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We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi

This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…

Econometrics · Economics 2020-04-07 Pedro H. C. Sant'Anna , Xiaojun Song , Qi Xu

We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exact limiting formulas for the estimation and prediction…

Statistics Theory · Mathematics 2025-09-18 Alden Green , Elad Romanov

The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…

Biological Physics · Physics 2013-05-24 Eldad Kepten Irena Bronshtein , Yuval Garini

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Complexity metrics and machine learning (ML) models have been utilized to analyze the lengths of segmental genomic entities like: exons, introns, intergenic and repeat/unique DNA sequences, in each of the 22 human chromosomes. The purpose…

We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…

Methodology · Statistics 2009-08-06 Xioahong Chen , Lars Peter Hansen , Jose Scheinkman

In presence of long range dispersal, epidemics spread in spatially disconnected regions known as clusters. Here, we characterize exactly their statistical properties in a solvable model, in both the supercritical (outbreak) and critical…

Statistical Mechanics · Physics 2022-09-05 Xiangyu Cao , Pierre Le Doussal , Alberto Rosso

Properties of networks are often characterized in terms of features such as node degree distributions, average path lengths, diameters, or clustering coefficients. Here, we study shortest path length distributions. On the one hand, average…

Social and Information Networks · Computer Science 2015-01-20 Christian Bauckhage , Kristian Kersting , Fabian Hadiji

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

We examine the distribution and popularity of different parameters (such as the number of descents, runs, valleys, peaks, right-to-left minima, and more) on the sets of increasing and flattened permutations. For each parameter, we provide…

Combinatorics · Mathematics 2024-10-22 Jean-Luc Baril , José L. Ramírez

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…

Machine Learning · Computer Science 2026-01-16 Khashayar Gatmiry , Sitan Chen , Adil Salim

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

Using a simple model with link removals as well as link additions, we show that an evolving network is scale free with a degree exponent in the range of (2, 4]. We then establish a relation between the network evolution and a set of…

Mathematical Physics · Physics 2007-05-23 Dinghua Shi , Liming Liu , Xiang Zhu , Huijie Zhou , Binbin Wang

Traditionally, time-development of the mean square displacement has been employed to determine the diffusion coefficient from the trajectories of single particles. However, this approach is sensitive to the noise and the motion blur upon…

Statistical Mechanics · Physics 2020-08-31 Masanori Mishima

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

Complex networks are characterized by latent geometries induced by their topology or by the dynamics on the top of them. In the latter case, different network-driven processes induce distinct geometric features that can be captured by…

Physics and Society · Physics 2021-04-07 Giulia Bertagnolli , Manlio De Domenico

We examine the incipient infinite cluster (IIC) of critical percolation in regimes where mean-field behavior has been established, namely when the dimension d is large enough or when d>6 and the lattice is sufficiently spread out. We find…

Probability · Mathematics 2015-05-13 Gady Kozma , Asaf Nachmias