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Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

We discuss how continuous probing of a quantum system allows estimation of unknown classical parameters embodied in the Hamiltonian of the system. We generalize the stochastic master equation associated with continuous observation processes…

Quantum Physics · Physics 2013-12-09 Antonio Negretti , Klaus Mølmer

According to the fundamental work of Yu.V. Prokhorov, the general theory of stochastic processes can be regarded as the theory of probability measures in complete separable metric spaces. Since stochastic processes depending upon a…

Functional Analysis · Mathematics 2017-09-13 György Pál Gehér , Tamás Titkos

The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…

Statistical Mechanics · Physics 2018-05-09 Markus Nyberg , Ludvig Lizana

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

Cointegration is an important concept in the analysis of non-stationary time-series, giving conditions under which a collection of non-stationary processes has an underlying stationary (cointegration) relationship. In this paper we present…

Methodology · Statistics 2013-11-05 Thomas Furmston , Stephen Hailes , A. Jennifer Morton

A moderate deviation principle for nonlinear functions of Gaussian processes is established. The nonlinear functions need not be locally bounded. Especially, the logarithm is allowed. (Thus, small deviations of the process are relevant.)…

Probability · Mathematics 2007-05-23 Boris Tsirelson

Continuous-variable Gaussian entanglement is an attractive notion, both as a fundamental concept in quantum information theory, based on the well-established Gaussian formalism for phase-space variables, and as a practical resource in…

Quantum Physics · Physics 2026-05-07 E. Shchukin , P. van Loock

We study the persistence probability for some two-sided discrete-time Gaussian sequences that are discrete-time analogs of fractional Brownian motion and integrated fractional Brownian motion, respectively. Our results extend the…

Probability · Mathematics 2018-02-14 Frank Aurzada , Micha Buck

We define the empiric stochastic stability of an invariant measure in the finite-time scenario, the classical definition of stochastic stability. We prove that an invariant measure of a continuous system is empirically stochastically stable…

Dynamical Systems · Mathematics 2018-03-01 Eleonora Catsigeras

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

We present an elementary and explicit proof of the separability criterion for continuous variable two-party Gaussian systems. Our proof is based on an elementary formulation of uncertainty relations and an explicit determination of…

Quantum Physics · Physics 2008-07-19 Kazuo Fujikawa

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…

Probability · Mathematics 2016-03-02 Vincent Bansaye , Tom Kurtz , Florian Simatos

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

Probability · Mathematics 2025-03-04 Pierre Monmarché

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

Wavefunction collapse is commonly associated with unavoidable physical disturbance of the measured system. Here we show that in driven-dissipative quantum systems, continuous measurement can induce strong trajectory-level collapse while…

Quantum Physics · Physics 2026-01-13 Shalender Singh , Santosh Kumar

When the unconditioned process is a diffusion living on the half-line $x \in ]-\infty,a[$ in the presence of an absorbing boundary condition at position $x=a$, we construct various conditioned processes corresponding to finite or infinite…

Statistical Mechanics · Physics 2022-10-17 Cécile Monthus , Alain Mazzolo

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…

Statistical Mechanics · Physics 2007-05-23 Hernan Larralde , Francois Leyvraz , David P. Sanders

When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…

Probability · Mathematics 2010-01-20 Thomas Meinguet , Johan Segers