Results 1 to 10 of about 18,208 (123)
J Multivar Anal, 2014 Diaconis and Ylvisaker (1979) give necessary conditions for conjugate priors for distributions from the natural exponential family to be proper as well as to have the property of linear posterior expectation of the mean parameter of the family. Their conditions for propriety and linear posterior expectation are also sufficient if the natural parameter ...
Hornik K, Grün B.
europepmc +4 more sources
On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families
Mathematics, 2021 Let F=Fθ:θ∈Θ⊂R be a family of probability distributions indexed by a parameter θ and let X1,⋯,Xn be i.i.d. r.v.’s with L(X1)=Fθ∈F. Then, F is said to be reproducible if for all θ∈Θ and n∈N, there exists a sequence (αn)n≥1 and a mapping gn:Θ→Θ,θ⟼gn(θ ...
Shaul K. Bar-Lev
doaj +1 more source
Mathematics, 2023 The paper comprehensively studies the natural exponential family and its associated exponential dispersion model generated by the Landau distribution. These families exhibit probabilistic and statistical properties and are suitable for modeling skewed ...
Shaul K. Bar-Lev
doaj +1 more source
Exponential Families with External Parameters
Entropy, 2022 In this paper we introduce a class of statistical models consisting of exponential families depending on additional parameters, called external parameters.
Marco Favretti
doaj +1 more source
Flavor non-universal Pati-Salam unification and neutrino masses
Physics Letters B, 2021 We analyze the neutrino mass spectrum and discuss the extra-dimensional interpretation of a three-site Pati-Salam model which i) unifies all families of quark and leptons, ii) provides a natural description of the Standard Model Yukawa couplings, iii ...
Javier Fuentes-Martín +3 more
doaj +1 more source
Cumulant-Based Goodness-of-Fit Tests for the Tweedie, Bar-Lev and Enis Class of Distributions
Mathematics, 2023 The class of natural exponential families (NEFs) of distributions having power variance functions (NEF-PVFs) is huge (uncountable), with enormous applications in various fields.
Shaul K. Bar-Lev +4 more
doaj +1 more source
Risks, 2022 The Lee–Carter model, the dominant mortality projection modeling in the literature, was criticized for its homoscedastic error assumption. This was corrected in extensions to the model based on the assumption that the number of deaths follows Poisson or ...
Yaser Awad, Shaul K. Bar-Lev, Udi Makov
doaj +1 more source
Deformed Algebras and Generalizations of Independence on Deformed Exponential Families
Entropy, 2015 A deformed exponential family is a generalization of exponential families. Since the useful classes of power law tailed distributions are described by the deformed exponential families, they are important objects in the theory of complex systems.
Hiroshi Matsuzoe, Tatsuaki Wada
doaj +1 more source
Group Invariance of Information Geometry on q-Gaussian Distributions Induced by Beta-Divergence
Entropy, 2013 We demonstrate that the q-exponential family particularly admits natural geometrical structures among deformed exponential families. The property is the invariance of structures with respect to a general linear group, which transitively acts on the space
Shinto Eguchi, Atsumi Ohara
doaj +1 more source
On the Fisher Metric of Conditional Probability Polytopes
Entropy, 2014 We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of ...
Guido Montúfar, Johannes Rauh, Nihat Ay
doaj +1 more source