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This paper addresses the problem of separating spectral sources which are linearly mixed with unknown proportions. The main difficulty of the problem is to ensure the full additivity (sum-to-one) of the mixing coefficients and…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Said Moussaoui , Jean-Yves Tourneret , Cedric Carteret

Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution…

Methodology · Statistics 2025-06-24 Fahad Mostafa , Md Rejuan Haque , Md Mostafijur Rahman , Farzana Nasrin

This paper is concerned with making Bayesian inference from data that are assumed to be drawn from a Bingham distribution. A barrier to the Bayesian approach is the parameter-dependent normalising constant of the Bingham distribution,…

Computation · Statistics 2014-01-14 Christopher J. Fallaize , Theodore Kypraios

We review common situations in Bayesian latent variable models where the prior distribution that a researcher specifies differs from the prior distribution used during estimation. These situations can arise from the positive definite…

Methodology · Statistics 2024-11-19 Edgar C. Merkle , Oludare Ariyo , Sonja D. Winter , Mauricio Garnier-Villarreal

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

Analysis of competing risks data plays an important role in the lifetime data analysis. Recently Feizjavadian and Hashemi (Computational Statistics and Data Analysis, vol. 82, 19-34, 2015) provided a classical inference of a competing risks…

Methodology · Statistics 2021-05-04 Debashis Samanta , Debasis Kundu

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…

Statistics Theory · Mathematics 2020-04-10 Jean-Charles Croix , Masoumeh Dashti , Istvàn Zoltàn Kiss

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

{In this paper we propose a new impact-parameter dependent CGC/saturation model. We introduce two new features in the model that make it consistent with what we know theoretically about the deep inelastic scattering. They are: the use of…

High Energy Physics - Phenomenology · Physics 2016-02-17 Carlos Contreras , Eugene Levin , Irina Potashnikova

We establish Lipschitz stability for both the potential and the initial conditions from a single boundary measurement in the context of a hyperbolic boundary initial value problem. In our setting, the initial conditions are allowed to…

Analysis of PDEs · Mathematics 2025-11-25 Shiqi Ma

We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…

Methodology · Statistics 2015-08-07 F. J. Rubio , M. F. J. Steel

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical…

Computation · Statistics 2015-08-24 David T. Frazier , Gael M. Martin , Christian P. Robert

We analyze the nearest neighbor spacing distributions of low-lying 2+ levels of even-even nuclei. We grouped the nuclei into classes defined by the quadrupole deformation parameter (Beta2). We calculate the nearest neighbor spacing…

Nuclear Theory · Physics 2011-02-14 A. Al-Sayed

We apply the Bayesian model selection method (based on the Bayes factor) to optimize $\sqrt{s_\mathrm{NN}}$-dependence in the phenomenological parameters of the (3+1)-dimensional hybrid framework for describing relativistic heavy-ion…

Nuclear Theory · Physics 2026-03-02 Syed Afrid Jahan , Hendrik Roch , Chun Shen

We derive the Bayes estimator for the parameters of a multinomial distribution under two loss functions ($1-B$ and $1-B^2$) that are based on the Bhattacharyya coefficient $B(\vec{p},\vec{q}) = \sum{\sqrt{p_kq_k}}$. We formulate a…

Statistics Theory · Mathematics 2016-12-26 Christopher Ferrie , Robin Blume-Kohout