Related papers: A bridge between the circular and linear normal di…
This paper presents an extensive survey of regular distributions in natural and social sciences. The survey includes studies from a wide scope of academic disciplines, in order to create an inventory of the different mathematical functions…
We use a macroscopic Hamiltonian approach to study the pinning of a solid--liquid--vapour contact line on an array of equidistant stripes of obstacles perpendicular to the liquid. We propose an estimate of the density of pinning stripes for…
In this article, I conduct a textual and contextual analysis of the empirical literature on Zipf's law for cities. Building on previous meta-analysis material openly available, I collect full texts and bibliographies of 66 scientific…
A normalizing flow models a complex probability density as an invertible transformation of a simple density. The invertibility means that we can evaluate densities and generate samples from a flow. In practice, autoregressive flow-based…
We study spike-and-slab priors for generalized linear models with possible grouped sparsity. The main result is an oracle Bernstein--von Mises theorem for the fractional posterior under supportwise likelihood assumptions. The proof develops…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…
Mean density of lower dimensional random closed sets, as well as the mean boundary density of full dimensional random sets, and their estimation are of great interest in many real applications. Only partial results are available so far in…
We propose a new approach towards approximating the density-to-pair-density map based on copula theory from statistics. We extend the copula theory to multi-dimensional marginals, and deduce that one can describe any (exact or approximate)…
We propose improvements in numerical evaluation of symmetric stable density and its partial derivatives with respect to the parameters. They are useful for more reliable evaluation of maximum likelihood estimator and its standard error.…
Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…
In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors,…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…
The Hellinger distance between quantum states is a significant measure in quantum information theory, known for its Riemannian and monotonic properties. It is also easier to compute than the Bures distance, another measure that shares these…
We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…
The distribution function of the sum $Z$ of two standard normally distributed random variables $X$ and $Y$ is computed with the concept of copulas to model the dependency between $X$ and $Y$. By using implicit copulas such as the Gauss- or…
We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…
We develop the theoretical basis for the connection of the variety of anisotropic distributions with the statistical correlations among particles velocity components. By examining the most common anisotropic distribution, we derive the…
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…