Discriminative Codebook Hashing for Supervised Video Retrieval

In recent years, hashing learning has received increasing attention in supervised video retrieval. However, most existing supervised video hashing approaches design hash functions based on pairwise similarity or triple relationships and focus on local information, which results in low retrieval accuracy. In this work, we propose a novel supervised framework called discriminative codebook hashing (DCH) for large-scale video retrieval. The proposed DCH encourages samples within the same category to converge to the same code word and maximizes the mutual distances among different categories. Specifically, we first propose the discriminative codebook via a predefined distance among intercode words and Bernoulli distributions to handle each hash bit. Then, we use the composite Kullback–Leibler (KL) divergence to align the neighborhood structures between the high-dimensional space and the Hamming space. The proposed DCH is optimized via the gradient descent algorithm. Experimental results on three widely used video datasets verify that our proposed DCH performs better than several state-of-the-art methods.

A Class of Exponentiated Regression Model for Non Negative Censored Data with an Application to Antibody Response to Vaccine

In this paper, an asymmetric regression model for censored non-negative data based on the centred exponentiated log-skew-normal and Bernoulli distributions mixture is introduced. To connect the discrete part with the continuous distribution, the logit link function is used. The parameters of the model are estimated by using the likelihood maximum method. The score function and the information matrix are shown in detail. Antibody data from a study of the measles vaccine are used to illustrate applicability of the proposed model, and it was found the best fit to the data with respect to an others models used in the literature.

A Flexible Multivariate Distribution for Correlated Count Data

Multivariate count data are often modeled via a multivariate Poisson distribution, but it contains an underlying, constraining assumption of data equi-dispersion (where its variance equals its mean). Real data are oftentimes over-dispersed and, as such, consider various advancements of a negative binomial structure. While data over-dispersion is more prevalent than under-dispersion in real data, however, examples containing under-dispersed data are surfacing with greater frequency. Thus, there is a demonstrated need for a flexible model that can accommodate both data types. We develop a multivariate Conway–Maxwell–Poisson (MCMP) distribution to serve as a flexible alternative for correlated count data that contain data dispersion. This structure contains the multivariate Poisson, multivariate geometric, and the multivariate Bernoulli distributions as special cases, and serves as a bridge distribution across these three classical models to address other levels of over- or under-dispersion. In this work, we not only derive the distributional form and statistical properties of this model, but we further address parameter estimation, establish informative hypothesis tests to detect statistically significant data dispersion and aid in model parsimony, and illustrate the distribution’s flexibility through several simulated and real-world data examples. These examples demonstrate that the MCMP distribution performs on par with the multivariate negative binomial distribution for over-dispersed data, and proves particularly beneficial in effectively representing under-dispersed data. Thus, the MCMP distribution offers an effective, unifying framework for modeling over- or under-dispersed multivariate correlated count data that do not necessarily adhere to Poisson assumptions.

Bivariate Mixture of Inverse Weibull Distribution: Properties and Estimation

In this study, we construct a mixture of bivariate inverse Weibull distribution. We assumed that the parameters of two marginals have Bernoulli distributions. Several properties of the proposed model are obtained, such as probability marginal density function, probability marginal cumulative function, the product moment, the moment of the two variables x and y, the joint moment-generating function, and the correlation between x and y. The real dataset has been analyzed. We observed that the mixture bivariate inverse Weibull distribution provides a better fit than the other model.

Finite algebras of Bernoulli distributions

The paper is concerned with sets of Bernoulli distributions which are closed under substitutions of independent random variables into Boolean functions from a given set (an algebra of Bernoulli distributions). A description of all finite algebras of Bernoulli distributions is given.

A New Lower Bound for Kullback-Leibler Divergence Based on Hammersley-Chapman-Robbins Bound

In this paper, we derive a useful lower bound for the Kullback-Leibler divergence (KL-divergence) based on the Hammersley-Chapman-Robbins bound (HCRB).The HCRB states that the variance of an estimator is bounded from below by the Chi-square divergence and the expectation value of the estimator. By using the relation between the KL-divergence and the Chi-square divergence, we show that the lower bound for the KL-divergence which only depends on the expectation value and the variance of a function we choose. This lower bound can also be derived from an information geometric approach. Furthermore, we show that the equality holds for the Bernoulli distributions and show that the inequality converges to the Cram\'{e}r-Rao bound when two distributions are very close. We also describe application examples and examples of numerical calculation.