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In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

Recent approaches to the problem of inferring a continuous probability distribution from a finite set of data have used a scalar field theory for the form of the prior probability distribution. This letter presents a more general form for…

Data Analysis, Statistics and Probability · Physics 2007-05-23 David M. Schmidt

Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…

Numerical Analysis · Mathematics 2021-08-31 Sebastian Ament , Michael O'Neil

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

Astrophysics of Galaxies · Physics 2021-08-11 Jun Yan Lau , James Binney

A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…

Materials Science · Physics 2008-09-04 Lynda Amirouche , Mathis Plapp

Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…

Methodology · Statistics 2024-10-16 Sarah S. Ji , Benjamin B. Chu , Hua Zhou , Kenneth Lange

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…

Dynamical Systems · Mathematics 2009-10-26 Samuel Bernard

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

More and more distributed software systems are being developed and deployed today. Like other software, distributed software systems also need very strong quality assurance support. Distributed software is often very large/complex, has…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-08 Xiaoqin Fu

Probabilistic diffusion models enjoy increasing popularity in the deep learning community. They generate convincing samples from a learned distribution of input images with a wide field of practical applications. Originally, these…

Image and Video Processing · Electrical Eng. & Systems 2023-09-19 Pascal Peter

A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…

Probability · Mathematics 2022-02-01 Lev Gelimson

Probabilistic models based on continuous latent spaces, such as variational autoencoders, can be understood as uncountable mixture models where components depend continuously on the latent code. They have proven to be expressive tools for…

Machine Learning · Computer Science 2024-06-27 Alvaro H. C. Correia , Gennaro Gala , Erik Quaeghebeur , Cassio de Campos , Robert Peharz

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

Statistical Mechanics · Physics 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…

Information Theory · Computer Science 2019-11-27 Hongyang Du , Jiayi Zhang , Kostas P. Peppas , Hui Zhao , Bo Ai , Xiaodan Zhang

The mollified uniform distribution is rediscovered, which constitutes a ``soft'' version of the continuous uniform distribution. Important stochastic properties are presented and used to demonstrate potential fields of applications. For…

Methodology · Statistics 2024-12-02 Christian H. Weiß