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The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

Signal processing of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Besides randomly and independently occurring outliers also correlated data gaps are investigated. Non-parametric…

Signal Processing · Electrical Eng. & Systems 2023-04-28 Nils Damaschke , Volker Kühn , Holger Nobach

We reexamine results obtained with the recently proposed density functional theory framework based on forces (force-DFT) [Tschopp et al., Phys. Rev. E 106, 014115 (2022)]. We compare inhomogeneous density profiles for hard sphere fluids to…

Soft Condensed Matter · Physics 2024-02-28 Florian Sammüller , Sophie Hermann , Matthias Schmidt

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…

Data Analysis, Statistics and Probability · Physics 2022-10-05 Jakob Robnik , Uroš Seljak

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive…

Statistical Mechanics · Physics 2014-07-25 Noam Bernstein , Thomas Stecher , Gábor Csányi

In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the…

Methodology · Statistics 2023-04-24 Tuhin Subhra Mahatao , Subhankar Dutta , Suchandan Kayal

In this paper, we propose a general methodology for sampling from un-normalized densities defined on Riemannian manifolds, with a particular focus on multi-modal targets that remain challenging for existing sampling methods. Inspired by the…

Machine Learning · Statistics 2026-02-03 Alain Durmus , Maxence Noble , Thibaut Pellerin

The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…

Methodology · Statistics 2020-12-09 Dhruva Kartik , Neeraj Sood , Urbashi Mitra , Tara Javidi

A Monte-Carlo algorithm for discrete statistical models that combines the full power of the Belief Propagation algorithm with the advantages of a detailed-balanced heat bath approach is presented. A sub-tree inside the factor graph is first…

Statistical Mechanics · Physics 2014-07-02 Aurélien Decelle , Florent Krzakala

Score based approaches to sampling have shown much success as a generative algorithm to produce new samples from a target density given a pool of initial samples. In this work, we consider if we have no initial samples from the target…

Machine Learning · Statistics 2022-12-08 Curtis McDonald , Andrew Barron

We consider multi-variate signals spanned by the integer shifts of a set of generating functions with distinct frequency profiles and the problem of reconstructing them from samples taken on a random periodic set. We show that such a…

Functional Analysis · Mathematics 2023-10-13 Jorge Antezana , Diana Carbajal , José Luis Romero

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

Analysis of PDEs · Mathematics 2022-08-24 Eduard Feireisl

We study the Wasserstein projection of a compactly supported probability measure onto the class of measures whose density ratio is bounded, and we place this projection in a broader program connecting generative modeling, optimal transport,…

Analysis of PDEs · Mathematics 2026-04-13 Hy P. G. Lam

Method of parameterizing and smoothing the unknown underling distributions using Bernstein polynomials is proposed, verified and investigated. Any distribution with bounded and smooth enough density can be approximated by the proposed…

Methodology · Statistics 2015-06-23 Zhong Guan

We propose a data-driven Fourier-trained neural-network method for estimating fixed-horizon probability densities from empirical characteristic-function (CF) information. The estimator is a positive Gaussian--Laplace mixture with…

Machine Learning · Statistics 2026-05-19 Duy-Minh Dang , Volter Entoma

We present an identity for an unbiased estimate of a general statistical distribution. The identity computes the distribution density from dividing a histogram sum over a local window by a correction factor from a mean-force integral, and…

Computational Physics · Physics 2012-06-04 Cheng Zhang , Jianpeng Ma