , Stefanie Jegelka

In this paper, we present an algorithm for the fitting of a location-scale variant of the canonical fundamental skew t (CFUST) distribution, a superclass of the restricted and unrestricted skew t-distributions. In recent years, a few…

Methodology · Statistics 2014-02-03 Sharon X. Lee , Geoffrey J. McLachlan

A new class of distributions, called as normal power series (NPS), which contains the normal one as a particular case, is introduced in this paper. This new class which is obtained by compounding the normal and power series distributions,…

Methodology · Statistics 2015-10-27 Eisa Mahmoudi , Hamed Mahmoodian

Families of mixtures of multivariate power exponential (MPE) distributions have been previously introduced and shown to be competitive for cluster analysis in comparison to other elliptical mixtures including mixtures of Gaussian…

Computation · Statistics 2023-01-24 Utkarsh J. Dang , Michael P. B. Gallaugher , Ryan P. Browne , Paul D. McNicholas

Several generalizations of the logistic distribution, and certain related models, are proposed by many authors for modeling various random phenomena such as those encountered in data engineering, pattern recognition, and reliability…

Statistics Theory · Mathematics 2019-03-19 Seema S Nair , Nicy Sebastian

Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the…

Methodology · Statistics 2025-05-22 Dionissios T. Hristopulos , Anastassia Baxevani , Giorgio Kaniadakis

The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…

Computation · Statistics 2016-11-25 Reinaldo B. Arellano-Valle , Javier E. Contreras-Reyes

Multivariate count data are commonly encountered through high-throughput sequencing technologies in bioinformatics, text mining, or in sports analytics. Although the Poisson distribution seems a natural fit to these count data, its…

Computation · Statistics 2020-04-16 Sanjeena Subedi , Ryan Browne

[Abridged] We seek approximations to the cosmic shear covariance that are as easy to use as the common approximations based on normal statistics, but yield more accurate covariance matrices and parameter errors. We derive expressions for…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Stefan Hilbert , Jan Hartlap , Peter Schneider

In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…

Statistics Theory · Mathematics 2019-10-22 Sricharan Shah , Subrata Chakraborty , Partha Jyoti Hazarika , M. Masoom Ali

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also…

Methodology · Statistics 2022-12-05 Hamid Reza Safaeyan , Karim Zare , Mohamad R. Mahmoudi , Amir Mosavi

In the field of federated learning, addressing non-independent and identically distributed (non-i.i.d.) data remains a quintessential challenge for improving global model performance. This work introduces the Feature Norm Regularized…

Machine Learning · Computer Science 2023-12-13 Ke Hu , WeiDong Qiu , Peng Tang

Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…

Methodology · Statistics 2009-11-12 Adelchi Azzalini , Antonella Capitanio