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The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

统计方法学 · 统计学 2021-10-26 Dimitris G. Giovanis , Michael Shields

Bimodal truncated count distributions are frequently observed in aggregate survey data and in user ratings when respondents are mixed in their opinion. They also arise in censored count data, where the highest category might create an…

统计方法学 · 统计学 2014-01-24 Pragya Sur , Galit Shmueli , Smarajit Bose , Paromita Dubey

This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

统计方法学 · 统计学 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

统计方法学 · 统计学 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

分布式、并行与集群计算 · 计算机科学 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…

统计理论 · 数学 2025-04-25 Hongwei Mei

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

机器学习 · 统计学 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

统计方法学 · 统计学 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

A new generalization of the family of Poisson-G is called beta Poisson-G family of distribution. Useful expansions of the probability density function and the cumulative distribution function of the proposed family are derived and seen as…

统计理论 · 数学 2020-05-22 Laba Handique , Subrata Chakraborty , Farrukh Jamal

Discrete biomarkers derived as cell densities or counts from tissue microarrays and immunostaining are widely used to study immune signatures in relation to survival outcomes in cancer. Although routinely collected, these signatures are not…

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

概率论 · 数学 2023-02-01 Servet Martínez , Javier Santibáñez

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

统计方法学 · 统计学 2022-02-28 Rosario Barone , Andrea Tancredi

This work considers a problem of estimating a mixing probability density $f$ in the setting of discrete mixture models. The paper consists of three parts. The first part focuses on the construction of an $L_1$ consistent estimator of $f$.…

信息论 · 计算机科学 2021-05-11 Luc Devroye , Alex Dytso

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

We continue studies of the uncertainty quantification problem in emission tomographies such as PET or SPECT when additional multimodal data (e.g., anatomical MRI images) are available. To solve the aforementioned problem we adapt the…

机器学习 · 统计学 2021-12-03 Fedor Goncharov , Éric Barat , Thomas Dautremer

This work defines and investigates the properties of the Max-U-Exp distribution. The method of moments is applied in order to estimate its parameters. Then, by using the previous general theory about Mixed Poisson processes, developed by…

概率论 · 数学 2024-02-15 Pavlina K. Jordanova , Evelina Veleva

Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

统计方法学 · 统计学 2021-10-26 Soham Mukherjee

We wish to estimate the total number of classes in a population based on sample counts, especially in the presence of high latent diversity. Drawing on probability theory that characterizes distributions on the integers by ratios of…

统计方法学 · 统计学 2014-12-10 A. Willis , J. Bunge

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

动力系统 · 数学 2014-03-04 N. Haydn , S. Vaienti