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We analyze a probabilistic algorithm for matching shapes modeled by planar regions under translations and rigid motions (rotation and translation). Given shapes $A$ and $B$, the algorithm computes a transformation $t$ such that with high…
We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…
Humans are exposed to complex mixtures of environmental pollutants rather than single chemicals, necessitating methods to quantify the health effects of such mixtures. Research on environmental mixtures provides insights into realistic…
In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…
Molecular kinetic simulations are typically used to accurately describe the tenuous regions of the upper atmospheres on planetary bodies. These simulations track the motion of particles representing real atmospheric atoms and/or molecules…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data, which may not be…
The upper bounds on the coverage probabilities of the confidence regions based on blockwise empirical likelihood [Kitamura (1997)] and nonstandard expansive empirical likelihood [Nordman et al. (2013)] methods for time series data are…
High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…
Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…
Coherent two-dimensional electronic spectroscopy probes ultrafast dynamics using femtosecond pulses. In case the timescale of the studied dynamics become comparable to the pulse duration, pulse overlap effects may compromise the…
Parametric inference for spatial max-stable processes is difficult since the related likelihoods are unavailable. A composite likelihood approach based on the bivariate distribution of block maxima has been recently proposed in the…
This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the weights are discussed. Finally, methods for more difficult…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
In economics we often face a system, which intrinsically imposes a structure of hierarchy of its components, i.e., in modelling trade accounts related to foreign exchange or in optimization of regional air protection policy. A problem of…
We consider the Constrained-degree percolation model in random environment on the square lattice. In this model, each vertex $v$ has an independent random constraint ${\kappa}_v$ which takes the value $j\in \{0,1,2,3\}$ with probability…
Finding upper limits on the rate of events from a proposed process in the presence of unknown backgrounds is an often encountered problem in the search for rare processes. Methods based on unusually large "gaps", or spacings, in the event…
The availability of high-throughput parallel methods for sequencing microbial communities is increasing our knowledge of the microbial world at an unprecedented rate. Though most attention has focused on determining lower-bounds on the…
We address the scaling limits of random curves arising from, e.g., planar lattice models, especially in rough domains. The well-known precompactness conditions of Kemppainen and Smirnov show that certain crossing probability estimates…
Consider the time-domain multiple cavity scattering problem, which arises in diverse scientific areas and has significant industrial and military applications. The multiple cavity embedded in an infinite ground plane, is filled with…