相关论文: A closed-form expression for the variance of trunc…
We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constraints. An efficient blocked Gibbs sampler is developed to…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…
In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability…
This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe…
We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…
The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical distance standard deviation is derived under the assumption…
In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…
In this paper, we present and prove a new truncated $\mathcal{V}$-fractional Taylor's formula using the truncated $\mathcal{V}$-fractional variation of constants formula. In this sense, we present the truncated $\mathcal{V}$-fractional…
In this paper, a new statistic feature of the discrete short-time amplitude spectrum is discovered by experiments for the signals of unvoiced pronunciation. For the random-varying short-time spectrum, this feature reveals the relationship…
Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
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…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…
We study the asymptotic properties of distributed consensus algorithms over switching directed random networks. More specifically, we focus on consensus algorithms over independent and identically distributed, directed random graphs, where…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…
Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…