Related papers: A bridge between the circular and linear normal di…
The normal distribution is well-known for several results that it is the only to fulfil. The aim of the present paper is to show that many of these characterizations actually follow from the fact that the derivative of the log-density of…
Identifiability of statistical models is a fundamental and essential condition that is required to prove the consistency of maximum likelihood estimators. The identifiability of the skew families of distributions on the circle and cylinder…
Many natural fibrous networks with fiber diameters much smaller than the average poresize can be described as three-dimensional (3D) random line networks. We consider here a `Mikado' model for such systems, consisting of straight line…
It is well known that a binomial $(n,p)$ can be approximated by a Poisson distribution with parameter $np$. The typical approach in undergraduate probability texts is to show a convergence result for the distribution of the binomial as $n$…
We recently demonstrated a connection between the random phase approximation (RPA) and coupled cluster theory [J. Chem. Phys. 129, 231101 (2008)]. Based on this result, we here propose and test a simple scheme for introducing long-range RPA…
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This…
In this manuscript we introduce a generalisation of the log-Normal distribution that is inspired by a modification of the Kaypten multiplicative process using the $q$-product of Borges [Physica A \textbf{340}, 95 (2004)]. Depending on the…
An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by…
We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…
Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…
We obtain the distance between the exact and approximate distributions of partial maxima of a random sample under power normalization. It is observed that the Hellinger distance and variational distance between the exact and approximate…
Generalized gamma distributions arise as limits in many settings involving random graphs, walks, trees, and branching processes. Pek\"oz, R\"ollin, and Ross (2016, arXiv:1309.4183 [math.PR]) exploited characterizing distributional fixed…
Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…
In this letter we derive the $(n-1)$-dimensional distribution corresponding to a $n$-dimensional i.i.d. Normal standard vector $Z=(Z_1,Z_2,\ldots,Z_n)$ subjected to the weighted sum constraint $\sum_{i=1}^n w_i Z_i=c$, $w_i\neq 0$. We first…
Normalizing flows are an established approach for modelling complex probability densities through invertible transformations from a base distribution. However, the accuracy with which the target distribution can be captured by the…
A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…