相关论文: Estimators, escort probabilities, and phi-exponent…
To account quantitatively for many reported ``natural'' fat tail distributions in Nature and Economy, we propose the stretched exponential family as a complement to the often used power law distributions. It has many advantages, among which…
A new class of distributions, called Generalized One Parameter Polynomial Exponential-G family of distributions is proposed for modelling lifetime data. An account of the structural and reliability properties of the new class is presented.…
We consider the segmentation problem of univariate distributions from the exponential family with multiple parameters. In segmentation, the choice of the number of segments remains a difficult issue due to the discrete nature of the…
In this paper, we explore the two-star Exponential Random Graph Model, which is a two parameter exponential family on the space of simple labeled graphs. We introduce auxiliary variables to express the two-star model as a mixture of the…
This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…
In the usual statistical inference problem, we estimate an unknown parameter of a statistical model using the information in the random sample. A priori information about the parameter is also known in several real-life situations. One such…
A family of replicator-like dynamics, called the escort replicator equation, is constructed using information-geometric concepts and generalized information entropies and diverenges from statistical thermodynamics. Lyapunov functions and…
In this article, we propose a new probabilistic model for the distribution of ranks of elliptic curves in families of fixed Selmer rank, and compare the predictions with previous results, and with the databases of curves over the rationals…
This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…
We consider the random Schrodinger operator on a strip of width $W$, assuming the site distribution of bounded density. It is shown that the positive Lyapounov exponents satisfy a lower bound roughly exponential in $-W$ or $W\to \infty$.…
We study a bandit problem where observations from each arm have an exponential family distribution and different arms are assigned independent conjugate priors. At each of n stages, one arm is to be selected based on past observations. The…
The $\lambda$-exponential family generalizes the standard exponential family via a generalized convex duality motivated by optimal transport. It is the constant-curvature analogue of the exponential family from the information-geometric…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…
In the framework of Cramer's probabilistic model of primes, we explore the exact and asymptotic distributions of maximal prime gaps. We show that the Gumbel extreme value distribution exp(-exp(-x)) is the limit law for maximal gaps between…
The problem of determining the achievable sensitivity with digitization exhibiting minimal complexity is addressed. In this case, measurements are exclusively available in hard-limited form. Assessing the achievable sensitivity via the…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
In this paper, we derive closed-form estimators for the parameters of some probability distributions belonging to the exponential family. A bootstrap bias-reduced version of these proposed closed-form estimators are also derived. A Monte…