New method calculates DMN log-likelihood faster.
problem Precise and fast computation of DMN log-likelihood.
method Derived a closed form expression using gamma function properties.
result Closed form calculation is faster with same accuracy.
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19 results for “Gamma-functions”
On Sun-Zhang's theory of Fano fibrations -- weighted volumes, moduli and bubbling Fano fibrationsmath.AG
New methods for computing volumes and constructing Fano fibrations.
problem Understanding Fano fibrations and their weighted volumes.
method New methods for computing weighted volumes, including Laplace transforms and incomplete Gamma-functions. Conjectural construction of Fano fibrations.
result Conjectural construction of Fano fibrations with asymptotically conical bases from degenerating Fano fibrations.
We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, …
Develops Bayesian inference methods for gamma models.
problem Challenges in inference for models with gamma functions.
method Data augmentation scheme using Exponential Reciprocal Gamma distributions.
result Scalable EM and MCMC algorithms developed.
The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for individual stocks exhibits jumps, which is caused by the number preference…
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity data (supplied by Bogachev, Ludescher, Tsallis, and Bunde)that exhibit transitio…
The statistical distribution of money and the rate of money transferencecond-mat.stat-mech
The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma function, confirming the validity of the statistical distribution at equilibriu…
First, we show that implied normal volatility is intimately linked with the incomplete Gamma function. Then, we deduce an expansion on implied normal volatility in terms of the time-value of a European call option. Then, we formulate an equivalence between the implied normal volatility and the lognormal implied volatil…
Motivated by AdS/CFT, the extension is made to spin-half of a scalar calculation of the conformal anomalies and functional determinants of GJMS operators. The formal aspects are heuristic but sufficient. A Barnes zeta function representation again proves effective. The determinants are calculated for the two factorisat…
The functional determinants of the GJMS scalar operators, P_{2k}, on even-dimensional spheres are computed via Barnes multiple gamma functions relying on the numerical availability of the digamma function. For the critical k=d/2 case, it is necessary to calculate the Stirling moduli. The multiplicative anomalies are gi…
Confocal quadrics lie at the heart of the system of confocal coordinates (also called elliptic coordinates, after Jacobi). We suggest a discretization which respects two crucial properties of confocal coordinates: separability and all two-dimensional coordinate subnets being isothermic surfaces (that is, allowing a con…
We obtain a family of matrix integrals which decompose to a product of Gamma-functions (they have some relations with S.G.Gindikin 'Beta', but generally speaking essentially differ from it). We obtain Plancherel formula for Berezin representations for all series of classical groups (for large values of parameters of re…
A study of the personal income distribution in Australiaphysics.soc-ph
We analyze the data on personal income distribution from the Australian Bureau of Statistics. We compare fits of the data to the exponential, log-normal, and gamma distributions. The exponential function gives a good (albeit not perfect) description of 98% of the population in the lower part of the distribution. The lo…
The paper studies a gradient system on a beta statistical manifold, proving integrability and deriving explicit expressions.
problem Investigating the geometry and integrability of a gradient system on a bivariate beta statistical manifold.
method Proving the system is Hamiltonian and admitting a Lax pair representation, deriving explicit expressions using Stirling's approximation, and identifying the Hamiltonian function.
result The gradient flow is linearizable in dual affine coordinates, and the system is completely integrable.
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
problem Calculating the 1-Wasserstein distance between location-scale distributions and its impact on differential privacy.
method Exact expressions and special functions for 1-Wasserstein distance, new upper bounds, and asymptotic analysis.
result New linear upper bound and detailed asymptotic bounds for Gaussian case, effect of differential privacy studied.
The conformal anomalies and functional determinants of the Branson--GJMS operators, P_{2k}, on the d-dimensional sphere are evaluated in explicit terms for any d and k such that k < d/2+1 (if d is even). The determinants are given in terms of multiple gamma functions and a rational multiplicative anomaly, which vanishe…
Averaging problems are ubiquitous in Finance with the valuation of the so-called Asian options on arithmetic averages as their most conspicuous form. There is an abundance of numerical work on them, and their stochastic structure has been extensively studied by Yor and his school. However, the analytical structure of t…
We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative price, defined as the relative difference between the order price in opening call auction and the closing price of last tr…
Paper solves quantum differential equations for projective bundles using Borel multitransforms.
problem Integration of quantum differential equations for -bundles.
method Introduced Borel -multitransforms to reconstruct solutions.
result Quantum analog of Leray-Hirsch theorem for quantum cohomology of -bundles.