Results 1 to 10 of about 544,925 (236)
Natural Gradient Flow in the Mixture Geometry of a Discrete Exponential Family [PDF]
Entropy, 2015 In this paper, we study Amari’s natural gradient flows of real functions defined on the densities belonging to an exponential family on a finite sample space.
Luigi Malagò, Giovanni Pistone
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Small area estimation with spatially varying natural exponential families [PDF]
Journal of Statistical Computation and Simulation, 2020 Two-stage hierarchical models have been widely used in small area estimation to produce indirect estimates of areal means. When the areas are treated exchangeably and the model parameters are assumed to be the same over all areas, we might lose the efficiency in the presence of spatial heterogeneity.
Shonosuke Sugasawa +2 more
openaire +4 more sources
On Computationally Efficient Learning of Exponential Family Distributions [PDF]
arXiv.org, 2023 We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner.
Abhin Shah, Devavrat Shah, G. Wornell
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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
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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
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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
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Mathematics, 2022 The large arcsine exponential dispersion model (LAEDM) is a class of three-parameter distributions on the non-negative integers. These distributions show the specific characteristics of being leptokurtic, zero-inflated, overdispersed, and skewed to the ...
Shaul K. Bar-Lev, Ad Ridder
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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
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Location and scale behaviour of the quantiles of a natural exponential family [PDF]
E S A I M: Probability & Statistics, 2018 Let P0 be a probability on the real line generating a natural exponential family (Pt)t∈ℝ. Fix α in (0, 1). We show that the property that Pt((−∞, t)) ≤ α ≤ Pt((−∞, t]) for all t implies that there exists a number μα such that P0 is the Gaussian ...
M. Piccioni +2 more
semanticscholar +1 more source
Rényi Cross-Entropy Measures for Common Distributions and Processes with Memory
Entropy, 2022 Two Rényi-type generalizations of the Shannon cross-entropy, the Rényi cross-entropy and the Natural Rényi cross-entropy, were recently used as loss functions for the improved design of deep learning generative adversarial networks.
Ferenc Cole Thierrin +2 more
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