Related papers: Approximation Operators, Exponential, q-Exponentia…
We propose using a discounted version of a convex combination of the log-likelihood with the corresponding expected log-likelihood such that when they are maximized they yield a filter, predictor and smoother for time series. This paper…
It is shown that a consistent application of Bayesian updating from a prior probability density to a posterior using evidence in the form of expectation constraints leads to exactly the same results as the application of the maximum entropy…
We study the class on non-parametric deformed statistical models where the deformed exponential has linear growth at infinity and is sub-exponential at zero. This class generalizes the class introduced by N.J.~Newton. We discuss the…
Exponential families are the workhorses of parametric modelling theory. One reason for their popularity is their associated inference theory, which is very clean, both from a theoretical and a computational point of view. One way in which…
Various forms of the $q$-boson are explained and their hidden symmetry revealed by transformations using the exponential phase operator. Both the one-component and the multicomponent $q$-bosons are discussed. As a byproduct, we obtain a new…
Exponential families are a particular class of statistical manifolds which are particularly important in statistical inference, and which appear very frequently in statistics. For example, the set of normal distributions, with mean {\mu}…
Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…
For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to…
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
Compound distributions allow construction of a rich set of distributions. Typically they involve an intractable integral. Here we use a quadrature approximation to that integral to define the quadrature compound family. Special care is…
In this paper, we discuss asymptotic relations for the approximation of $\left\vert x\right\vert ^{\alpha},\alpha>0$ in $L_{\infty}\left[ -1,1\right] $ by Lagrange interpolation polynomials based on the zeros of the Chebyshev polynomials of…
Different analogs of quasiclassical limit for a q-oscillator which result in different (commutative and non-commutative) algebras of ``classical'' observables are derived. In particular, this gives the q-deformed Poisson brackets in terms…
Equilibrium statistical physics is considered from the point of view of statistical estimation theory. This involves the notions of statistical model, of estimators, and of exponential family. A useful property of the latter is the…
The versatility of exponential families, along with their attendant convexity properties, make them a popular and effective statistical model. A central issue is learning these models in high-dimensions, such as when there is some sparsity…
In this paper, a new exponential and logarithm related to the non-extensive statistical physics is proposed by using the q-sum and q-product which satisfy the distributivity. And we discuss the q-mapping from an ordinary probability to…
We construct a realization of the elliptic quantum algebra $U_{q,p}(\hat{sl_N})$ for any given level $k$ in terms of free boson fields and their twisted partners. It can be considered as the elliptic deformation of the Wakimoto realization…
A deformed $q$-calculus is developed on the basis of an algebraic structure involving graded brackets. A number operator and left and right shift operators are constructed for this algebra, and the whole structure is related to the algebra…
We establish a correspondence between automorphisms and derivations on certain algebras of generalised power series. In particular, we describe a Lie algebra of derivations on a field $k(\!(G)\!)$ of generalised power series, exploiting our…
It is well known that the classical families of orthogonal polynomials are characterized as eigenfunctions of a second order linear differential/difference operator. In this paper we present a study of classical orthogonal polynomials in a…
In this paper we present an addition to Askey's scheme of q-hypergeometric orthogonal polynomials involving classes of q-special functions which do not consist of polynomials only. The special functions are q-analogues of the Jacobi and…