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An algorithm to calculate the density of states, based on the well-known Wang-Landau method, is introduced. Independent random walks are performed in different restricted ranges of energy, and the resultant density of states is modified by…

Statistical Mechanics · Physics 2015-06-25 R. E. Belardinelli , V. D. Pereyra

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Statistics Theory · Mathematics 2020-07-22 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

We consider the detection of multivariate spatial clusters in the Bernoulli model with $N$ locations, where the design distribution has weakly dependent marginals. The locations are scanned with a rectangular window with sides parallel to…

Statistics Theory · Mathematics 2010-02-26 Guenther Walther

In the era of big data, the increasing availability of diverse data sources has driven interest in analytical approaches that integrate information across sources to enhance statistical accuracy, efficiency, and scientific insights. Many…

Methodology · Statistics 2026-03-30 Lu Wang , Yanyuan Ma , Jiwei Zhao

In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…

Data Structures and Algorithms · Computer Science 2020-11-06 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

Radio interferometric data are used to estimate the sky brightness distributions in radio frequencies. Here we focus on estimators of the large-scale structure and the power spectrum of the sky brightness distribution inferred from radio…

Instrumentation and Methods for Astrophysics · Physics 2019-04-17 Prasun Dutta , Meera Nandakumar

Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…

Methodology · Statistics 2013-10-11 Jonathan Landy

The methods of statistical mechanics are applied to two-dimensional foams under macroscopic agitation. A new variable -- the total cell curvature -- is introduced, which plays the role of energy in conventional statistical thermodynamics.…

Soft Condensed Matter · Physics 2011-11-10 Marc Durand

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

A multicanonical update relation for calculation of the microcanonical entropy $S_{micro}(E)$ by means of the estimates of the inverse statistical temperature $\beta_S$, is proposed. This inverse temperature is obtained from the recently…

Statistical Mechanics · Physics 2011-10-20 Leandro G. Rizzi , Nelson A. Alves

In social contexts where individuals consume varying amounts, such as shared meals or bar gatherings, splitting the total bill equally often yields surprisingly fair outcomes. In this work, we develop a statistical physics framework to…

Physics and Society · Physics 2025-10-21 Nuno Crokidakis , Lucas Sigaud

The multivariate hypergeometric distribution describes sampling without replacement from a discrete population of elements divided into multiple categories. Addressing a gap in the literature, we tackle the challenge of estimating discrete…

Machine Learning · Computer Science 2024-06-11 Liam Hodgson , Danilo Bzdok

Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…

Methodology · Statistics 2025-02-11 Yicong Jiang , Lucas Janson

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

In this paper we provide a general framework for estimating symmetric properties of distributions from i.i.d. samples. For a broad class of symmetric properties we identify the easy region where empirical estimation works and the difficult…

Data Structures and Algorithms · Computer Science 2020-03-03 Moses Charikar , Kirankumar Shiragur , Aaron Sidford

Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

For a given identity in a face dataset, there are certain iconic images which are more representative of the subject than others. In this paper, we explore the problem of computing the iconicity of a face. The premise of the proposed…

Computer Vision and Pattern Recognition · Computer Science 2019-03-06 Prithviraj Dhar , Carlos D. Castillo , Rama Chellappa

Dose volume histograms are a useful tool in state-of-the-art radiotherapy planning, and it is essential to be aware of their limitations. Dose distributions computed by treatment planning systems are affected by several sources of…

Medical Physics · Physics 2007-06-13 Francisco Cutanda-Henriquez , Silvia Vargas-Castrillon

Equilibrium statistical physics is considered from the point of view of statistical estimation theory. This involves the notions of statistical model, of estimators, and of exponential family. A useful property of the latter is the…

Statistical Mechanics · Physics 2016-08-31 Jan Naudts