Related papers: Estimation of multivariate generalized gamma convo…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
Expressions for the summation of a new series involving the Laguerre polynomials are obtained in terms of generalized hypergeometric functions. These results provide alternative, and in some cases simpler, expressions to those recently…
In this paper, we introduce a new multivariate discrete distribution which called multivariate unification of generalized Apostol type distribution (UGAT). Several prop- erties are studied as, moments, probability generating function and…
Consider the well-known Langevin diffusion on $\mathbb{R}^d$ $$\mathrm{d} X_t = -\nabla U(X_t)\,\mathrm{d} t + \sqrt{2}\mathrm{d} B_t, $$ and its Euler-Maruyama discretization given by $$X_{k+1}=X_k-\eta \nabla U(X_k)+\sqrt{2\eta…
We construct relative Gromov--Witten theory with expanded degenerations in the normal crossings setting and establish a degeneration formula for the resulting invariants. Given a simple normal crossings pair $(X,D)$, we show that there…
Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case…
Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
The generalized gamma distribution shows up in many problems related to engineering, hydrology as well as survival analysis. Earlier work has been done that estimated the deviation of the exponential and the Weibull distribution from…
We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
A unified, fast, and effective approach is developed for numerical calculation of the well-known plasma dispersion function with extensions from Maxwellian distribution to almost arbitrary distribution functions, such as the $\delta$, flat…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
The aim of this paper is to introduce the degenerate generalized Laguerre polynomials as the degenerate version of the generalized Laguerre polynomials and to derive some properties related to those polynomials and Lah numbers, including an…
Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope. Therefore, we find…
In this paper, we study a mixed variational problem subject to perturbations, where the noise term is modelled by means of a bilinear form that has to be understood to be "small" in some sense. Indeed, we consider a family of such problems…
This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…