Related papers: Matrix multinomial distribution
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
Although an input distribution may not majorize a target distribution, it may majorize a distribution which is close to the target. Here we introduce a notion of approximate majorization. For any distribution, and given a distance $\delta$,…
Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application…
Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We introduce the evolving categories multinomial (ECM) distribution for multivariate count data taken over time. This distribution models the counts of individuals following iid stochastic dynamics among categories, with the number and…
The hypergeometric distributions have many important applications, but they have not had sufficient attention in information theory. Hypergeometric distributions can be approximated by binomial distributions or Poisson distributions. In…
In application areas like bioinformatics multivariate distributions on angles are encountered which show significant clustering. One approach to statistical modelling of such situations is to use mixtures of unimodal distributions. In the…
We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…
We extend Carleson's interpolation Theorem to sequences of matrices, by giving necessary and sufficient separation conditions for a sequence of matrices to be interpolating.
Every sufficiently big matrix with small spectral norm has a nearby low-rank matrix if the distance is measured in the maximum norm (Udell & Townsend, SIAM J Math Data Sci, 2019). We use the Hanson--Wright inequality to improve the estimate…
The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…
We investigate the distribution of the depth of a node containing a specific key or, equivalently, the number of steps needed to retrieve an item stored in a randomly grown binary search tree. Using a representation in terms of mixed and…
Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
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,…
Following the works by Lin et al. (Circuits Syst. Signal Process. 20(6): 601-618, 2001) and Liu et al. (Circuits Syst. Signal Process. 30(3): 553-566, 2011), we investigate how to factorize a class of multivariate polynomial matrices. The…
We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…