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Many application domains such as ecology or genomics have to deal with multivariate non Gaussian observations. A typical example is the joint observation of the respective abundances of a set of species in a series of sites, aiming to…

Methodology · Statistics 2018-05-01 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

Methodology · Statistics 2016-12-19 Rose Baker

This paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one…

Statistics Theory · Mathematics 2008-12-18 Malay Ghosh , Upasana Santra , Dalho Kim

The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…

Methodology · Statistics 2021-06-22 Cira E. G. Otiniano , Roberto Vila , Pedro C. Brom , Marcelo Bourguignon

The Poisson-gamma state space (PGSS) models have been utilized in the analysis of non-negative integer-valued time series to sequentially obtain closed form filtering and predictive densities. In this study, we show the underlying mechanics…

Methodology · Statistics 2025-12-18 Kaoru Irie , Tevfik Aktekin

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Methodology · Statistics 2017-09-20 Jarod Y. L. Lee , Peter J. Green , Louise M. Ryan

Asymptotic behaviour of conditional $\alpha$ diversity for the two-parameter Poisson-Dirichlet partition model and for the normalized generalized Gamma model has been recently investigated in Favaro et al. (2009, 2011) with a view to…

Probability · Mathematics 2011-05-05 Annalisa Cerquetti

In this paper we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram ("Discrete generalized exponential…

Methodology · Statistics 2017-01-16 Vahid Nekoukhou , Debasis Kundu

A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…

Statistics Theory · Mathematics 2016-05-10 Lucio Barabesi , Carolina Becatti , Marzia Marcheselli

This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where $\pm \x$ are equivalent), for…

Computation · Statistics 2012-05-28 Suvrit Sra , Dmitrii Karp

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

Methodology · Statistics 2016-07-13 A. Llera , C. F. Beckmann

The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…

Statistics Theory · Mathematics 2019-05-21 Nikolai Dokuchaev

We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…

Applications · Statistics 2015-01-27 Gianluca Mastrantonio , Antonello Maruotti , Giovanna Jona Lasinio

In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…

Applications · Statistics 2018-05-22 Pedro L. Ramos , Dipak K. Dey , Francisco Louzada , Victor H. Lachos

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

The zero-truncated Poisson distributions are certain discrete probability distributions whose supports are the set of positive integers, which are also known as the conditional Poisson distributions or the positive Poisson distributions. In…

Probability · Mathematics 2023-01-11 Taekyun Kim , Dae san Kim , Si-Hyeon Lee , Seong-Ho Park , Lee-Chae jang

Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that $p(y|x)$ remains invariant. We refer to such…

Methodology · Statistics 2025-02-07 Yujin Jeong , Dominik Rothenhäusler

This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…

Methodology · Statistics 2025-08-05 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao