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This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J.…

Numerical Analysis · Mathematics 2023-09-06 Jad Dabaghi , Virginie Ehrlacher , Christoph Strössner

Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…

Methodology · Statistics 2018-12-05 Longyang Wu , Chengguo Weng , Xu Wang , Kesheng Wang , Xuefeng Liu

We propose and study the class of Box-Cox elliptical distributions. It provides alternative distributions for modeling multivariate positive, marginally skewed and possibly heavy-tailed data. This new class of distributions has as a special…

Methodology · Statistics 2017-10-18 Raúl Alejandro Morán-Vásquez , Silvia L. P. Ferrari

Large-scale neuroimaging studies have been collecting brain images of study individuals, which take the form of two-dimensional, three-dimensional, or higher dimensional arrays, also known as tensors. Addressing scientific questions arising…

Methodology · Statistics 2013-04-23 Xiaoshan Li , Hua Zhou , Lexin Li

The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…

This work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…

Nuclear Theory · Physics 2026-04-01 Tanmoy Bar

Cosine similarity is an established similarity metric for computing associations on vectors, and it is commonly used to identify related samples from biological perturbational data. The distribution of cosine similarity changes with the…

Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…

Methodology · Statistics 2024-12-05 Yifan Yang , Chixiang Chen , Shuo Chen

We study the expressive power of kernel methods and the algorithmic feasibility of multiple kernel learning for a special rich class of kernels. Specifically, we define \emph{Euclidean kernels}, a diverse class that includes most, if not…

Machine Learning · Computer Science 2019-02-14 Pravesh K. Kothari , Roi Livni

Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…

Computational Physics · Physics 2020-11-20 Jakob Tómas Bullerjahn , Sören von Bülow , Gerhard Hummer

In this article, we approach the structure of the quantum measuring system in the Euclidean regime of the classicalized holographic tensor network from the perspective of integrated information theory. As a result, we obtain the following…

Quantum Physics · Physics 2024-09-27 Eiji Konishi

Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy…

Machine Learning · Computer Science 2019-12-03 Scott Gigante , Jay S. Stanley , Ngan Vu , David van Dijk , Kevin Moon , Guy Wolf , Smita Krishnaswamy

In this work we use matrix models to study the problem of strength distributions. This is motivated by noticing near exponential fall offs of strengths in calculated magnetic dipole excitations. We emphasize that the quality of the…

Nuclear Theory · Physics 2021-04-27 Larry Zamick , Arun Kingan

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

Methodology · Statistics 2015-10-22 T. Tony Cai , Anru Zhang

We describe an approximate statistical model for the sample variance distribution of the non-linear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate…

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald

This is the first of a pair of papers which address the problem of measuring the unredshifted power spectrum in optimal fashion from a survey of galaxies, with arbitrary geometry, for Gaussian or non-Gaussian fluctuations, in real or…

Astrophysics · Physics 2015-06-24 A. J. S. Hamilton

High-dimensional data in the form of tensors are challenging for kernel classification methods. To both reduce the computational complexity and extract informative features, kernels based on low-rank tensor decompositions have been…

Machine Learning · Statistics 2023-02-17 Kirandeep Kour , Sergey Dolgov , Peter Benner , Martin Stoll , Max Pfeffer

Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum…

Statistics Theory · Mathematics 2020-06-02 Xiufan Yu , Danning Li , Lingzhou Xue