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In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

Nowadays stochastic computer simulations with both numeral and distribution inputs are widely used to mimic complex systems which contain a great deal of uncertainty. This paper studies the design and analysis issues of such computer…

Methodology · Statistics 2022-04-26 Chunya Li , Xiaojun Cui , Shifeng Xiong

We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…

Probability · Mathematics 2013-03-04 Grigori Olshanski

We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…

Probability · Mathematics 2019-07-23 Gaultier Lambert

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

The fundamental functional summary statistics used for studying spatial point patterns are developed for marked homogeneous and inhomogeneous point processes on the surface of a sphere. These are extended to point processes on the surface…

Methodology · Statistics 2024-10-03 Scott Ward , Edward A. K. Cohen , Niall M. Adams

We consider the Voronoi tessellation based on a homogeneous Poisson point process in $\mathbf{R}^{d}$. For a geometric characteristic of the cells (e.g. the inradius, the circumradius, the volume), we investigate the point process of the…

Probability · Mathematics 2016-07-15 Nicolas Chenavier , Christian Robert

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

Data Structures and Algorithms · Computer Science 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…

Numerical Analysis · Mathematics 2019-01-24 Dietmar Gallistl , Daniel Peterseim

A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…

Probability · Mathematics 2017-08-18 Sasha Sodin

We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…

Mathematical Physics · Physics 2015-11-06 Eugene Strahov

We describe extensive computational experiments on spectral properties of random objects - random cubic graphs, random planar triangulations, and Voronoi and Delaunay diagrams of random (uniformly distributed) point sets on the sphere). We…

Spectral Theory · Mathematics 2014-10-28 Igor Rivin

We propose a model for deterministic distributed function computation by a network of identical and anonymous nodes. In this model, each node has bounded computation and storage capabilities that do not grow with the network size.…

Optimization and Control · Mathematics 2011-06-28 Julien M. Hendrickx , Alex Olshevsky , John N. Tsitsiklis

Density-based clustering methods often surpass centroid-based counterparts, when addressing data with noise or arbitrary data distributions common in real-world problems. In this study, we reveal a key property intrinsic to density-based…

Machine Learning · Computer Science 2025-06-30 Oron Nir , Jay Tenenbaum , Ariel Shamir

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

We study the structural characteristics of complex networks using the representative eigenvectors of the adjacent matrix. The probability distribution function of the components of the representative eigenvectors are proposed to describe…

Physics and Society · Physics 2015-05-30 Guimei Zhu , Huijie Yang , Chuanyang Yin , Baowen Li

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

Numerical Analysis · Mathematics 2021-04-07 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

[B{\l}aszczyszyn, Yogeshwaran and Yukich (2019)] established central limit theorems for geometric statistics of point processes having fast decay dependence. As limit theorems are of limited use unless we understand their errors involved in…

Probability · Mathematics 2022-05-27 Tianshu Cong , Aihua Xia