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Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

We calculate the propagator of a particle caught in a Paul trap and subject to the continuous quantum measurement of its position. The probabilities of the measurement outputs, the possible trajectories of the particle, are also found. This…

Quantum Physics · Physics 2009-10-31 A. Camacho , A. Camacho-Galvan

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Methodology · Statistics 2012-09-05 Jamie Hall , Michael K. Pitt , Robert Kohn

Normalizing flows are a class of machine learning models used to construct a complex distribution through a bijective mapping of a simple base distribution. We demonstrate that normalizing flows are particularly well suited as a Monte Carlo…

Nuclear Theory · Physics 2021-08-11 Jack Brady , Pengsheng Wen , Jeremy W. Holt

We present in this article a novel Lagrangian measurement technique: an instrumented particle which continuously transmits the force/acceleration acting on it as it is advected in a flow. We develop signal processing methods to extract…

The hydrodynamic equation derived by N-particle statistical mechanics is investigated. This is an attempt to provide additional information concerning the closure problem of turbulence theory. The equation is interpreted as mean velocity…

General Physics · Physics 2017-09-22 Juergen Piest

In volume-filtered Euler-Lagrange simulations of particle-laden flows, the fluid forces acting on a particle are estimated using reduced models, which rely on the knowledge of the local undisturbed flow for that particle. Since the two-way…

Computational Physics · Physics 2025-03-07 Fabien Evrard , Akshay Chandran , Ricardo Cortez , Berend van Wachem

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu

A mathematical model to study the flow evolution in RB convection laden with finite-sized particles after a flow perturbation is developed with an Euler-Lagrange viewpoint. A linear analysis is conducted by combining the averaged flow-scale…

Fluid Dynamics · Physics 2023-10-20 Dai Shi

Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…

Computation · Statistics 2014-12-01 Pete Bunch , Simon Godsill

Particle accelerators generate charged-particle beams with tailored distributions in six-dimensional position-momentum space (phase space). Knowledge of the phase space distribution enables model-based beam optimization and control. In the…

Accelerator Physics · Physics 2024-08-09 Austin Hoover , Jonathan C. Wong

We compare the computational performance of two modeling approaches for the flow of dilute cavitation bubbles in a liquid. The first approach is a deterministic model, for which bubbles are represented in a Lagrangian framework as advected…

Fluid Dynamics · Physics 2023-02-23 Spencer H. Bryngelson , Kevin Schmidmayer , Tim Colonius

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez

We study statistical properties of a one dimensional infinite system of coalescing particles. Each particle moves with constant velocity $\pm v$ towards its closest neighbor and merges with it upon collision. We propose a mean-field theory…

Statistical Mechanics · Physics 2015-06-25 S. Ispolatov , P. L. Krapivsky

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner

This paper presents a Bayesian parameter estimation approach and identifiability analysis for a lithium-ion battery model, to determine the uniqueness, evaluate the sensitivity and quantify the uncertainty of a subset of the model…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Antti Aitio , Scott G. Marquis , Pedro Ascencio , David Howey

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

We investigate the statistical properties of an over-damped Brownian particle that is trapped by a harmonic potential and simultaneously exposed to a linear shear flow or to a plane Poiseuille flow. Its probability distribution is…

Statistical Mechanics · Physics 2010-11-08 Jochen Bammert , Walter Zimmermann

A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…

Methodology · Statistics 2021-03-22 Mohammad S. Ramadan , Robert R. Bitmead