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The multivariate Student $t$ distribution is at the core of classical statistical inference and is also a well-known model for empirical financial data. In the present paper, we propose optimal (in th...
For multivariate continuous data, the contaminated Gaussian distribution - having two parameters indicating the proportion of outliers and the degree of contamination - represents a convenient and nat...
Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed ...
There is increasing interest in broad application areas in defining flexible joint models for data having a variety of measurement scales, while also allowing data of complex types, such as functions,...
We consider a basic problem in unsupervised learning: learning an unknown \emph{Poisson Binomial Distribution} over $\{0,1,...,n\}$. A Poisson Binomial Distribution (PBD) is a sum $X = X_1 + ... + X_n...
We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions.
In order to compute the log-likelihood for high dimensional spatial Gaussian models, it is necessary to compute the determinant of the large, sparse, symmetric positive definite precision matrix, Q....

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