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The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Statistics Theory · Mathematics 2022-08-04 Taras Bodnar , Dmitry Otryakhin , Erik Thorsen

We consider the problem of estimating the joint distribution $P$ of $n$ independent random variables within the Bayes paradigm from a non-asymptotic point of view. Assuming that $P$ admits some density $s$ with respect to a given reference…

Statistics Theory · Mathematics 2020-03-30 Yannick Baraud , Lucien Birgé

The development of external evaluation criteria for soft clustering (SC) has received limited attention: existing methods do not provide a general approach to extend comparison measures to SC, and are unable to account for the uncertainty…

Machine Learning · Computer Science 2022-06-22 Andrea Campagner , Davide Ciucci , Thierry Denœux

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…

Statistics Theory · Mathematics 2025-10-16 Lap Chi Lau , Akshay Ramachandran

We outline an approach to a theory of various generalizations of the elliptic Calogero-Moser (CM) and Ruijsenaars-Shneider (RS) systems based on a special inverse problem for linear operators with elliptic coefficients. Hamiltonian theory…

solv-int · Physics 2007-05-23 I. M. Krichever

In a previous paper [Phys. Rev. A 105, 042205 (2022)], the distribution of resonance poles in the complex plane of the wavenumber $k$ associated to the multiple scattering of a quantum particle in a random point field was numerically…

Quantum Physics · Physics 2024-06-14 David Gaspard , Jean-Marc Sparenberg

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Probability · Mathematics 2019-12-05 Victor Korolev , Alexander Zeifman

With the increased availability of high intensity time-of-flight neutron and synchrotron X-ray scattering sources that can access wide ranges of momentum transfer, the pair distribution function method has become a standard analysis…

Materials Science · Physics 2015-09-03 James R. Neilson , Tyrel M. McQueen

In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…

Chaotic Dynamics · Physics 2015-05-13 Xavier Calbet , Ricardo Lopez-Ruiz

We have worked out simple analytical formulae that accurately approximate the relationship between the position of the source with respect to the lens center and the amplification of the images, hence the lens cross section, for realistic…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 A. Lapi , M. Negrello , J. Gonzalez-Nuevo , Z. -Y. Cai , G. De Zotti , L. Danese

Recently the termed \emph{multimatrix variate distributions} were proposed in \citet{dgcl:24a} as an alternative for univariate and vector variate copulas. The distributions are based on sample probabilistic dependent elliptically countered…

Statistics Theory · Mathematics 2024-08-06 Francisco J. Caro-Lopera , José A. Díaz-García

We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…

Statistics Theory · Mathematics 2021-05-20 Yujia Ding , Qidi Peng

A model for computing the probability density of event-by-event participant center-of-mass rapidity y^{c.m.} is presented. The evaluations of the y^{c.m.} distribution are performed for different collision energies and different…

Nuclear Theory · Physics 2013-07-19 V. Vovchenko , D. Anchishkin , L. P. Csernai

The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…

Statistics Theory · Mathematics 2022-05-25 Frédéric Ouimet

The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.

Statistics Theory · Mathematics 2015-06-02 Jose A. Diaz-Garcia

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…

Statistics Theory · Mathematics 2018-03-22 Jiang Hu , Weiming Li , Zhi Liu , Wang Zhou

Starting with just the assumption of uniformly distributed orbital orientations, we derive expressions for the distributions of the Keplerian orbital elements as functions of arbitrary distributions of eccentricity and semi-major axis. We…

Instrumentation and Methods for Astrophysics · Physics 2011-01-24 Dmitry Savransky , Eric Cady , N. Jeremy Kasdin

Counterfactual inference has become a ubiquitous tool in online advertisement, recommendation systems, medical diagnosis, and econometrics. Accurate modeling of outcome distributions associated with different interventions -- known as…

Machine Learning · Statistics 2021-07-13 Krikamol Muandet , Motonobu Kanagawa , Sorawit Saengkyongam , Sanparith Marukatat

As a result of the slow action of two-body encounters, globular clusters develop mass segregation and attain a condition of only partial energy equipartition even in their central, most relaxed regions. Realistic numerical simulations show…

Astrophysics of Galaxies · Physics 2020-03-18 Stefano Torniamenti , Giuseppe Bertin , Paolo Bianchini
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