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Confidence Intervals of the Inverse of Coefficient of Variation of Delta-Gamma Distribution
AbstractThe inverse of the coefficient of variation (ICV), otherwise known as the signal to-noise ratio, is the ratio of the population standard...
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Shrinkage estimation of θα in gamma density G(1/θ, p) using prior information
Shrinkage estimation in the gamma density using prior information is valuable in various fields, including finance, healthcare, and environmental...
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Patch-Based Weighted SCAD Prior for Rician Noise Removal
The weighted nuclear norm minimization has been widely used in low-level vision tasks. To treat different singular values more flexibly, in this...
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Finite Elasticity as Prior Information
This chapter presents a summary of fundamental concepts in finite elasticity that will be useful for the stochastic methodology developed in the...
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An incremental loss ratio method using prior information on calendar year effects
In a run-off triangle external factors can have a similar influence on all incremental losses of the same calendar year. This can distort the...
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Weighted Hyper-Laplacian Prior with Overlap** Group Sparsity for Image Restoration under Cauchy Noise
In this paper, we deal with the Cauchy image restoration problem under the maximum a posteriori framework. We propose a novel image prior, weighted...
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Inertial Splitting Methods Without Prior Constants for Solving Variational Inclusions of Two Operators
In this paper, we introduce two new inertial algorithms for solving a variational inclusion of the sum of two operators in a Hilbert space. The...
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Bayesian Estimation and Prediction for Discrete Weibull Distribution
AbstractThis article is devoted to the Bayesian estimation of the discrete Weibull distribution parameters. Bayesian procedure is performed with...
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Tangency Property and Prior-Saturation Points in Minimal Time Problems in the Plane
In this paper, we consider minimal time problems governed by control-affine-systems in the plane, and we focus on the synthesis problem in presence...
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A note on almost Riemann Solitons and gradient almost Riemann Solitons
The object of the offering article is to investigate an almost Riemann soliton and a gradient almost Riemann soliton in a non-cosymplectic normal...
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Power-Expected-Posterior Methodology with Baseline Shrinkage Priors
Tzoumerkas, G. Fouskakis, D.The Power-Expected-Posterior (PEP) prior gives us a convenient and objective method to deal with variable selection...
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More on Markov Chain Monte Carlo
In estimating parameters of a process from empirical data Maximum Likelihood Estimation (MLE) is often used. But it may be desirable to temper MLE...
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Bayes’ Estimators
So far θ has always been an unknown parameter. In this chapter we will take instead the Bayesian point of view for which θ is the value of a random...
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Classical and Bayesian Methods for Testing the Ratio of Variances of Delta-Lognormal Distributions
AbstractSix test statistics based on classical methods such as the generalized confidence interval (GCI), fiducial GCI (FGCI), and the method of...
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A Survey of Topology and Geometry-Constrained Segmentation Methods in Weakly Supervised Settings
Incorporating prior knowledge into a segmentation process— whether it be geometrical constraints such as landmarks to overcome the issue of weak...
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Confidence Intervals for the Difference and Ratio of Medians of the Delta-Lognormal Distribution
AbstractThe primary objective of this research is to investigate the construction of confidence intervals (CIs) for the difference and ratio of...
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Exact posterior distribution for nonconjugate Pareto models
In Bayesian analysis, the so-called conjugate models allow obtaining the posterior distribution in exact form, in the sense that the posterior...
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Sequential Image Recovery Using Joint Hierarchical Bayesian Learning
Recovering temporal image sequences (videos) based on indirect, noisy, or incomplete data is an essential yet challenging task. We specifically...
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Multivariate Lévy-type drift change detection and mortality modeling
In this paper we give a solution to the quickest drift change detection problem for a multivariate Lévy process consisting of both continuous...
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Methods of Point Estimation
Chapter 10 : This chapter discusses three important methods for point estimation: method of moments,...