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This paper is a step-by-step tutorial for fitting a mixture distribution to data. It merely assumes the reader has the background of calculus and linear algebra. Other required background is briefly reviewed before explaining the main…

Other Statistics · Statistics 2020-10-13 Benyamin Ghojogh , Aydin Ghojogh , Mark Crowley , Fakhri Karray

We describe a method for signal parameter estimation using the signed cumulative distribution transform (SCDT), a recently introduced signal representation tool based on optimal transport theory. The method builds upon signal estimation…

Information Theory · Computer Science 2022-07-19 Sumati Thareja , Gustavo Rohde , Rocio Diaz Martin , Ivan Medri , Akram Aldroubi

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…

Methodology · Statistics 2025-11-26 Xueheng Shi , Robert Lund

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

This note presents a rigorous introduction to a selection of distributions along with their Fourier transforms, which are commonly encountered in signal processing and, in particular, magnetic resonance imaging (MRI). In contrast to many…

Functional Analysis · Mathematics 2025-06-24 Kaibo Tang

We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution (QSD) of an elliptic diffusion in a bounded domain. We…

Probability · Mathematics 2025-10-17 Fabien Panloup , Julien Reygner

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

Probability · Mathematics 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

We present a study of the Gaussian q-measure introduced by Diaz and Teruel from a probabilistic and from a combinatorial viewpoint. A main motivation for the introduction of the Gaussian q-measure is that its moments are exactly the…

Probability · Mathematics 2009-06-22 Rafael Diaz , Eddy Pariguan

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

Homodyned K (HK) distribution has been widely used to describe the scattering phenomena arising in various research fields, such as ultrasound imaging or optics. In this work, we propose a machine learning based approach to the estimation…

Machine Learning · Computer Science 2022-12-19 Michal Byra , Ziemowit Klimonda , Piotr Jarosik

This paper considers the problem of distributed estimation in wireless sensor networks (WSN), which is anticipated to support a wide range of applications such as the environmental monitoring, weather forecasting, and location estimation.…

Signal Processing · Electrical Eng. & Systems 2023-10-26 Meng He , Ran Li , Chuan Huang , Shulong Zhang

In this study, a family of distributions called cubic lower record-based transmuted is provided. A special case of this family is proposed as an alternative exponential distribution. Several statistical properties are explored. We utilize…

Methodology · Statistics 2026-01-06 Caner Tanış

In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…

Methodology · Statistics 2016-07-11 A. Llera , C. F. Beckmann

How to distribute a set of points uniformly on a spherical surface is a very old problem that still lacks a definite answer. In this work, we introduce a physical measure of uniformity based on the distribution of distances between points,…

Statistical Mechanics · Physics 2025-01-09 Luca Maria Del Bono , Flavio Nicoletti , Federico Ricci-Tersenghi

Nonstationarity of real-life time series requires model adaptation. In classical approaches like ARMA-ARCH there is assumed some arbitrarily chosen dependence type. To avoid their bias, we will focus on novel more agnostic approach: moving…

Methodology · Statistics 2025-06-09 Jarek Duda

Kurtosis is seen as a measure of the discrepancy between the observed data and a Gaussian distribution and is defined when the 4th moment is finite. In this work an empirical study is conducted to investigate the behaviour of the sample…

Statistical Finance · Quantitative Finance 2018-11-06 J. Martin van Zyl

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

This paper presents a new method to estimate systematic errors in the maximum-likelihood regression of count data. The method is applicable in particular to X-ray spectra in situations where the Poisson log-likelihood, or the Cash…

Instrumentation and Methods for Astrophysics · Physics 2023-05-03 M. Bonamente