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Related papers: Decompounding Under General Mixing Distributions

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Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

Mixtures of Gaussian (or normal) distributions arise in a variety of application areas. Many heuristics have been proposed for the task of finding the component Gaussians given samples from the mixture, such as the EM algorithm, a…

Probability · Mathematics 2007-05-23 Sanjeev Arora , Ravi Kannan

We present two different approaches for parameter learning in several mixture models in one dimension. Our first approach uses complex-analytic methods and applies to Gaussian mixtures with shared variance, binomial mixtures with shared…

Machine Learning · Computer Science 2020-01-22 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

In this paper, a new natural discrete version of the one parameter polynomial exponential family of distributions have been proposed and studied. The distribution is named as Natural Discrete One Parameter Polynomial Exponential (NDOPPE)…

Statistics Theory · Mathematics 2020-07-08 Sudhansu S. Maiti , Molay Kumar Ruidas , Sumanta Adhya

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

Applications · Statistics 2024-08-30 Brijesh P. Singh , Sandeep Singh , Utpal Dhar Das

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

Chemical Physics · Physics 2020-06-12 Jayashrita Debnath , Michele Parrinello

The analysis of count data is commonly done using Poisson models. Negative binomial models are a straightforward and readily motivated generalization for the case of overdispersed data, i.e., when the observed variance is greater than…

Methodology · Statistics 2016-01-06 Christian Röver , Stefan Andreas , Tim Friede

Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…

Information Theory · Computer Science 2018-03-16 Vinay Praneeth Boda

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Transformers are often the go-to architecture to build foundation models that ingest a large amount of training data. But these models do not estimate the probability density distribution when trained on regression problems, yet obtaining…

Machine Learning · Computer Science 2024-07-23 Henry W. Leung , Jo Bovy , Joshua S. Speagle

Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is…

Methodology · Statistics 2017-09-01 Jim Griffin , Fabrizio Leisen

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…

Statistics Theory · Mathematics 2026-03-31 Jianqing Fan , Zheng Tracy Ke , Zhaoyang Shi

Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions. It is of interest to…

Machine Learning · Statistics 2016-02-22 Julian Katz-Samuels , Clayton Scott

The fundamental task of general density estimation $p(x)$ has been of keen interest to machine learning. In this work, we attempt to systematically characterize methods for density estimation. Broadly speaking, most of the existing methods…

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models. The main idea is to iteratively refine a knockoff sampling mechanism until a criterion…

Methodology · Statistics 2020-03-03 Yaniv Romano , Matteo Sesia , Emmanuel J. Candès

For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…

Computation · Statistics 2023-01-09 Xiaohui Yuan , Shiting Zhou , Yue Wang

The article presents a systematic study of the problem of conditioning a Gaussian random variable $\xi$ on nonlinear observations of the form $F \circ \phi(\xi)$ where $\phi: \mathcal{X} \to \mathbb{R}^N$ is a bounded linear operator and…

Machine Learning · Statistics 2024-05-24 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart