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This paper considers a new model of individual displacement, based on fish motion, the so-called Persistent Turning Walker (PTW) model, which involves an Ornstein-Uhlenbeck process on the curvature of the particle trajectory. The goal is to…
The transition distribution of a sample taken from a Wright-Fisher diffusion with general small mutation rates is found using a coalescent approach. The approximation is equivalent to having at most one mutation in the coalescent tree of…
In this paper, the sensitivity analysis of a single scale model is employed in order to reduce the input dimensionality of the related multiscale model, in this way, improving the efficiency of its uncertainty estimation. The approach is…
Traditionally, the sensitivity analysis of a Bayesian network studies the impact of individually modifying the entries of its conditional probability tables in a one-at-a-time (OAT) fashion. However, this approach fails to give a…
Verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. An important step in the uncertainty analysis is the sensitivity analysis of various uncertain input parameters.…
In simulating continuum model fluids that undergo phase separation and criticality, significant gains in computational efficiency may be had by confining the particles to the sites of a lattice of sufficiently fine spacing, $a_{0}$…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
We study the role of charge density-wave fluctuations on the temperature dependence of Seebeck coefficient in quasi-one dimensional conductors with a Peierls instability. The description of low-dimensional incommensurate charge density-wave…
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…
We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…
We perform Wigner analysis of linear operators. Namely, the standard time-frequency representation \emph{Short-time Fourier Transform} (STFT) is replaced by the $\mathcal{A}$-\emph{Wigner distribution} defined by $W_{\mathcal A}…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…
We present an application of Wertheim's Thermodynamic Perturbation Theory (TPT1) to a simple coarse grained model made of flexibly bonded Lennard-Jones monomers. We use both the Reference Hyper-Netted-Chain (RHNC) and Mean Spherical…
We investigate the properties of a Wright-Fisher diffusion process started from frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection…
In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…
Uncertainty relations represent a foundational principle in quantum mechanics, imposing inherent limits on the precision with which \textit{mechanically} conjugate variables such as position and momentum can be simultaneously determined.…
The paramagnetic Meissner effect (PME) measured in high $T_{C}$ granular superconductors has been attributed to the presence of $\pi$-junctions between the grains. Here we present measurements of complex AC magnetic susceptibility from…
Robust estimation of location and concentration parameters for the von Mises-Fisher distribution is discussed. A key reparametrisation is achieved by expressing the two parameters as one vector on the Euclidean space. With this…
We examine the sensitivity of the Love and the quasi-Rayleigh waves to model parameters. Both waves are guided waves that propagate in the same model of an elastic layer above an elastic halfspace. We study their dispersion curves without…