Related papers: Poisson approximation for large clusters in the su…
Donsker Theorem is perhaps the most famous invariance principle result for Markov processes. It states that when properly normalized, a random walk behaves asymptotically like a Brownian motion. This approach can be extended to general…
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
The Brown-Resnick max-stable process has proven to be well-suited for modeling extremes of complex environmental processes, but in many applications its likelihood function is intractable and inference must be based on a composite…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…
Quasicrystals and their periodic approximants are complex phases, which have by now been observed in many metallic alloys, soft matter systems, and particle simulations. In recent experiments of thin-film perovskites on solid substrates,…
We study the proportional clustering problem of Chen et al. [ICML'19] and relate it to the area of multiwinner voting in computational social choice. We show that any clustering satisfying a weak proportionality notion of Brill and Peters…
Meshfree finite difference methods for the Poisson equation approximate the Laplace operator on a point cloud. Desirable are positive stencils, i.e. all neighbor entries are of the same sign. Classical least squares approaches yield large…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
We derive an exact expression for the partition function of the su(m) Haldane-Shastry spin chain, which we use to study the density of levels and the distribution of the spacing between consecutive levels. Our computations show that when…
Bayesian nonparametric mixture models offer a rich framework for model based clustering. We consider the situation where the kernel of the mixture is available only up to an intractable normalizing constant. In this case, most of the…
The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…
Density dependent families of Markov chains, such as the stochastic models of mass-action chemical kinetics, converge for large values of the indexing parameter $N$ to deterministic systems of differential equations (Kurtz, 1970). Moreover…
Motivated by the needs of estimating the proximity clustering with partial distance measurements from vantage points or landmarks for remote networked systems, we show that the proximity clustering problem can be effectively formulated as…
The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…
The clustering problem, in its many variants, has numerous applications in operations research and computer science (e.g., in applications in bioinformatics, image processing, social network analysis, etc.). As sizes of data sets have grown…
We propose a QCD-based model for calculation of the non-perturbative corrections to the factorization approximation in the decays of heavy mesons. In the framework of the model, factorization in pseudoscalar transitions holds exactly at the…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…
We show how to simulate the clustering of rich clusters of galaxies using a technique based on the Zel'dovich approximation. This method well reproduces the spatial distribution of clusters obtainable from full N-body simulations at a…