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We conduct non-asymptotic analysis on the mean-field variational inference for approximating posterior distributions in complex Bayesian models that may involve latent variables. We show that the mean-field approximation to the posterior…

Statistics Theory · Mathematics 2019-11-06 Wei Han , Yun Yang

We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter…

Machine Learning · Statistics 2015-05-20 Wesley Tansey , Oscar Hernan Madrid Padilla , Arun Sai Suggala , Pradeep Ravikumar

Loops undergoing thermal fluctuations are prevalent in nature. Ring-like or cross-linked polymers, cyclic macromolecules, and protein-mediated DNA loops all belong to this category. Stability of these molecules are generally described in…

Computational Physics · Physics 2016-04-27 James T. Waters , Harold D. Kim

We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…

Methodology · Statistics 2019-01-11 Kevin Burke , M. C. Jones , Angela Noufaily

Sampling from circular distributions is a fundamental task in directional statistics. A key challenge in acceptance-rejection methods lies in selecting an efficient envelope density, as poor choices can lead to low acceptance rates and…

Methodology · Statistics 2025-06-17 Surojit Biswas , Buddhananda Banerjee

The modeling of probability distributions, specifically generative modeling and density estimation, has become an immensely popular subject in recent years by virtue of its outstanding performance on sophisticated data such as images and…

Machine Learning · Statistics 2023-01-02 Hongkang Yang

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

It is well known that any continuous probability density function on $\mathbb{R}^m$ can be approximated arbitrarily well by a finite mixture of normal distributions, provided that the number of mixture components is sufficiently large. The…

Statistics Theory · Mathematics 2020-04-15 Tin Lok James Ng , Kwok-Kun Kwong

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

Forecasters using flexible neural networks (NN) in multi-horizon distributional regression setups often struggle to gain detailed insights into the underlying mechanisms that lead to the predicted feature-conditioned distribution…

Machine Learning · Computer Science 2024-12-23 Alessandro Brusaferri , Danial Ramin , Andrea Ballarino

By considering the Einstein-Vlasov system for static spherically symmetric distributions of matter, we show that configurations with constant anisotropy parameter $\beta$ have, necessarily, a distribution function (DF) of the form…

General Relativity and Quantum Cosmology · Physics 2018-03-21 Henrique Matheus Gauy , Javier Ramos-Caro

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Statistics Theory · Mathematics 2025-01-14 Adrian Fischer , Robert E. Gaunt , Gesine Reinert , Yvik Swan

We study the statistical distribution of components in the non-perturbative parts of energy eigenfunctions (EFs), in which main bodies of the EFs lie. Our numerical simulations in five models show that deviation of the distribution from the…

Quantum Physics · Physics 2016-08-24 Jiaozi Wang , Wen-ge Wang

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…

Machine Learning · Statistics 2021-04-20 Marco Avella Medina , José Luis Montiel Olea , Cynthia Rush , Amilcar Velez

Another new family of continuous probability distribution is proposed by using Generalized Marshal-Olkin distribution as the base line distribution in the Kumaraswamy-G distribution. This family includes (Cordeiro and de Castro, 2011) and…

Statistics Theory · Mathematics 2016-09-16 Laba Handique , Subrata Chakraborty

We introduce a systematically improvable family of variational wave functions for the simulation of strongly correlated fermionic systems. This family consists of Slater determinants in an augmented Hilbert space involving "hidden"…

Strongly Correlated Electrons · Physics 2022-08-18 Javier Robledo Moreno , Giuseppe Carleo , Antoine Georges , James Stokes

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

The normality assumption on data set is very restrictive approach for modelling. The generalized form of normal distribution, named as an exponential power (EP) distribution, and its scale mixture form have been considered extensively to…

Statistics Theory · Mathematics 2017-07-20 Mehmet Niyazi Cankaya , Olcay Arslan

One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…

Statistics Theory · Mathematics 2016-04-29 Kanti V Mardia , John T Kent , Arnab K Laha