Related papers: Extensions of Panjer's recursion for mixed compoun…
Regression models, where the response variable is circular, are common in areas such as biology, geology and meteorology. A typical model assumes that the conditional distribution of the response follows a von-Mises distribution. However,…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…
Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model to describe the class size distribution. The model…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…
Several Artificial Intelligence schemes for reasoning under uncertainty explore either explicitly or implicitly asymmetries among probabilities of various states of their uncertain domain models. Even though the correct working of these…
We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
Expert systems applications that involve uncertain inference can be represented by a multidimensional contingency table. These tables offer a general approach to inferring with uncertain evidence, because they can embody any form of…
We investigate the utility to computational Bayesian analyses of a particular family of recursive marginal likelihood estimators characterized by the (equivalent) algorithms known as "biased sampling" or "reverse logistic regression" in the…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
Families of mixtures of multivariate power exponential (MPE) distributions have been previously introduced and shown to be competitive for cluster analysis in comparison to other elliptical mixtures including mixtures of Gaussian…
Tweedie exponential dispersion family constitutes a fairly rich sub-class of the celebrated exponential family. In particular, a member, compound Poisson gamma (CP-g) model has seen extensive use over the past decade for modeling mixed…
This paper gives the recursion formula for mixed multiplicities of maximal degrees with respect to joint reductions of ideals, which is one of important results in the mixed multiplicity theory. Using this result, we give consequences on…
In this paper we examine the claims reserving problem using Tweedie's compound Poisson model. We develop the maximum likelihood and Bayesian Markov chain Monte Carlo simulation approaches to fit the model and then compare the estimated…
Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…
The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…
Query evaluation in tuple-independent probabilistic databases is the problem of computing the probability of an answer to a query given independent probabilities of the individual tuples in a database instance. There are two main approaches…
This paper is devoted to rejective sampling. We provide an expansion of joint inclusion probabilities of any order in terms of the inclusion probabilities of order one, extending previous results by H\'ajek (1964) and H\'ajek (1981) and…
Stochastic modelling of fatigue (and other material's deterioration), as well as of cumulative damage in risk theory, are often based on compound sums of independent random variables, where the number of addends is represented by an…