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Related papers: Gibbs Ensembles of Nonintersecting Paths

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We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…

Mathematical Physics · Physics 2015-06-11 G. Akemann , Z. Burda

This paper deals with stationary Gibbsian point processes on the plane with an interaction that depends on the tiles of the Delaunay triangulation of points via a bounded triangle potential. It is shown that the class of these Gibbs…

Probability · Mathematics 2010-03-16 David Dereudre , Hans-Otto Georgii

In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…

The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…

Mathematical Physics · Physics 2011-05-18 Michael Baake , Holger Koesters

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

Probability · Mathematics 2010-10-26 Louis-Pierre Arguin , Michael Aizenman

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

Mathematical Physics · Physics 2020-03-19 Benjamin Fahs , Igor Krasovsky

Gibbs-type priors are widely used as key components in several Bayesian nonparametric models. By virtue of their flexibility and mathematical tractability, they turn out to be predominant priors in species sampling problems, clustering and…

Methodology · Statistics 2021-08-30 Federico Camerlenghi , Riccardo Corradin , Andrea Ongaro

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show…

Mathematical Physics · Physics 2019-08-12 Alexei Borodin , Grigori Olshanski

Recently, a very attractive logistic regression inference method for exponential family Gibbs spatial point processes was introduced. We combined it with the technique of quadratic tangential variational approximation and derived a new…

Other Statistics · Statistics 2014-11-04 Tuomas Rajala

We introduce a two parameter ($\alpha, \beta>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials $\{ P^{(\alpha, \beta)}_k \}_{k \geq 0}$. The family includes…

Probability · Mathematics 2017-08-08 Mark Cerenzia , Jeffrey Kuan

Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete…

Machine Learning · Statistics 2013-11-14 Raja Hafiz Affandi , Emily B. Fox , Ben Taskar

We associate ergodic properties to some subsets of the natural numbers. For any given family of subsets of the natural numbers one may study the question of occurrence of certain "algebraic patterns" in every subset in the family. By…

Dynamical Systems · Mathematics 2007-11-21 A. Fish

A three parameter family of probability distributions is constructed such that its Mellin transform is defined over the same domain as the 2D GMC on the Riemann sphere with three insertion points $(\alpha_1,\alpha_2,\alpha_3)$ and satisfies…

Probability · Mathematics 2021-11-03 Dmitry Ostrovsky

In this paper we are concerned with the learnability of nonlocal interaction kernels for first order systems modeling certain social interactions, from observations of realizations of their dynamics. This paper is the first of a series on…

Dynamical Systems · Mathematics 2016-02-17 Mattia Bongini , Massimo Fornasier , Markus Hansen , Mauro Maggioni

We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models…

Machine Learning · Computer Science 2016-11-23 Lars Mescheder , Sebastian Nowozin , Andreas Geiger

We aim this paper to develop the classical lattice models with unbounded spin to the case of non-quadratic polynomial interaction. We demonstrate that the distinct relation between the growths of potentials leads to the uniqueness and the…

Mathematical Physics · Physics 2021-08-27 Alexander Val. Antoniouk , Alexandra Vict. Antoniouk

We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…

Data Analysis, Statistics and Probability · Physics 2016-11-17 Emanuel Gluskin

We consider the sampling problem from a composite distribution whose potential (negative log density) is $\sum_{i=1}^n f_i(x_i)+\sum_{j=1}^m g_j(y_j)+\sum_{i=1}^n\sum_{j=1}^m\frac{\sigma_{ij}}{2\eta} \Vert x_i-y_j \Vert^2_2$ where each of…

Statistics Theory · Mathematics 2023-06-27 Bo Yuan , Jiaojiao Fan , Jiaming Liang , Andre Wibisono , Yongxin Chen

We consider a Markov evolution of lozenge tilings of a quarter-plane and study its asymptotics at large times. One of the boundary rays serves as a reflecting wall. We observe frozen and liquid regions, prove convergence of the local…

Representation Theory · Mathematics 2011-03-08 Alexei Borodin , Jeffrey Kuan
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