Related papers: Statistical estimation of percolation cluster para…
In this paper we consider statistical estimates of threshold and strength of percolation clusters on square lattices. The percolation threshold $p_c$ and the strength of percolation clusters $P_\infty$ for a square lattice with $(1,…
Nonlinear non-Gaussian state-space models are ubiquitous in statistics, econometrics, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical…
Monte-Carlo (MC) methods, based on random updates and the trial-and-error principle, are well suited to retrieve particle size distributions from small-angle scattering patterns of dilute solutions of scatterers. The size sensitivity of…
The methods of conformal field theory are used to compute the crossing probabilities between segments of the boundary of a compact two-dimensional region at the percolation threshold. These probabilities are shown to be invariant not only…
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…
This article studies statistical estimation of $\pi$ based on the fact that the ratio of the volumes of a $d$-dimensional hypersphere and a $d$-dimensional hypercube is a certain function of $\pi$, and the function depends on the dimension…
Two-dimensional directed site percolation is studied in systems directed along the x-axis and limited by a free surface at y=\pm Cx^k. Scaling considerations show that the surface is a relevant perturbation to the local critical behaviour…
In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…
The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate solutions via certain Monte Carlo simulations. The main results represent the upper bound of…
Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…
The probability distributions of the order parameter for two models in the directed percolation universality class were evaluated. Monte Carlo simulations have been performed for the one-dimensional generalized contact process and the…
We study Bernoulli percolations on random lattices of the half-plane obtained as local limit of uniform planar triangulations or quadrangulations. Using the characteristic spatial Markov property or peeling process of these random lattices…
We present in this article the use of probabilistic background constraints in astronomical image deconvolution to approach to a solution as an interval estimate. We elaborate our objective -- the interval estimate of the unknown object from…
A method to treat a N-component percolation model as effective one component model is presented by introducing a scaled control variable $p_{+}$. In Monte Carlo simulations on $16^{3}$, $32^{3}$, $64^{3}$ and $128^{3}$ simple cubic lattices…
These lectures give an introduction to the methods of conformal field theory as applied to deriving certain results in two-dimensional critical percolation: namely the probability that there exists at least one cluster connecting two…
Given a mathematical model quantifying the viral infection of pandemic influenza H1N1pdm09-H275 wild type (WT) and H1N1pdm09-H275Y mutant (MUT) strains, we describe a simple method of estimating the model's constant parameters using Monte…
A general scheme for devising efficient cluster dynamics proposed in a previous letter [Phys.Rev.Lett. 72, 1541 (1994)] is extensively discussed. In particular the strong connection among equilibrium properties of clusters and dynamic…
We study percolation on networks, which is used as a model of the resilience of networked systems such as the Internet to attack or failure and as a simple model of the spread of disease over human contact networks. We reformulate…
There are various notions of dimension in fractal geometry to characterise (random and non-random) subsets of $\mathbb R^d$. In this expository text, we discuss their analogues for infinite subsets of $\mathbb Z^d$ and, more generally, for…
A numerical method is devised for study of stochastic partial differential equations describing directed percolation, the contact process, and other models with a continuous transition to an absorbing state. Owing to the heightened…