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Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Given an i.i.d. sample drawn from a density $f$, we propose to test that $f$ equals some prescribed density $f_0$ or that $f$ belongs to some translation/scale family. We introduce a multiple testing procedure based on an estimation of the…

Statistics Theory · Mathematics 2016-08-16 Magalie Fromont , Béatrice Laurent

A new family of matrix variate distributions indexed by elliptical models are proposed in this work. The so called \emph{multimatricvariate distributions} emerge as a generalization of the bimatrix variate distributions based on matrix…

Statistics Theory · Mathematics 2018-07-19 José A. Díaz-García , Frencisco J. Caro-Lopera

We show that the standard textbook description of (restricted) Hartree--Fock theory for (Fermi) Hubbard-like models is in need of an update, and we present such an update allowing us to correct basic and established results in the condensed…

Strongly Correlated Electrons · Physics 2025-06-23 E. Langmann , J. Lenells

Epidemiologic and genetic studies in chronic obstructive pulmonary disease (COPD) and many complex diseases suggest subgroup disparities (e.g., by sex). We consider this problem from the standpoint of integrative analysis where we combine…

Methodology · Statistics 2023-09-26 J. Butts , C. Wendt , R. Bowler , C. P. Hersh , Q. Long , L. Eberly , S. E. Safo

A new approach to the semantics of identity types in intensional Martin-L\"of type theory is proposed, assuming only a category with finite limits and an interval. The specification of \emph{extensional} identity types in the original…

Category Theory · Mathematics 2026-01-13 Steve Awodey , Joseph Hua

Multiple testing literature contains ample research on controlling false discoveries for hypotheses classified according to one criterion, which we refer to as one-way classified hypotheses. Although simultaneous classification of…

Methodology · Statistics 2019-03-12 Shinjini Nandi , Sanat K. Sarkar

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

In many complex applications, data heterogeneity and homogeneity exist simultaneously. Ignoring either one will result in incorrect statistical inference. In addition, coping with complex data that are non-Euclidean becomes more common. To…

Methodology · Statistics 2021-05-28 Zixuan Han , Tao Li , Jinhong You

Effectively medication recommendation with complex multimorbidity conditions is a critical task in healthcare. Most existing works predicted medications based on longitudinal records, which assumed the information transmitted patterns of…

Machine Learning · Computer Science 2023-09-13 Sicen Liu , Xiaolong Wang , JIngcheng Du , Yongshuai Hou , Xianbing Zhao , Hui Xu , Hui Wang , Yang Xiang , Buzhou Tang

There is a growing need for flexible statistical distributions that can accurately model data defined on the unit interval. This paper introduces a new unit distribution, termed the unit Shiha (USh) distribution, which is derived from the…

Methodology · Statistics 2026-02-05 F. A. Shiha

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…

Machine Learning · Statistics 2021-07-14 Shengjia Zhao , Michael P. Kim , Roshni Sahoo , Tengyu Ma , Stefano Ermon

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

Methodology · Statistics 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

Methodology · Statistics 2024-06-18 Ivan Kojadinovic , Tommaso Martini

We consider an additive partially linear framework for modelling massive heterogeneous data. The major goal is to extract multiple common features simultaneously across all sub-populations while exploring heterogeneity of each…

Methodology · Statistics 2019-01-01 Binhuan Wang , Yixin Fang , Heng Lian , Hua Liang

Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one…

Machine Learning · Computer Science 2013-01-07 Wim Wiegerinck , Tom Heskes

We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…

Probability · Mathematics 2020-03-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

We put forward an adaptive alpha (Type I Error) that decreases as the information grows, for hypothesis tests in which nested linear models are compared. A less elaborate adaptation was already presented in \citet{PP2014} for comparing…

Methodology · Statistics 2021-01-06 D. Vélez , M. E. Pérez , L. R. Pericchi

Envelope model also known as multivariate regression model was proposed to solve the multiple response regression problems. It measures the linear association between predictors and multiple responses by using the minimal reducing subspace…

Methodology · Statistics 2018-05-07 Bochao Jia

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

Risk Management · Quantitative Finance 2016-07-19 Jianxi Su , Edward Furman