Related papers: A likelihood ratio test for circular multimodality
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We critically investigate current statistical tests applied to high redshift clusters of galaxies in order to test the standard cosmological model and describe their range of validity. We carefully compare a sample of high-redshift,…
We study collections of point masses which move freely along the real line and stick together when they collide via perfectly inelastic collisions. We quantify the way particles stick together and explain how to associate a probability…
Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…
We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…
We study the variability of a risk from the statistical viewpoint of multimodality of the conditional loss distribution given that the aggregate loss equals an exogenously provided capital. This conditional distribution serves as a building…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…
In a multifidelity setting, data are available under the same conditions from two (or more) sources, e.g. computer codes, one being lower-fidelity but computationally cheaper, and the other higher-fidelity and more expensive. This work…
The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes…
In the context of likelihood ratio testing with parameters on the boundary, we revisit two situations for which there are some discrepancies in the literature: the case of two parameters of interest on the boundary, with all other…
The design of optimal test statistics is a key task in frequentist statistics and for a number of scenarios optimal test statistics such as the profile-likelihood ratio are known. By turning this argument around we can find the profile…
In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…
Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…
Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity. In this paper, we propose a novel…
The study of "random segments" is a classic issue in geometrical probability, whose complexity depends on how it is defined. But in apparently simple models, the random behavior is not immediate. In the present manuscript the following…
Recently Khmaladze has shown how to `rotate' one empirical process to another. This paper is the first to apply this transform when successive data points are generated by a single distributional family, but with covariates varying over the…
The experimentally measured multiplicity distributions exhibit, after closer inspection, peculiarly enhanced void probability and oscillatory behavior of the modified combinants. We show that both these features can be used as additional…
Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…
We study a variant of the voter model with multiple opinions; individuals can imitate each other and also change their opinion randomly in mutation events. We focus on the case of a population with all-to-all interaction. A noise-driven…