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Distributional regression aims to estimate the full conditional distribution of a target variable, given covariates. Popular methods include linear and tree-ensemble based quantile regression. We propose a neural network-based…

Methodology · Statistics 2024-07-08 Xinwei Shen , Nicolai Meinshausen

We present Neural Autoregressive Distribution Estimation (NADE) models, which are neural network architectures applied to the problem of unsupervised distribution and density estimation. They leverage the probability product rule and a…

Machine Learning · Computer Science 2016-05-30 Benigno Uria , Marc-Alexandre Côté , Karol Gregor , Iain Murray , Hugo Larochelle

A recursive function on a tree is a function in which each leaf has a given value, and each internal node has a value equal to a function of the number of children, the values of the children, and possibly an explicitly specified random…

Probability · Mathematics 2020-03-24 Nicolas Broutin , Luc Devroye , Nicolas Fraiman

The notions of noise sensitivity and stability were recently extended for the voter model. In this model, the vertices of a graph have opinions that are updated by uniformly selecting edges. We further extend stability results to different…

Probability · Mathematics 2026-01-16 Gideon Amir , Omer Angel , Rangel Baldasso , Daniel de la Riva

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

Condensed Matter · Physics 2009-10-28 Ph. Jacquod , D. L. Shepelyansky

Given a transition matrix $P$ indexed by a finite set $V$ of vertices, the voter model is a discrete-time Markov chain in $\{0,1\}^V$ where at each time-step a randomly chosen vertex $x$ imitates the opinion of vertex $y$ with probability…

Probability · Mathematics 2024-10-03 Richard Pymar , Nicolás Rivera

We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…

Methodology · Statistics 2024-03-06 Nadja Klein , Michael Stanley Smith , David Nott , Ryan Chisholm

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

The varying-coefficient model is a strong tool for the modelling of interactions in generalized regression. It is easy to apply if both the variables that are modified as well as the effect modifiers are known. However, in general one has a…

Methodology · Statistics 2017-05-25 Moritz Berger , Gerhard Tutz , Matthias Schmid

We study geometric properties of a random Gaussian short-time correlated velocity field by considering statistics of a passively advected metric tensor. That describes universal properties of fluctuations of tensor objects frozen into the…

chao-dyn · Physics 2009-10-31 S. Boldyrev , A. Schekochihin

In this paper, we study a regular rooted coloured tree with random labels assigned to its edges, where the distribution of the label assigned to an edge depends on the colours of its endpoints. We obtain some new results relevant to this…

Probability · Mathematics 2011-11-10 Mikhail Menshikov , Dimitri Petritis , Stanislav Volkov

This paper studies the convex isotonic regression with generalized order restrictions induced by a directed tree. The proposed model covers various intriguing optimization problems with shape or order restrictions, including the generalized…

Optimization and Control · Mathematics 2023-04-04 Xuyu Chen , Xudong Li , Yangfeng Su

We study a two-species competition model in a patchy advective environment, where the species are subject to both directional drift and undirectional random dispersal between patches and there are losses of individuals in the downstream end…

Dynamical Systems · Mathematics 2023-03-22 Shanshan Chen , Junping Shi , Zhisheng Shuai , Yixiang Wu

In this paper we analyze a dynamic recursive extension of the (static) notion of a deviation measure and its properties. We study distribution invariant deviation measures and show that the only dynamic deviation measure which is law…

Risk Management · Quantitative Finance 2018-12-12 Mitja Stadje

It is known that the unique ergodicity of the viscous primitive equations with additive white-in-time noise remains an open problem. In this work, we demonstrate that, as the rotational intensity approaches infinity, the distribution of any…

Probability · Mathematics 2025-03-04 Quyuan Lin , Rongchang Liu , Vincent R. Martinez

This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…

Statistical Mechanics · Physics 2022-04-18 J. Kevin Pierce

We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation are regularly varying at infinity.

Probability · Mathematics 2010-06-15 A. P. Ghosh , D. Hay , V. Hirpara , R. Rastegar , A. Roitershtein , A. Schulteis , J. Suh

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…

Probability · Mathematics 2020-02-04 Michele Aleandri , Matteo Colangeli , Davide Gabrielli

We address the problem of reconstructing a set of points on a line or a loop from their unassigned noisy pairwise distances. When the points lie on a line, the problem is known as the turnpike; when they are on a loop, it is known as the…

Data Structures and Algorithms · Computer Science 2021-04-27 Shuai Huang , Ivan Dokmanić

We establish results for the injectivity and injectivity modulo gauge of certain inverse source problems in transport on a simply connected domain with variable index of refraction inducing a 'simple geometry'. The model given by radiative…

Analysis of PDEs · Mathematics 2019-08-20 Guillaume Bal , François Monard