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Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…

Machine Learning · Statistics 2024-05-28 Jonathan So , Richard E. Turner

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…

Machine Learning · Statistics 2023-06-12 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu

The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…

Methodology · Statistics 2025-04-22 Veeranna Banoth

Modeling binary and categorical data is one of the most commonly encountered tasks of applied statisticians and econometricians. While Bayesian methods in this context have been available for decades now, they often require a high level of…

Computation · Statistics 2023-07-03 Gregor Zens , Sylvia Frühwirth-Schnatter , Helga Wagner

This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…

Statistics Theory · Mathematics 2019-09-04 Mahendra Saha , Abhimanyu Singh Yadav , Arvind Pandey , Shivanshi Shukla , Sudhansu S Maiti

A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme…

Applications · Statistics 2016-12-09 Paul Sharkey , Jonathan A. Tawn

This paper proposes a novel method to estimate parameters in a logistic regression model. After obtaining the estimators, their asymptotic properties are rigorously investigated.

Statistics Theory · Mathematics 2025-12-17 Jiwoong Kim

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Shanny Lin , Hao Zhu

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

In regression modelling approach, the main step is to fit the regression line as close as possible to the target variable. In this process most algorithms try to fit all of the data in a single line and hence fitting all parts of target…

Machine Learning · Statistics 2018-05-07 Kumarjit Pathak , Jitin Kapila , Aasheesh Barvey , Nikit Gawande

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…

Machine Learning · Computer Science 2018-08-01 Paolo Di Lorenzo , Paolo Banelli , Elvin Isufi , Sergio Barbarossa , Geert Leus

Recently, Verma et al. (2025) introduced a novel generalized class of Kavya-Manoharan distributions, which have demonstrated significant utility in reliability analysis and the modeling of lifetime data. This paper proposes an extension of…

Methodology · Statistics 2025-09-30 Lazhar Benkhelifa

We study a relaxation of the problem of coupling probability distributions -- a list of samples is generated from one distribution and an accept is declared if any one of these samples is identical to the sample generated from the other…

Machine Learning · Computer Science 2026-01-13 Joseph Rowan , Buu Phan , Ashish Khisti

The problem of overdispersion in multivariate count data is a challenging issue. Nowadays, it covers a central role mainly due to the relevance of modern technologies data, such as Next Generation Sequencing and textual data from the web or…

Methodology · Statistics 2025-02-24 Noemi Corsini , Cinzia Viroli
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