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For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…

Systems and Control · Computer Science 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

The aim of this note is to state a couple of general results about the properties of the penalized maximum likelihood estimators (pMLE) and of the posterior distribution for parametric models in a non-asymptotic setup and for possibly large…

Statistics Theory · Mathematics 2022-12-13 Vladimir Spokoiny

Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…

Machine Learning · Statistics 2019-05-15 Yue Yang , Ryan Martin , Howard Bondell

Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal…

Machine Learning · Computer Science 2022-11-22 Hanze Dong , Shizhe Diao , Weizhong Zhang , Tong Zhang

We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…

Discrete Mathematics · Computer Science 2024-03-20 Charilaos Efthymiou

Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…

Probability · Mathematics 2026-05-22 R. Labouriau

The symmetric Kullback-Leibler centroid also called the Jeffreys centroid of a set of mutually absolutely continuous probability distributions on a measure space provides a notion of centrality which has proven useful in many tasks…

Information Theory · Computer Science 2024-11-26 Frank Nielsen

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

Machine Learning · Computer Science 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many…

Optimization and Control · Mathematics 2016-04-15 Duy Khuong Nguyen , Tu Bao Ho

In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is…

Statistical Mechanics · Physics 2011-02-08 Ramses van Zon , Jeremy Schofield

Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…

Astrophysics · Physics 2016-08-30 F. Sylos Labini , L. Pietronero

We introduce a new five-parameter family of size distributions on the semi-finite interval $[x_0, \infty), x_0 \geqslant 0$, with two attractive features. First, it interpolates between power laws, such as the Pareto distribution, and power…

Statistics Theory · Mathematics 2016-07-08 Corinne Sinner , Yves Dominicy , Christophe Ley , Julien Trufin , Patrick Weber

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

A new potential is presented for spherical galaxies. The technique of the construction of our model is similar to that given by An and Evans. In a special case, its mass density becomes a special one of the Hernquist model. Another special…

Astrophysics of Galaxies · Physics 2025-03-11 Zhenglu Jiang , Zanchen Zhuo

Posterior tempering reduces the influence of the likelihood in the calculation of the posterior by raising the likelihood to a fractional power $\alpha$. The resulting power posterior - also known as an $\alpha$-posterior or fractional…

Statistics Theory · Mathematics 2026-01-15 Ruchira Ray , Marco Avella Medina , Cynthia Rush

As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…

Statistics Theory · Mathematics 2024-09-12 Li Tuobang

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

Statistics Theory · Mathematics 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

In this paper, we propose an adaptive framework for the variable power of the fractional least mean square (FLMS) algorithm. The proposed algorithm named as robust variable power FLMS (RVP-FLMS) dynamically adapts the fractional power of…

Optimization and Control · Mathematics 2017-02-07 Jawwad Ahmad , Muhammad Usman , Shujaat Khan , Imran Naseem , Hassan Jamil Syed

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

Fourier series solutions to the deflection and magnification by a family of three-dimensional cusped two power-law ellipsoidal mass distributions are presented. The cusped two power-law ellipsoidal mass distributions are characterized by…

Astrophysics · Physics 2009-11-07 Kyu-Hyun Chae