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The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…

Machine Learning · Statistics 2022-03-22 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number…

Machine Learning · Statistics 2026-05-14 Nicola Apollonio , Giovanni Franzina , Giovanni Luca Torrisi

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…

Statistical Mechanics · Physics 2011-04-05 S. I. Denisov , H. Kantz

We study the ability of future weak lensing (WL) surveys to constrain primordial non-Gaussianity of the local type. We use a large ensemble of simulated WL maps with survey specifications relevant to Euclid and LSST. The simulations assume…

Cosmology and Nongalactic Astrophysics · Physics 2012-11-05 Stefan Hilbert , Laura Marian , Robert E. Smith , Vincent Desjacques

We present a general framework to treat the evolution of one-point probability distribution function (PDF) for cosmic density $\delta$ and velocity-divergence fields $\theta$. In particular, we derive an evolution equation for the one-point…

Astrophysics · Physics 2009-11-07 Yasuhiro Ohta , Issha Kayo , Atsushi Taruya

An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a…

Plasma Physics · Physics 2016-11-30 Johan Anderson , Jonas Johansson

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

On large scales a nonlinear transformation of matter density field can be viewed as a biased tracer of the density field itself. A nonlinear transformation also modifies the redshift space distortions in the same limit, giving rise to a…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-03 Uros Seljak

We study the quasilinear evolution of the one-point probability density functions (PDFs) of the smoothed density and velocity fields in a cosmological gravitating system beginning with Gaussian initial fluctuations. Our analytic results are…

Astrophysics · Physics 2009-10-22 Lev Kofman , Edmund Bertschinger , James M. Gelb , Adi Nusser , Avishai Dekel

The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…

Astrophysics · Physics 2009-10-31 E. Gaztanaga , P. Fosalba , E. Elizalde

What are the fundamental limitations of reconstructing the properties of dark energy, given cosmological observations in the quasilinear regime in a range of redshifts, to be as precise as required? The aim of this paper is to address this…

Cosmology and Nongalactic Astrophysics · Physics 2017-06-16 Cornelius Rampf , Eleonora Villa , Luca Amendola

The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Xin Wang , Alex Szalay

Primordial non-Gaussianity of the local type induces a strong scale-dependent bias on the clustering of halos in the late-time Universe. This signature is particularly promising to provide constraints on the non-Gaussianity parameter…

By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…

Probability · Mathematics 2010-11-16 G. Liang , A. Lionnet , Z. Qian

Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density can have local features such as…

Methodology · Statistics 2016-11-26 Kinjal Basu , Debapriya Sengupta

We propose a theoretical and computational approach to investigate temporal behavior of a nonlinear polarization in perturbative regime induced by an intense and ultrashort pulsed electric field. First-principles time-dependent density…

Optics · Physics 2019-03-27 Mitsuharu Uemoto , Yuki Kuwabara , Shunsuke A. Sato , Kazuhiro Yabana

In this note we examine the derivation of scale-dependent bias due to primordial non-Gaussianity of the local type in the context of general relativity. We justify the use of the Poisson equation in general relativistic perturbation theory…

Cosmology and Nongalactic Astrophysics · Physics 2009-07-30 David Wands , Anze Slosar

We investigate the non-linear evolution of spherical density and velocity perturbations of dark matter and dark energy in the expanding Universe. For that we have used the conservation and Einstein equations to describe the evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2020-08-04 M. Tsizh , B. Novosyadlyj