Related papers: A Tractable Probability Distribution with Applicat…
A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…
A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…
The family of Boltzmann distributions is used in statistical mechanics to describe the distribution of states in systems with a given temperature. We give a novel characterization of this family as the unique one satisfying independence for…
In this note we define summable families in tempered distribution spaces and we state some their properties and characterizations. Summable families are the analogous of summable sequences in separable Hilbert spaces, but in tempered…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
We present a proximal algorithm that performs a variational recursion on the space of joint probability measures to propagate the stochastic uncertainties in power system dynamics over high dimensional state space. The proposed algorithm…
It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…
Statistical models of real world data typically involve continuous probability distributions such as normal, Laplace, or exponential distributions. Such distributions are supported by many probabilistic modelling formalisms, including…
A fundamental challenge in probabilistic modeling is to balance expressivity and inference efficiency. Tractable probabilistic models (TPMs) aim to directly address this tradeoff by imposing constraints that guarantee efficient inference of…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…
In this paper we consider probabilistic normed spaces as defined by Alsina, Sklar, and Schweizer, but equipped with non necessarily continuous triangle functions. Such spaces endow a generalized topology that is Fr\'echet-separable,…
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
A novel approach to adding two additional parameters to a family of distributions for better adaptability has been put forth. This approach yields a versatile class of distributions supported on the positive real line. We proceed to analyze…
We describe classes of ergodic dynamical systems for which some statistical properties are known exactly. These systems have integer dimension, are not globally dissipative, and are defined by a probability density and a two-form. This…
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…
We consider distributions on $\mathbb{R}$ that can be written as the sum of a non-zero discrete distribution and an absolutely continuous distribution. We show that such a distribution is quasi-infinitely divisible if and only if its…
In this paper, we propose cylindrical distributions obtained by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple…
This paper presents a new multi-query motion planning algorithm for linear Gaussian systems with the goal of reaching a Euclidean ball with high probability. We develop a new formulation for ball-shaped ambiguity sets of Gaussian…