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This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

Statistics Theory · Mathematics 2013-02-14 Winston Wei Dou , David Pollard , Harrison H. Zhou

The aim of this paper is to introduce a new technique for calculation of observables, in particular multiplicity distributions, in various statistical ensembles at finite volume. The method is based on Fourier analysis of the grand…

Nuclear Theory · Physics 2008-12-18 M. Hauer , V. V. Begun , M. I. Gorenstein

This paper considers the problem of defining distributions over graphical structures. We propose an extension of the hyper Markov properties of Dawid and Lauritzen [Ann. Statist. 21 (1993) 1272-1317], which we term structural Markov…

Statistics Theory · Mathematics 2020-04-28 Simon Byrne , A. Philip Dawid

A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

Applications · Statistics 2024-08-30 Brijesh P. Singh , Sandeep Singh , Utpal Dhar Das

Lyapunov functions with exponential weights have been used successfully as a powerful tool for the stability analysis of hyperbolic systems of balance laws. In this paper we extend the class of weight functions to a family of hyperbolic…

Optimization and Control · Mathematics 2024-10-02 Martin Gugat

In this paper, we consider the family of hyperbolic quadratic polynomials parametrised by a complex constant; namely $P_{c}(z) = z^{2} + c$ with $|c| < 1$ and the family of hyperbolic cubic polynomials parametrised by two complex constants;…

Dynamical Systems · Mathematics 2019-06-11 Shrihari Sridharan , Atma Ram Tiwari

The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…

Statistics Theory · Mathematics 2024-06-21 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…

Probability · Mathematics 2010-08-19 L. B. Klebanov , A. V. Kakosyan , S. T. Rachev , G. Temnov

The closure of a discrete exponential family is described by a finite set of equations corresponding to the circuits of an underlying oriented matroid. These equations are similar to the equations used in algebraic statistics, although they…

Statistics Theory · Mathematics 2011-09-19 Johannes Rauh , Thomas Kahle , Nihat Ay

We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential…

Probability · Mathematics 2012-01-30 Alexey Kuznetsov

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

Chernoff information upper bounds the probability of error of the optimal Bayesian decision rule for $2$-class classification problems. However, it turns out that in practice the Chernoff bound is hard to calculate or even approximate. In…

Information Theory · Computer Science 2021-04-29 Frank Nielsen

Studies that collect multi-outcome data such as tobacco and alcohol use are becoming increasingly common. In principle, multi-outcomes studies investigate the correlations between outcomes, including, causal links and/or joint…

Methodology · Statistics 2022-11-03 George G. Vega Yon , Mary Jo Pugh , Thomas W. Valente

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

The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…

Data Analysis, Statistics and Probability · Physics 2014-02-25 Giorgio Sonnino , György Steinbrecher , Alberto Sonnino

The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…

Statistics Theory · Mathematics 2023-11-14 Chuancun Yin , Hua Dong

Despite the flexibility and popularity of mixture models, their associated parameter spaces are often difficult to represent due to fundamental identification problems. This paper looks at a novel way of representing such a space for…

Methodology · Statistics 2015-10-16 Vahed Maroufy , Paul Marriott

We consider families of piecewise linear maps in which the moduli of the two slopes take different values. In some parameter regions, despite the variations in the dynamics, the Lyapunov exponent and the topological entropy remain constant.…

Chaotic Dynamics · Physics 2015-03-20 V. Botella-Soler , J. A. Oteo , J. Ros , P. Glendinning

It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…

Data Analysis, Statistics and Probability · Physics 2016-05-02 Sergio Davis

The Bayesian predictive density has complex representation and does not belong to any finite-dimensional statistical model except for in limited situations. In this paper, we introduce its simple approximate representation employing its…

Statistics Theory · Mathematics 2020-10-30 Michiko Okudo , Fumiyasu Komaki