相关论文: Multivariate Log-Skewed Distributions with normal …

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

In a multi-class classification problem, it is standard to model the output of a neural network as a categorical distribution conditioned on the inputs. The output must therefore be positive and sum to one, which is traditionally enforced…

Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&E) applications where risk management is a core component,…

Composite probability models have shown very promising results for modeling claim severity data comprised of small, moderate, and large losses. In this paper, we introduce three classes of parametric composite regression models with a…

Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…

This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

In the past few years, there have been a number of proposals for generalizing the factor analysis (FA) model and its mixture version (known as mixtures of factor analyzers (MFA)) using non-normal and asymmetric distributions. These models…

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

We provide new results for noise-tolerant and sample-efficient learning algorithms under $s$-concave distributions. The new class of $s$-concave distributions is a broad and natural generalization of log-concavity, and includes many…

We introduce a class of singular log schemes in three dimensions and conjecture that log schemes in this class admit log crepant log resolutions. We provide examples as evidence and relate this conjecture to the conjecture made in [4] and…

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Skew density matrices can be diagonalized to yield probability interpretation. The power-counting prediction of perturbative QCD is found consistent with recent CEBAF data on $F_2(Q^2)/F_1(Q^2)$

A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including basic Gaussian response settings, this class also encompasses probit,…

Multiple kernel learning (MKL), structured sparsity, and multi-task learning have recently received considerable attention. In this paper, we show how different MKL algorithms can be understood as applications of either regularization on…

The motivation of this article is to estimate multifractality classification and model selection parameters: the first-order scaling exponent $c_1$ and the second-order scaling exponent (or intermittency coefficient) $c_2$. These exponents…

Multivariate Gaussian (MVG) distributions are central to modeling correlated continuous variables in probabilistic forecasting. Neural forecasting models typically parameterize the mean vector and covariance matrix of the distribution using…

Traditional mediation models in both the frequentist and Bayesian frameworks typically assume normality of the error terms. Violations of this assumption can impair the estimation and hypothesis testing of the mediation effect in…

Monoidal closed categories naturally model NMILL, non-commutative multiplicative intuitionistic linear logic: the monoidal unit and tensor interpret the multiplicative verum and conjunction; the internal hom interprets linear implication.…