Finding the modes of some multivariate discrete probability distributions: Application of the resource allocation problem

Chengwu Shen and Anh Ninh

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: Determination of the modes of discrete multivariate distributions are of significant interest in many application contexts. Thus far, most papers in the literature have focused on developing specialized algorithms to find the modes of some specific distributions, e.g., the multinomial distribution. In contrast, this paper proposes a unified and efficient solution approach for the mode-finding problem for many well-known multivariate discrete distributions. In particular, we reformulate and solve the mode-finding problem as a discrete resource allocation problem using a greedy algorithm. Numerical examples show the effectiveness of our new solution approach.

Keywords: Modes; Multivariate discrete distribution; Multinomial; Resource allocation (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2019.108579

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