相关论文: Some Computational Aspects to Find Accurate Estima…

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…

This article discusses prior distributions for the parameters of Gaussian processes (GPs) that are widely used as surrogate models to emulate expensive computer simulations. The parameters typically involve mean parameters, a variance…

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…

This undergraduate thesis focuses on calculating maximum likelihood estimates of parameters in the generalized Gamma distribution using the SeLF algorithm. As an extension of the Gamma distribution, the generalized Gamma distribution can…

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Usual estimation methods for the parameters of extreme values distribution employ only a few values, wasting a lot of information. More precisely, in the case of the Gumbel distribution, only the block maxima values are used. In this work,…

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…

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection…

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…

We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in…

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

For many applications, an ensemble of base classifiers is an effective solution. The tuning of its parameters(number of classes, amount of data on which each classifier is to be trained on, etc.) requires G, the generalization error of a…

We present a computationally-efficient strategy to initialise the hyperparameters of a Gaussian process (GP) avoiding the computation of the likelihood function. Our strategy can be used as a pretraining stage to find initial conditions for…

The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…