Related papers: Continuous scaled phase-type distributions
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a consequence, we deduce asymptotic approximations for the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Frailty models are essential tools in survival analysis for addressing unobserved heterogeneity and random effects in the data. These models incorporate a random effect, the frailty, which is assumed to impact the hazard rate…
Neural networks and other machine learning models compute continuous representations, while humans communicate mostly through discrete symbols. Reconciling these two forms of communication is desirable for generating human-readable…
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…
Materials with nanoscale phase separation are considered. These materials are formed by a mixture of several phases, so that inside one phase there exist nanosize inclusions of other phases, with random shapes and random spatial locations.…
Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…
Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…
The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based on differential equations have been used to deal with this…
We present a novel framework exploiting the cascade of phase transitions occurring during a simulated annealing of the Expectation-Maximisation algorithm to cluster datasets with multi-scale structures. Using the weighted local covariance,…
The experimentally measured multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We show that both these features can be used as additional…
We investigate the static and dynamic properties of a celebrated model of social segregation, providing a complete explanation of the mechanisms leading to segregation both in one- and two-dimensional systems. Standard statistical physics…
Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…
In recent years, data dimensionality has increasingly become a concern, leading to many parameter and dimension reduction techniques being proposed in the literature. A parameter-wise co-clustering model, for data modelled via continuous…
We argue that complex systems must possess long range correlations and illustrate this idea on the example of the mean field spin glass model. Defined on the complete graph, this model has no genuine concept of distance, but the long range…
We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…
Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…
Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…
We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…
In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable distribution. Based on the available methods, a new hybrid…