On Free Generalized Inverse Gaussian Distributions [PDF]
We study here properties of free Generalized Inverse Gaussian distributions (fGIG) in free probability. We show that in many cases the fGIG shares similar properties with the classical GIG distribution. In particular we prove that fGIG is freely infinitely divisible, free regular and unimodal, and moreover we determine which distributions in this class
Hasebe, Takahiro, Szpojankowski, Kamil
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Modeling of Compound Gaussian Sea Clutter Based on Inverse Gaussian Distribution
The Compound-Gaussian (CG) distribution is widely used for modeling the non-Gaussian clutter, and its texture component describes the non-Gaussian properties of clutter. In this paper, a CG model with an inverse Gaussian texture distribution is proposed,
Yan Liang +4 more
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Which is the right option for Indian market: Gaussian, normal inverse Gaussian, or Tsallis?
This paper models Nifty spot prices using frameworks based on Gaussian distribution (geometric Brownian motion) and non-Gaussian distributions, viz. normal inverse Gaussian (NIG), and Tsallis distributions, to investigate which model best captures the ...
Prasenjit Chakrabarti +1 more
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Robust adaptive multi‐target tracking with unknown measurement and process noise covariance matrices
A robust adaptive probability hypothesis density (PHD) filter is proposed to address the degradation of PHD performance due to an unknown process noise and measurement noise covariance matrix.
Peng Gu, Zhongliang Jing, Liangbin Wu
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Expectation Propagation for Poisson Data [PDF]
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation propagation ...
Arridge, Simon, Jin, Bangti, Zhang, Chen
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THE LOGISTIC INVERSE GAUSSIAN (LIG) DISTRIBUTION
This paper examines the construction and properties of the logistic inverse Gaussian distribution (a new distribution which has been proposed) using the generalized inverse Gaussian as a mixed distribution in a logistic mixture. The derivation is based on the properties of modified Bessel function of the third kind as a special function and ...
Omukami, Howard +2 more
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The Prediction of the Maternal and Fetal Blood Lead Level via Generalized Linear Model [PDF]
Generalized linear models (GLMs) are generalization of the linear regression models, which allow fitting regression models to response variable that is non normal and follows a general exponential family.
Zakaria Y. AL-Jammal
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Normal Inverse Gaussian Approximation for Arrival Time Difference in Flow-Induced Molecular Communications [PDF]
In this paper, we consider molecular communications in one-dimensional flow-induced diffusion channels with a perfectly absorbing receiver. In such channels, the random propagation delay until the molecules are absorbed follows an inverse Gaussian (IG ...
Efrosinin, Dmitry +2 more
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Variability of distributions of wave set-up heights along a shoreline with complicated geometry [PDF]
The phenomenon of wave set-up may substantially contribute to the formation of devastating coastal flooding in certain coastal areas. We study the appearance and properties of empirical probability density distributions of the occurrence of different set-
T. Soomere +4 more
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An excursion set model for the distribution of dark matter and dark matter haloes [PDF]
A model of the gravitationally evolved dark matter distribution, in the Eulerian space, is developed. It is a simple extension of the excursion set model that is commonly used to estimate the mass function of collapsed dark matter haloes.
Sheth, Ravi K.
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