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In this paper, we present a new approach to derive series expansions for some Gaussian processes based on harmonic analysis of their covariance function. In particular, we propose a new simple rate-optimal series expansion for fractional…

概率论 · 数学 2020-12-11 M. Ndaoud

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

统计理论 · 数学 2014-04-17 Piero Barone

Generalized planning aims at computing an algorithm-like structure (generalized plan) that solves a set of multiple planning instances. In this paper we define negative examples for generalized planning as planning instances that must not…

人工智能 · 计算机科学 2019-11-22 Javier Segovia-Aguas , Sergio Jiménez , Anders Jonsson

Partial orderings and measures of information for continuous univariate random variables with special roles of Gaussian and uniform distributions are discussed. The information measures and measures of non-Gaussianity including third and…

统计理论 · 数学 2020-06-22 Una Radojicic , Klaus Nordhausen , Hannu Oja

We present the construction of a theory of distributions (generalized functions) with a ``thick submanifold'', that is, a new theory of thick distributions on $\mathbb{R}^n$ whose domain contains a smooth submanifold on which the test…

泛函分析 · 数学 2025-10-27 Jiajia Ding , Jasson Vindas , Yunyun Yang

We study zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We prove that the a limiting horizontal mean counting-measure of the zeroes exists almost surely, and that it is…

概率论 · 数学 2013-07-02 Naomi Feldheim

The particle-in-cell numerical method of plasma physics balances a trade-off between computational cost and intrinsic noise. Inference on data produced by these simulations generally consists of binning the data to recover the particle…

等离子体物理 · 物理学 2022-02-03 John Donaghy , Kai Germaschewski

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

统计理论 · 数学 2023-09-26 Peter J. Forrester

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

机器学习 · 统计学 2022-04-29 Alexander Terenin

We introduced a new algebra of stochastic generalized functions which contains to the space of stochastic distributions G, [25]. As an application, we prove existence and uniqueness of the solution of a stochastic Cauchy problem involving…

泛函分析 · 数学 2010-02-03 Pedro Catuogno , Christian Olivera

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

概率论 · 数学 2014-06-24 Viktor Benes , Marketa Zikmundova

The generalized negative binomial distribution (GNB) is a new flexible family of discrete distributions that are mixed Poisson laws with the mixing generalized gamma (GG) distributions. This family of discrete distributions is very wide and…

统计方法学 · 统计学 2018-09-18 Andrey K. Gorshenin , Victor Yu. Korolev

In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…

统计方法学 · 统计学 2023-01-10 Indranil Ghosh , Filipe Marques , Subrata Chakraborty

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

统计方法学 · 统计学 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Let $\mu$ be a Gaussian measure (say, on ${\bf R}^n$) and let $K, L \subset {\bf R}^n$ be such that K is convex, $L$ is a "layer" (i.e. $L = \{x : a \leq < x,u > \leq b \}$ for some $a$, $b \in {\bf R}$ and $u \in {\bf R}^n$) and the…

泛函分析 · 数学 2009-09-25 Stanislaw J. Szarek , Elisabeth Werner

In this paper, we consider a property of univariate Gaussian distributions namely conditional expectation shift (or centroid shift). Specifically, we compare two Gaussian distributions in which they differ only in their means. Equivalently,…

统计理论 · 数学 2020-06-11 Kananart Kuwaranancharoen

This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…

统计理论 · 数学 2020-08-31 Masoud Faridi , Majid Jafari Khaledi

Geometric quantiles are popular location functionals to build rank-based statistical procedures in multivariate settings. They are obtained through the minimization of a non-smooth convex objective function. As a result, the singularity of…

统计理论 · 数学 2026-02-11 Dimitri Konen , Gilles Stupfler

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

数据分析、统计与概率 · 物理学 2008-02-03 Radford M. Neal

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

数值分析 · 数学 2025-02-11 Daniela Calvetti , Erkki Somersalo
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