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相关论文: Applications of the Beta Distribution Part 1: Tran…

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This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

数据分析、统计与概率 · 物理学 2009-11-10 G. D'Agostini

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

统计金融 · 定量金融 2023-07-10 Jiong Liu , R. A. Serota

While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current…

机器学习 · 统计学 2017-04-17 Anirban Roychowdhury , Brian Kulis

We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior…

统计方法学 · 统计学 2012-07-25 Petros Dellaportas , Jonathan J. Forster , Ioannis Ntzoufras

In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…

统计理论 · 数学 2019-05-31 Anwar Hassan , Ishfaq Shah Ahmad , Peer Bilal Ahmad

Using a sample from a population to estimate the proportion of the population with a certain category label is a broadly important problem. In the context of microbiome studies, this problem arises when researchers wish to use a sample from…

统计方法学 · 统计学 2019-02-08 Bryan D. Martin , Daniela Witten , Amy D. Willis

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

机器学习 · 计算机科学 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

It is reported on predictions for the $\pi$-$\gamma$ transition form factor obtained within a perturbative approach which includes transverse momentum effects and Sudakov corrections. The results clearly favor distribution amplitudes close…

高能物理 - 唯象学 · 物理学 2007-05-23 P. Kroll

Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and in their flexibility. Fractional data being…

应用统计 · 统计学 2012-05-31 Fabio Sigrist , Werner A. Stahel

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

机器学习 · 统计学 2020-03-31 Dhruv V. Patel , Assad A. Oberai

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

统计方法学 · 统计学 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

统计计算 · 统计学 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

Completely random measures (CRMs) provide a broad class of priors, arguably, the most popular, for Bayesian nonparametric (BNP) analysis of trait allocations. As a peculiar property, CRM priors lead to predictive distributions that share…

统计方法学 · 统计学 2023-04-03 Mario Beraha , Stefano Favaro

According to Benford's Law, many data sets have a bias towards lower leading digits (about $30\%$ are $1$'s). The applications of Benford's Law vary: from detecting tax, voter and image fraud to determining the possibility of match-fixing…

This work obtains sharp closed-form exponential concentration inequalities of Bernstein type for the ubiquitous beta distribution, improving upon sub-gaussian and sub-gamma bounds previously studied in this context. The proof leverages a…

概率论 · 数学 2024-10-21 Maciej Skorski

This paper argues that the half-Cauchy distribution should replace the inverse-Gamma distribution as a default prior for a top-level scale parameter in Bayesian hierarchical models, at least for cases where a proper prior is necessary. Our…

统计方法学 · 统计学 2011-09-27 Nicholas G. Polson , James G. Scott

The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…

统计理论 · 数学 2023-03-13 Adrian Fischer , Robert E. Gaunt , Andrey Sarantsev

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson…

机器学习 · 统计学 2012-02-07 Mingyuan Zhou , Lauren Hannah , David Dunson , Lawrence Carin

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

统计方法学 · 统计学 2022-11-08 Bingjing Tang , Vinayak Rao

There exist several endeavors proposing a new family of extended distributions using the beta-generating technique. This is a well-known mechanism in developing flexible distributions, by embedding the cumulative distribution function (cdf)…

统计理论 · 数学 2019-12-17 M. Arashi , A. Bekker , D. de Waal , S. Makgai