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The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn

Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…

Machine Learning · Computer Science 2026-03-27 Chenglong Song , Mazharul Islam , Lin Wang , Bing Chen , Bo Yang

The one-point probability distribution function (pdf) of the large-scale density field is an important tool to follow the evolution of cosmological structures. In this paper we present a new model for this pdf for all regimes and all…

Astrophysics · Physics 2009-11-10 Patrick Valageas , Dipak Munshi

Intermittency in MHD turbulence has been analyzed using high resolution 2D numerical simulations. We show that the Probability Distribution Functions (PDFs) of the fluctuations of the Elsasser fields, magnetic field and velocity field…

Chaotic Dynamics · Physics 2015-06-26 L. Sorriso-Valvo , V. Carbone , P. Veltri , H. Politano , A. Pouquet

We introduce a method for calculating the probability density function (PDF) of a turbulent density field in three dimensions using only information contained in the projected two-dimensional column density field. We test the method by…

Astrophysics of Galaxies · Physics 2015-05-18 Christopher M. Brunt , Christoph Federrath , Daniel J. Price

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

We derive an expression for the macroscopic force density that a narrow-band electromagnetic field imposes on a dissipative isotropic medium. The result is obtained by averaging the microscopic form for Lorentz force density. The derived…

Optics · Physics 2015-05-20 Andriy Shevchenko , Matti Kaivola

In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to…

Computational Physics · Physics 2009-10-31 K. J. Abraham , L. M. Haines

The evolution of probability distribution functions (PDFs) of continuous density, velocity and velocity derivatives ( deformation tensor) fields in the theory of cosmological gravitational instability are considered. We show that in the…

Astrophysics · Physics 2007-05-23 Lev Kofman

We consider the distributed detection problem of a temporally correlated random radio source signal using a wireless sensor network capable of measuring the energy of the received signals. It is well-known that optimal tests in the…

Signal Processing · Electrical Eng. & Systems 2023-12-20 Juan Augusto Maya , Leonardo Rey Vega , Andrea M. Tonello

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

Methodology · Statistics 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

Despite the high accuracy of photometric redshifts (zphot) derived using Machine Learning (ML) methods, the quantification of errors through reliable and accurate Probability Density Functions (PDFs) is still an open problem. First, because…

We present a theoretical framework for analyzing spatial sampling of fields in three-dimensional space. The framework bridges Shannon's sampling and information theory to Bayesian probabilistic inference and experimental design. Based on…

This paper delves into the significance of the tomographic probability density function (pdf) representation of quantum states, shedding light on the special classes of pdfs that can be tomograms. Instead of using wave functions or density…

Quantum Physics · Physics 2024-01-23 L. A. Markovich , J. Urbanetz , V. I. Man'ko

We report the development of a scalar quantization approach that helps build tables of decision and reconstruction levels for any probability density function (pdf). Several example pdf's are used for illustration: Uniform, Gaussian,…

Medical Physics · Physics 2016-09-08 C. Tannous

This paper tackles the issue of real-time parametric estimation of a wide class of probability density functions from limited datasets. This type of estimation addresses recent applications that require joint sensing and actuation. The…

Information Theory · Computer Science 2022-03-21 Ahmad A. Masoud

The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…

Statistical Mechanics · Physics 2008-03-01 M. M. Bandi , C. Connaughton

We discuss the non-self-averaging phenomena in the critical point of weakly disordered Ising ferromagnet. In terms of the renormalized replica Ginzburg-Landau Hamiltonian in dimensions D <4, we derive an explicit expression for the…

Statistical Mechanics · Physics 2016-01-26 Victor Dotsenko , Yu. Holovatch

We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=1}^{N}{X_i} \leq \gamma)$, via importance sampling (IS). We…

Computation · Statistics 2021-10-04 Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raul Tempone

While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava