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We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

We identify all $[1, \lambda, 8]$-cycle regular $I$-graphs and all $[1, \lambda, 8]$-cycle regular double generalized Petersen graphs. As a consequence we describe linear recognition algorithms for these graph families. Using structural…

Combinatorics · Mathematics 2020-12-08 Nina Klobas , Matjaž Krnc

This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (PD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two…

Methodology · Statistics 2014-07-29 Armin Schwartzman

Normalizing flows are a class of generative models that enable exact likelihood evaluation. While these models have already found various applications in particle physics, normalizing flows are not flexible enough to model many of the…

High Energy Physics - Phenomenology · Physics 2022-09-07 Rob Verheyen

In this paper, we present an innovative method for constructing proper priors for the skewness (shape) parameter in the skew-symmetric family of distributions. The proposed method is based on assigning a prior distribution on the…

Methodology · Statistics 2017-08-28 Holger Dette , Christophe Ley , Francisco Javier Rubio

The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…

Methodology · Statistics 2015-06-19 Mathieu Gerber , Florian Pelgrin

In the analysis of data sets consisting of (X, Y)-pairs, a tacit assumption is that each pair corresponds to the same observation unit. If, however, such pairs are obtained via record linkage of two files, this assumption can be violated as…

Machine Learning · Statistics 2021-11-03 Zhenbang Wang , Emanuel Ben-David , Martin Slawski

Contrary to standard statistical models, unnormalised statistical models only specify the likelihood function up to a constant. While such models are natural and popular, the lack of normalisation makes inference much more difficult. Here…

Computation · Statistics 2014-12-01 Simon Barthelmé , Nicolas Chopin

We examine a recently-proposed family of nonlinear Schr\"odinger equations [J. Phys. A: Math. Gen. 27:1771(1994)] with respect to a group of transformations that linearize a subfamily of them. We investigate the structure of the whole…

Quantum Physics · Physics 2016-09-08 H. -D. Doebner , G. A. Goldin , P. Nattermann

The quantum Fisher information matrix is a central object in multiparameter quantum estimation theory. It is usually challenging to obtain analytical expressions for it because most calculation methods rely on the diagonalization of the…

Quantum Physics · Physics 2021-05-07 Lukas J. Fiderer , Tommaso Tufarelli , Samanta Piano , Gerardo Adesso

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

Exponential families of discrete probability distributions when the normalizing constant (or overall effect) is added or removed are compared in this paper. The latter setup, in which the exponential family is curved, is particularly…

Methodology · Statistics 2017-09-04 Anna Klimova , Tamás Rudas

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…

Quantum Physics · Physics 2014-08-14 Manfred K. Warmuth , Dima Kuzmin

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…

Statistics Theory · Mathematics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan

Statistical hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypotheses of centre implicitly assume a specific centre, e.g.,…

Methodology · Statistics 2024-02-21 Ryan Thompson , Catherine S. Forbes , Steven N. MacEachern , Mario Peruggia

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…

Statistics Theory · Mathematics 2023-02-16 Salem Said , Simon Heuveline , Cyrus Mostajeran

In many families of distributions, maximum likelihood estimation is intractable because the normalization constant for the density which enters into the likelihood function is not easily available. The score matching estimator of…

Statistics Theory · Mathematics 2014-09-03 Peter G. M. Forbes , Steffen Lauritzen

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume

The symmetric Kullback-Leibler centroid also called the Jeffreys centroid of a set of mutually absolutely continuous probability distributions on a measure space provides a notion of centrality which has proven useful in many tasks…

Information Theory · Computer Science 2024-11-26 Frank Nielsen