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Showing 3 results for Emadi
Mehdi Shams, Mehdi Emadi, Naser Reza Arghami,
Volume 5, Issue 2 (2-2012)
Abstract
In this paper the class of all equivariant is characterized functions. Then two conditions for the proof of the existence of equivariant estimators are introduced. Next the Lehmann's method is generalized for characterization of the class of equivariant location and scale function in terms of a given equivariant function and invariant function to an arbitrary group family. This generalized method has applications in mathematics, but to make it useful in statistics, it is combined with a suitable function to make an equivariant estimator. This of course is usable only for unique transitive groups, but fortunately most statistical examples are of this sort. For other group equivariant estimators are directly obtained.
Morteza Mohammadi, Mahdi Emadi, Mohammad Amini,
Volume 15, Issue 1 (9-2021)
Abstract
Divergence measures can be considered as criteria for analyzing the dependency and can be rewritten based on the copula density function. In this paper, Jeffrey and Hellinger dependency criteria are estimated using the improved probit transformation method, and their asymptotic consistency is proved. In addition, a simulation study is performed to measure the accuracy of the estimators. The simulation results show that for low sample size or weak dependence, the Hellinger dependency criterion performs better than Kullback-Libeler and Jeffrey dependency criteria. Finally, the application of the studied methods in hydrology is presented.
Taranom Torabi Neman, Mahdi Emadi, Mohammad Arashi,
Volume 20, Issue 1 (9-2026)
Abstract
In the broad landscape of modern data analysis, dealing with count data affected by excessive zeros represents a fundamental analytical challenge. Classical models such as Poisson regression exhibit notable weaknesses in this context, as they cannot distinguish between structural zeros (arising from deterministic processes) and random zeros (arising from stochastic processes). Although zero-inflated Poisson regression models have taken a significant step toward addressing this issue, their performance is seriously limited in the era of high-dimensional and large-scale data.
This research, looking beyond traditional frameworks, introduces an innovative deep neural network–based framework designed to enhance and transform zero-inflated Poisson regression models. By leveraging the remarkable capacity of deep learning to extract nonlinear and complex features, this hybrid approach can model the dual data-generating processes, the zero-generation process, and the count-generation process with unprecedented precision.
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