Related papers: On the spherical Laplace distribution
This paper considers an extension of the multivariate symmetric Laplace distribution to matrix variate case. The symmetric Laplace distribution is a scale mixture of normal distribution. The maximum likelihood estimators (MLE) of the…
Motivated by the fact that circular or spherical data are often much concentrated around a location $\pmb\theta$, we consider inference about $\pmb\theta$ under "high concentration" asymptotic scenarios for which the probability of any…
The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…
One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…
Mixture modelling involves explaining some observed evidence using a combination of probability distributions. The crux of the problem is the inference of an optimal number of mixture components and their corresponding parameters. This…
Fourier analysis and representation of circular distributions in terms of their Fourier coefficients, is quite commonly discussed and used for model-free inference such as testing uniformity and symmetry etc. in dealing with 2-dimensional…
Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. As a popular approach, probabilistic rotation modeling additionally carries prediction uncertainty information, compared to single-prediction…
This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…
We discuss generalized linear models for directional data where the conditional distribution of the response is a von Mises-Fisher distribution in arbitrary dimension or a Bingham distribution on the unit circle. To do this properly, we…
Spatially varying directional data are routinely observed in several modern applications such as meteorology, biology, geophysics, engineering, etc. However, only a few approaches are available for covariate-dependent statistical analysis…
Small solar system bodies have widely dispersed orbital poles, posing challenges to dynamical models of solar system origin and evolution. To characterize the orbit pole distribution of dynamical groups of small bodies it helps to have a…
In this article, we propose joint location, scale and skewness models of the skew Laplace normal (SLN) distribution as an alternative model for joint modelling location, scale and skewness models of the skew-t-normal (STN) distribution when…
This paper focusses on robust estimation of location and concentration parameters of the von Mises-Fisher distribution in the Bayesian framework. The von Mises-Fisher (or Langevin) distribution has played a central role in directional…
Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace…
In this paper, we present the LSF parameters by a unit vector form, which has directional characteristics. The underlying distribution of this unit vector variable is modeled by a von Mises-Fisher mixture model (VMM). With the high rate…
In this work, we give a ${\rm poly}(d,k)$ time and sample algorithm for efficiently learning the parameters of a mixture of $k$ spherical distributions in $d$ dimensions. Unlike all previous methods, our techniques apply to heavy-tailed…
The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…
We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we…
The von Mises-Fisher distribution is one of the most widely used probability distributions to describe directional data. Finite mixtures of von Mises-Fisher distributions have found numerous applications. However, the likelihood function…
The conditional mean risk-sharing (CMRS) rule is an important tool for distributing aggregate losses across individual risks, but its implementation in continuous multivariate models typically requires complicated multidimensional…