Related papers: New methods to compute the generalized chi-square …
Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples…
In this paper we consider the probability density function (PDF) of the non-central $\chi^2$ distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and…
The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…
In this paper we investigate some methods on calculating the spaces of generalized semi-invariant distributions on p-adic spaces. Using homological methods, we give a criterion of automatic extension of (generalized) semi-invariant…
Statistical divergences are ubiquitous in machine learning as tools for measuring discrepancy between probability distributions. As these applications inherently rely on approximating distributions from samples, we consider empirical…
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…
A Fortran 90 module (GammaCHI) for computing and inverting the gamma and chi-square cumulative distribution functions (central and noncentral) is presented. The main novelty of this package are the reliable and accurate inversion routines…
The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…
This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…
The noncentral $t$-distribution is a generalization of the Student's $t$-distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral $t$-distribution which is…
Two modifications of the chi square test for comparing usual(unweighted) and weighted histograms and two weighted histograms are proposed. Numerical examples illustrate an application of the tests for the histograms with different…
A method is proposed for the calculation of diffusion constants for one-dimensional maps exhibiting deterministic diffusion. The procedure is based on harmonic inversion and uses a known relation between the diffusion constant and the…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
Generalized Wasserstein distances allow to quantitatively compare two continuous or atomic mass distributions with equal or different total mass. In this paper, we propose four numerical methods for the approximation of three different…
For Dirichlet characters $\chi$ mod $k$ where $k\geq 3$, we here give a computable formula for evaluating the mean square sums $\sum\limits_{\substack{\chi \text{ mod }k\\\chi(-1)=(-1)^r}}|L(r,\chi)|^2$ for any positive integer $r\geq 3$.…
In this paper, we present a dimension reduction method to reduce the dimension of parameter space and state space and efficiently solve inverse problems. To this end, proper orthogonal decomposition (POD) and radial basis function (RBF) are…
A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…
The chi square goodness-of-fit test is among the oldest known statistical tests, first proposed by Pearson in 1900 for the multinomial distribution. It has been in use in many fields ever since. However, various studies have shown that when…
In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…
In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…