相关论文: On classes of distributions on the unit interval: …
We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means of the random variables belonging to a non-empty, bounded interval; (ii) the means of the random variables belonging to an…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…
Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…
Beta regression models are employed to model continuous response variables in the unit interval, like rates, percentages, or proportions. Their applications rise in several areas, such as medicine, environment research, finance, and natural…
Discrete Bayesian nonparametric models whose expectation is a convex linear combination of a point mass at some point of the support and a diffuse probability distribution allow to incorporate strong prior information, while still being…
We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…
Recently, Verma et al. (2025) introduced a novel generalized class of Kavya-Manoharan distributions, which have demonstrated significant utility in reliability analysis and the modeling of lifetime data. This paper proposes an extension of…
We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…
Originating from a system theory and an input/output point of view, I introduce a new class of generalized distributions. A parametric nonlinear transformation converts a random variable $X$ into a so-called Lambert $W$ random variable $Y$,…
In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
Power-law probability distributions arise often in the social and natural sciences. Statistics have been developed for estimating the exponent parameter as well as gauging goodness-of-fit to a power law. Yet paradoxically, many famous power…
Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its…
In this paper, we introduce a novel flexible Gini index, referred to as the extended Gini index, which is defined through ordered differences between the $j$th and $k$th order statistics within subsamples of size $m$, for indices satisfying…
Lorenz values and the Gini index are popular quantities in Mathematical Economics, and are used here in the context of quantum systems with finite-dimensional Hilbert space. They quantify the uncertainty in the probability distribution…
We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…