相关论文: On the circular correlation coefficients for bivar…
The modelling of empirically observed data is commonly done using mixtures of probability distributions. In order to model angular data, directional probability distributions such as the bivariate von Mises (BVM) is typically used. The…
In this short note, we present a refined approximation for the log-ratio of the density of the von Mises$(\mu,\kappa)$ distribution (also called the circular normal distribution) to the standard (linear) normal distribution when the…
The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes…
Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…
One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on $\mathbb{R}^2$, to the unit circle. Projected distributions have…
One of the major problems for maximum likelihood estimation in the well-established directional models is that the normalising constants can be difficult to evaluate. A new general method of "score matching estimation" is presented here on…
This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…
In this paper, we propose cylindrical distributions obtained by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple…
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…
Graphical models are a key class of probabilistic models for studying the conditional independence structure of a set of random variables. Circular variables are special variables, characterized by periodicity, arising in several contexts…
The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…
Probability distributions in Stiefel manifold such as the von-Mises Fisher and Bingham distributions find diverse applications in signal processing and other applied sciences. Use of these statistical models in practice is complicated by…
The Monte Carlo toy model of Bose-Einstein correlations is considered to make a best choice from different reference distributions. It occurs that the minimal bias in the Bose-Einstein correlation parameters estimation is provided by the…
Cosine similarity is an established similarity metric for computing associations on vectors, and it is commonly used to identify related samples from biological perturbational data. The distribution of cosine similarity changes with the…
We introduce nonparametric tests of independence for bivariate circular data based on trigonometric moments. Our contributions lie in (i) proposing nonparametric tests that are locally and asymptotically optimal against bivariate cosine von…
Modelling multivariate circular time series is considered. The cross-sectional and serial dependence is described by circulas, which are analogs of copulas for circular distributions. In order to obtain a simple expression of the dependence…
In directional statistics, the von Mises distribution is a key element in the analysis of circular data. While there is a general agreement regarding the estimation of its location parameter $\mu$, several methods have been proposed to…
Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…
For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…
Regression models for circular variables are less developed, since the concept of building a linear predictor from linear combinations of covariates and various random effects, breaks the circular nature of the variable. In this paper, we…