相关论文: Four Skewed Tensor Distributions
Statistical analysis of tensor-valued data has largely used the tensor-variate normal (TVN) distribution that may be inadequate when data comes from distributions with heavier or lighter tails. We study a general family of elliptically…
Large, non-Gaussian spatial datasets pose a considerable modeling challenge as the dependence structure implied by the model needs to be captured at different scales, while retaining feasible inference. Skew-normal and skew-t distributions…
In this paper, a new mixture family of multivariate normal distributions, formed by mixing multivariate normal distribution and skewed distribution, is constructed. Some properties of this family, such as characteristic function, moment…
To solve the problems in measuring coefficient of skewness related to extreme value, irregular distance from the middle point and distance between two consecutive numbers, "Rank skewness" a new measure of the coefficient of skewness has…
For the binary regression, the use of symmetrical link functions are not appropriate when we have evidence that the probability of success increases at a different rate than decreases. In these cases, the use of link functions based on the…
Clustering is the process of finding underlying group structures in data. Although mixture model-based clustering is firmly established in the multivariate case, there is a relative paucity of work on matrix variate distributions and none…
This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…
This paper introduces a new classification scheme - head/tail breaks - in order to find groupings or hierarchy for data with a heavy-tailed distribution. The heavy-tailed distributions are heavily right skewed, with a minority of large…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
Tensors are multidimensional arrays of numerical values and therefore generalize matrices to multiple dimensions. While tensors first emerged in the psychometrics community in the $20^{\text{th}}$ century, they have since then spread to…
We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…
We theoretically and experimentally investigate tensor-based regression and classification. Our focus is regularization with various tensor norms, including the overlapped trace norm, the latent trace norm, and the scaled latent trace norm.…
The widespread use of multisensor technology and the emergence of big datasets have created the need to develop tools to reduce, approximate, and classify large and multimodal data such as higher-order tensors. While early approaches…
Fitting regression models with many multivariate responses and covariates can be challenging, but such responses and covariates sometimes have tensor-variate structure. We extend the classical multivariate regression model to exploit such…
In statistics and machine learning, the traditional meaning of the terms `outlier' and `anomaly' is a case in the dataset that behaves differently from the bulk of the data. This raises suspicion that it may belong to a different…
Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…
For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…
The era of exascale computing opens new venues for innovations and discoveries in many scientific, engineering, and commercial fields. However, with the exaflops also come the extra-large high-dimensional data generated by high-performance…
A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…
High-dimensional data arise naturally in many areas of science and engineering, including machine learning, signal processing, computational physics, and statistics. Such data are often represented as tensors, multi-dimensional…