Results 21 to 30 of about 14,957 (259)
The Matrix Generalized Inverse Gaussian Distribution: Properties and Applications [PDF]
, 2016 While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways of sampling from the distribution have not been carefully studied. In this paper, we show that the $\mathcal{MGIG}$
Farideh Fazayeli, Arindam Banerjee 0001
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Sampling High-Dimensional Gaussian Distributions for General Linear Inverse Problems [PDF]
IEEE Signal Processing Letters, 2012 This paper is devoted to the problem of sampling Gaussian distributions in high dimension. Solutions exist for two specific structures of inverse covariance: sparse and circulant. The proposed algorithm is valid in a more general case especially as it emerges in linear inverse problems as well as in some hierarchical or latent Gaussian models.
Orieux, François +2 more
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Austrian Journal of Statistics, 2016 Recently, a generalization of the Pearson differential equation has appeared in the literature, from which a vast majority of continuous probability density functions (pdf’s) can be generated, known as the generalized Pearson system of continuous ...
Mohammad Shakil +2 more
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The New Odd Log-Logistic Generalized Inverse Gaussian Regression Model
Journal of Probability and Statistics, 2019 We define a new four-parameter model called the odd log-logistic generalized inverse Gaussian distribution which extends the generalized inverse Gaussian and inverse Gaussian distributions. We obtain some structural properties of the new distribution. We
Julio Cezar Souza Vasconcelos +3 more
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Risks, 2021 This article presents the Exponential–Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of ...
George Tzougas, Himchan Jeong
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Generalization of Two-Sided Length Biased Inverse Gaussian Distributions and Applications
Symmetry, 2022 The notion of length-biased distribution can be used to develop adequate models. Length-biased distribution was known as a special case of weighted distribution. In this work, a new class of length-biased distribution, namely the two-sided length-biased inverse Gaussian distribution (TS-LBIG), was introduced.
Teerawat Simmachan, Wikanda Phaphan
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About the Stein equation for the generalized inverse Gaussian and Kummer distributions [PDF]
ESAIM: Probability and Statistics, 2020 We observe that the density of the Kummer distribution satisfies a certain differential equation, leading to a Stein characterization of this distribution and to a solution of the related Stein equation. A bound is derived for the solution and for its first and second derivatives.
Konzou, Essomanda, Koudou, Angelo Efoevi
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Maize productivity based on a distributional regression approach [PDF]
Pesquisa Agropecuária BrasileiraThe objective of this work was to propose the use of traditional models based on distributional regression models to analyze maize productivity. The experiment was carried out in an alpha lattice design, with three replicates and 24 blocks.
Momate Emate Ossifo +6 more
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Open Chemistry, 2023 Carbon dioxide (CO2) rate within the atmosphere has been rising for decades due to human activities especially due to usage of fuel types such as coal, cement, flaring, gas, oil, etc.
İyit Neslihan +2 more
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Cogent Economics & Finance, 2017 This article develops, a lattice-based approach for pricing contingent claims when parameters governing the logs of the underlying asset dynamics are modelled by generalized hyperbolic distribution and normal inverse Gaussian distribution.
Ivivi J. Mwaniki
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