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In directional statistics, the von Mises distribution is a key element in the analysis of circular data. While there is a general agreement regarding the estimation of its location parameter $\mu$, several methods have been proposed to…

Applications · Statistics 2024-09-10 Guillaume Marrelec , Alain Giron

Normalizing flows, which learn a distribution by transforming the data to samples from a Gaussian base distribution, have proven powerful density approximations. But their expressive power is limited by this choice of the base distribution.…

Machine Learning · Computer Science 2021-07-16 Mike Laszkiewicz , Johannes Lederer , Asja Fischer

Motivated by molecular biology, there has been an upsurge of research activities in directional statistics in general and its Bayesian aspect in particular. The central distribution for the circular case is von Mises distribution which has…

Computation · Statistics 2014-06-24 Peter G. M. Forbes , Kanti V. Mardia

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…

Statistics Theory · Mathematics 2012-02-27 Jean-François Coeurjolly , Nicolas Le Bihan

In this paper, we develop local expansions for the ratio of the centered matrix-variate $T$ density to the centered matrix-variate normal density with the same covariances. The approximations are used to derive upper bounds on several…

Statistics Theory · Mathematics 2022-11-18 Frédéric Ouimet

The special relativistic generalization of isotropic regularized kappa distributions is derived and compared to that of the original Olbertian (or standard) kappa distributions. It is demonstrated that for the latter the kappa parameter is…

High Energy Astrophysical Phenomena · Physics 2025-05-19 Linh Han Than , Klaus Scherer , Horst Fichtner

In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle $\mathbb{S}^1$ which is motivated by the differing geometry of $\mathbb{S}^1$ to Euclidean space. We provide an upper bound…

Probability · Mathematics 2021-05-28 Alexander Lewis

This paper studies circular correlations for the bivariate von Mises sine and cosine distributions. These are two simple and appealing models for bivariate angular data with five parameters each that have interpretations comparable to those…

Statistics Theory · Mathematics 2020-05-28 Saptarshi Chakraborty , Samuel W. K. Wong

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…

Statistics Theory · Mathematics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan

The von Mises-Fisher distribution as an exponential family can be expressed in terms of either its natural or its mean parameters. Unfortunately, however, the normalization function for the distribution in terms of its mean parameters is…

Computation · Statistics 2024-04-12 Marcel Nonnenmacher , Maneesh Sahani

Probability distributions in Stiefel manifold such as the von-Mises Fisher and Bingham distributions find diverse applications in signal processing and other applied sciences. Use of these statistical models in practice is complicated by…

Statistics Theory · Mathematics 2016-02-15 Lu Wei , Jukka Corander

The clustering property of complex networks indicates the abundance of small dense subgraphs in otherwise sparse networks. For a community-affiliation network defined by a superposition of Bernoulli random graphs, which has a nonvanishing…

Probability · Mathematics 2024-05-08 Mindaugas Bloznelis , Joona Karjalainen , Lasse Leskelä

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

We formalize a generalized form of the Pareto principle - ``fraction $p$ of inputs yields fraction $1-p$ of outputs'' - as a property of non-negative gain densities $\ell \in L^1([0,1])$, working with the decreasing rearrangement to obtain…

Physics and Society · Physics 2026-05-14 Antti Hippeläinen

During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances.…

Disordered Systems and Neural Networks · Physics 2019-05-13 Adrien Wohrer

It is conventional to calculate the probability of microlensing for a cosmologically distant source based on the Press-Gunn approximation that the lensing objects are uniformly and randomly distributed in the intervening space with a…

Astrophysics · Physics 2009-11-07 J. S. B. Wyithe , E. L. Turner

This paper is concerned with the optimal approximation of a given multivariate Dirac mixture, i.e., a density comprising weighted Dirac distributions on a continuous domain, by an equally weighted Dirac mixture with a reduced number of…

Systems and Control · Computer Science 2014-11-18 Uwe D. Hanebeck

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Information Theory · Computer Science 2022-01-25 Frank Nielsen

A large class of modern probabilistic learning systems assumes symmetric distributions, however, real-world data tend to obey skewed distributions and are thus not always adequately modelled through symmetric distributions. To address this…

Machine Learning · Statistics 2021-03-16 Shengxi Li , Danilo Mandic
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