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We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

统计方法学 · 统计学 2012-07-02 Ricardo Silva , Zoubin Ghahramani

We formulate the necessary and sufficient conditions for the existence of a pair of maximally incompatible two-outcome measurements in a finite dimensional General Probabilistic Theory. The conditions are on the geometry of the state space,…

量子物理 · 物理学 2017-08-16 Anna Jenčová , Martin Plávala

Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…

机器学习 · 统计学 2023-10-18 Benyamin Ghojogh , Milad Amir Toutounchian

Probability maps are additive and normalised maps taking values in the unit interval of a lattice ordered Abelian group. They appear in theory of affine representations and they are also a semantic counterpart of Hajek's probability logic.…

泛函分析 · 数学 2018-12-07 T. Kroupa

We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…

统计理论 · 数学 2016-04-19 Piotr Zwiernik , Caroline Uhler , Donald Richards

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

统计理论 · 数学 2024-03-05 Laya Ghodrati , Victor M. Panaretos

The theory of ergodic optimization for distance-expanding maps is extended to Gauss's continued fraction map. Since the set of invariant probability measures is not weak$^*$ closed, we establish a characterisation of the closure of this…

动力系统 · 数学 2025-12-29 Yinying Huang , Oliver Jenkinson , Zhiqiang Li

We give a bijection between a quotient space of the parameters and the space of moments for any $A$-hypergeometric distribution. An algorithmic method to compute the inverse image of the map is proposed utilizing the holonomic gradient…

经典分析与常微分方程 · 数学 2015-11-13 Nobuki Takayama , Satoshi Kuriki , Akimichi Takemura

In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…

统计计算 · 统计学 2023-12-12 Søren Højsgaard , Steffen Lauritzen

General invariants of a geometric mapping of a symmetric affine connection space are obtained in this paper. These invariants are generalizations of the previous obtained basic invariants (see [16]). Moreover, these invariants are related…

微分几何 · 数学 2018-11-05 Nenad O. Vesić

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

机器学习 · 计算机科学 2018-11-20 Samuel Murray , Hedvig Kjellström

We study the probabilistic properties of the Greatest Increase Grid (GIG) digraph. We compute the probability of a particular sequence of directed edges connecting two random vertices. We compute the joint probability that a set of vertices…

组合数学 · 数学 2019-11-21 Chuhan Guo , Laurie J. Heyer , Jeffrey L. Poet

Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…

统计理论 · 数学 2007-06-13 Mathias Drton

The classical Gauss Map is a piecewise continuous map from the unit interval to itself. From this map we retrieve the continued fraction expansion of irrational numbers and its dynamical properties give information about some arithmetic and…

数论 · 数学 2017-02-07 Jesús Hernández Serda

A connected linear algebraic group G is called a Cayley group if the Lie algebra of G endowed with the adjoint G-action and the group variety of G endowed with the conjugation G-action are birationally G-isomorphic. In particular, the…

代数几何 · 数学 2009-07-06 Nicole Lemire , Vladimir L. Popov , Zinovy Reichstein

In a traditional Gaussian graphical model, data homogeneity is routinely assumed with no extra variables affecting the conditional independence. In modern genomic datasets, there is an abundance of auxiliary information, which often gets…

统计方法学 · 统计学 2023-08-16 Yabo Niu , Yang Ni , Debdeep Pati , Bani K. Mallick

We prove a formula which compares intersection numbers of conormal varieties of two projective varieties and their dual varieties. When one of them is linear, we can recover the usual Plucker formula for the degree of the dual variety. The…

代数几何 · 数学 2007-05-23 Naichung Conan Leung

It is well known that the Gauss map for a complex plane curve is birational, whereas the Gauss map in positive characteristic is not always birational. Let $q$ be a power of a prime integer. We study a certain plane curve of degree…

代数几何 · 数学 2020-10-07 Kosuke Komeda

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

统计理论 · 数学 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

统计方法学 · 统计学 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise