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This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
A new acceptance-rejection method is proposed and investigated for the Bingham distribution on the sphere using the angular central Gaussian distribution as an envelope. It is shown to have high efficiency and to be straightfoward to use.…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
It is well known that generalized models is attracting the attention of researchers in recent times because of their flexibilities. Particularly, the logistic model has been generalized and applied by many authors while the half logistic…
In fields such as hydrology and climatology, modelling the entire distribution of positive data is essential, as stakeholders require insights into the full range of values, from low to extreme. Traditional approaches often segment the…
We propose a flexible formulation of the multivariate non-central skew t (NCST) distribution, defined by scaling skew-normal random vectors with independent chi-squared variables. This construction extends the classical multivariate t…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…
This paper introduces novel volatility diffusion models to account for the stylized facts of high-frequency financial data such as volatility clustering, intra-day U-shape, and leverage effect. For example, the daily integrated volatility…
We simulate the bond and site percolation models on several three-dimensional lattices, including the diamond, body-centered cubic, and face-centered cubic lattices. As on the simple-cubic lattice [Phys. Rev. E, \textbf{87} 052107 (2013)],…
Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is…
This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter $b$, proved versatile. The generalized Laplace distribution…
A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…
Many common loss functions such as mean-squared-error, cross-entropy, and reconstruction loss are unnecessarily rigid. Under a probabilistic interpretation, these common losses correspond to distributions with fixed shapes and scales. We…
Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
In this paper we propose a new four-parameters distribution with increasing, decreasing, bathtub-shaped and unimodal failure rate, called as the exponentiated Weibull-Poisson (EWP) distribution. The new distribution arises on a latent…
With the recent development of new geometric and angular-radial frameworks for multivariate extremes, reliably simulating from angular variables in moderate-to-high dimensions is of increasing importance. Empirical approaches have the…