Related papers: On discriminating between Libby-Novick generalized…

Skewed generalizations of the normal distribution have been a topic of great interest in the statistics community due to their diverse applications across several domains. One of the most popular skew normal distributions, due to its…

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…

Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…

We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes…

General Probabilistic Theories provide the most general mathematical framework for the theory of probability in an operationally natural manner, and generalize classical and quantum theories. In this article, we study state-discrimination…

Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…

We study quantum algorithms working on classical probability distributions. We formulate four different models for accessing a classical probability distribution on a quantum computer, which are derived from previous work on the topic, and…

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on…

The inspiral, merger, and ringdown of Massive Black Hole Binaries (MBHBs) is one the main sources of Gravitational Waves (GWs) for the future Laser Interferometer Space Antenna (LISA), an ESA-led mission in the implementation phase. It is…

A decision must often be made between heavy-tailed and Gaussian errors for a regression or a time series model, and the t-distribution is frequently used when it is assumed that the errors are heavy-tailed distributed. The performance of…

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models…

Generalization and optimization guarantees on the population loss often rely on uniform convergence based analysis, typically based on the Rademacher complexity of the predictors. The rich representation power of modern models has led to…

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on…

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…

We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…

Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…

Combining information from multiple samples is often needed in biomedical and economic studies, but the differences between these samples must be appropriately taken into account in the analysis of the combined data. We study estimation for…