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A generalization of expectiles for d-dimensional multivariate distribution functions is introduced. The resulting geometric expectiles are unique solutions to a convex risk minimization problem and are given by d-dimensional vectors. They…

Risk Management · Quantitative Finance 2018-01-19 Klaus Herrmann , Marius Hofert , Melina Mailhot

Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical…

Statistics Theory · Mathematics 2024-12-30 Ha-Young Shin , Hee-Seok Oh

Quantiles are a fundamental concept in probability and theoretical statistics and a daily tool in their applications. While the univariate concept of quantiles is quite clear and well understood, its multivariate extension is more…

Statistics Theory · Mathematics 2024-01-08 Marc Hallin , Dimitri Konen

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

Probability · Mathematics 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

Methodology · Statistics 2016-02-08 Deepesh Bhati , Savitri Joshi

We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…

Methodology · Statistics 2026-02-05 Cheng Peng , Yizhou Li , Stan Uryasev

We derive out naturally some important distributions such as high order normal distributions and high order exponent distributions and the Gamma distribution from a geometrical way. Further, we obtain the exact mean-values of integral form…

Probability · Mathematics 2017-05-04 Cheng-shi Liu

We propose an integral geometric approach for computing dual distributions for the parameter distributions of multilinear models. The dual distributions can be computed from, for example, the parameter distributions of conics, multiple view…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Sami Sebastian Brandt

Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that…

Statistics Theory · Mathematics 2017-02-14 Andreas H Hamel , Daniel Kostner

We show that in any Euclidean space, an arbitrary probability measure can be reconstructed explicitly by its geometric (or spatial) distribution function. The reconstruction takes the form of a (potentially fractional) linear PDE, where the…

Statistics Theory · Mathematics 2024-04-11 Dimitri Konen

The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…

Probability · Mathematics 2024-07-31 Ken Yamamoto

Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…

Statistics Theory · Mathematics 2011-12-01 Parikshit Shah , Venkat Chandrasekaran

We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…

Methodology · Statistics 2022-12-13 Zehao Yu , Xianzheng Huang

Geometric graphs are a special kind of graph with geometric features, which are vital to model many scientific problems. Unlike generic graphs, geometric graphs often exhibit physical symmetries of translations, rotations, and reflections,…

Many scientific problems require to process data in the form of geometric graphs. Unlike generic graph data, geometric graphs exhibit symmetries of translations, rotations, and/or reflections. Researchers have leveraged such inductive bias…

Machine Learning · Computer Science 2022-02-23 Jiaqi Han , Yu Rong , Tingyang Xu , Wenbing Huang

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…

Optimization and Control · Mathematics 2026-05-08 Tapas Mondal , Akshay Kumar Ojha , Sabyasachi Pani

We study computing geometric problems on uncertain points. An uncertain point is a point that does not have a fixed location, but rather is described by a probability distribution. When these probability distributions are restricted to a…

Computational Geometry · Computer Science 2012-05-03 Allan Jorgensen , Maarten Löffler , Jeff M. Phillips

Mathematical descriptions of dynamical systems are deeply rooted in topological spaces defined by non-Euclidean geometry. This paper proposes leveraging structure-rich geometric spaces for machine learning to achieve structural…

Machine Learning · Computer Science 2025-02-20 Zack Xuereb Conti , David J Wagg , Nick Pepper

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu
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