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It is common to model random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an…

Quantum Physics · Physics 2009-11-10 S. G. Rajeev

This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio,…

Statistics Theory · Mathematics 2014-11-12 Yue Zhao , Marten Wegkamp

The Tsallis $q$-Gaussian distribution is a powerful generalization of the standard Gaussian distribution and is commonly used in various fields, including non-extensive statistical mechanics, financial markets and image processing. It…

Computation · Statistics 2023-05-19 Viktor Witkovský

The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…

Machine Learning · Statistics 2026-03-30 Toru Nakashika

Although using non-Gaussian distributions in economic models has become increasingly popular, currently there is no systematic way for calibrating a discrete distribution from the data without imposing parametric assumptions. This paper…

Economics · Quantitative Finance 2020-07-23 Alexis Akira Toda

Model uncertainty quantification is an essential component of effective data assimilation. Model errors associated with sub-grid scale processes are often represented through stochastic parameterizations of the unresolved process. Many…

Methodology · Statistics 2021-04-13 Sahani Pathiraja , Peter Jan van Leeuwen

q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…

Data Analysis, Statistics and Probability · Physics 2017-03-21 Wagner S. de Lima , Emerson L. de Santa Helena

Standard present day large-scale structure (LSS) analyses make a major assumption in their Bayesian parameter inference --- that the likelihood has a Gaussian form. For summary statistics currently used in LSS, this assumption, even if the…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-06 ChangHoon Hahn , Florian Beutler , Manodeep Sinha , Andreas Berlind , Shirley Ho , David W. Hogg

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…

Numerical Analysis · Mathematics 2024-02-05 Matteo Losacco , Alberto Fossà , Roberto Armellin

We consider identifiability of partially linear additive structural equation models with Gaussian noise (PLSEMs) and estimation of distributionally equivalent models to a given PLSEM. Thereby, we also include robustness results for errors…

Statistics Theory · Mathematics 2017-12-15 Dominik Rothenhäusler , Jan Ernest , Peter Bühlmann

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-randompoint sets,…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

We construct the error distribution of $\rm{^{7}Li}$ abundance measurements for 66 observations (with error bars) used by Spite12 that give $\rm{A(Li)}=2.21 \pm 0.065$ (median and 1$\sigma$ symmetrized error). This error distribution is…

Cosmology and Nongalactic Astrophysics · Physics 2015-07-22 Sara Crandall , Stephen Houston , Bharat Ratra

The statistics of multi-field inflation are investigated using the stochastic approach. We analytically obtain the probability distribution function of fields with the scaling approximation by extending the previous work by Amendola. The…

Astrophysics · Physics 2009-11-11 Takeshi Hattori , Kazuhiro Yamamoto

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model…

Dynamical Systems · Mathematics 2014-12-03 Tyrus Berry , John Harlim

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

The one-point probability distribution function (pdf) is computed for the $25\hmpc$-smoothed density field of rich clusters of galaxies in the Abell/\aco\ catalogs. The observed pdf is compared to the pdf s drawn similarly from mock…

Astrophysics · Physics 2007-05-23 Tsafrir Kolatt

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…