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Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large excursion probabilities have been evaluated. Vector Gaussian…

Probability · Mathematics 2021-08-18 Vladimir I. Piterbarg

Non-linear evolution of cosmological energy density fluctuations triggers deviations from Gaussianity in the temperature distribution of the cosmic microwave background. A method to estimate these deviations is proposed. N-body simulations…

Astrophysics · Physics 2009-11-07 A. M. Aliaga , V. Quilis , J. V. Arnau , D. Saez

The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…

Computation · Statistics 2022-02-15 Neil K. Chada , Lassi Roininen , Jarkko Suuronen

We consider a cosmological model with non-Gaussian initial perturbations, which in principle could be generated in non-standard inflationary scenarios with two or more scalar fields. In particular we focus our attention on the model…

Astrophysics · Physics 2011-05-10 Dmitri Novikov , Jens Schmalzing , Viatcheslav F. Mukhanov

We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This…

Methodology · Statistics 2020-09-07 Nadja Klein , Michael Stanley Smith

We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over…

Probability · Mathematics 2013-02-05 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

Critical points of a scalar quantitiy are either extremal points or saddle points. The character of the critical points is determined by the sign distribution of the eigenvalues of the Hessian matrix. For a two-dimensional homogeneous and…

Fluid Dynamics · Physics 2009-11-13 H. Vogel , W. Mohring

Many geophysical problems can be cast as inverse problems that estimate a set of parameter values from observed data. Within a Bayesian framework, solutions to such problems are described probabilistically by the so-called posterior…

Geophysics · Physics 2025-07-23 Xuebin Zhao , Andrew Curtis

We consider the probability distributions of the subsystem (staggered) magnetization in ordered and disordered models of quantum magnets in D dimensions. We focus on Heisenberg antiferromagnets and long-range transverse-field Ising models…

Statistical Mechanics · Physics 2024-11-20 Riccardo Senese , Jacob H. Robertson , Fabian H. L. Essler

A flexible model for non-stationary Gaussian random fields on hypersurfaces is introduced.The class of random fields on curves and surfaces is characterized by an amplitude spectral density of a second order elliptic differential…

Numerical Analysis · Mathematics 2024-12-02 Erik Jansson , Annika Lang , Mike Pereira

The direct Gaussian copula model with discrete marginal distributions is an appealing data-analytic tool but poses difficult computational challenges due to its intractable likelihood. A number of approximations/surrogates for the…

Methodology · Statistics 2021-03-08 John Hughes

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

The distribution of the spin directions of galaxies has been a question in the past decade, with numerous Earth-based and space-based experiments showing that the distribution is not necessarily random. These experiments were based on…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-23 Lior Shamir

Minkowski Functionals (MF) are excellent tools to investigate the statistical properties of the cosmic background radiation (CMB) maps. Between their notorious advantages is the possibility to use them efficiently in patches of the CMB…

Cosmology and Nongalactic Astrophysics · Physics 2016-07-27 C. P. Novaes , A. Bernui , G. A. Marques , I. S. Ferreira

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Machine Learning · Statistics 2022-09-27 Simon Apers , Sander Gribling , Dániel Szilágyi

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

Probability · Mathematics 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…

Robotics · Computer Science 2019-12-17 Jae Sung Park , Dinesh Manocha

The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…

Methodology · Statistics 2015-01-29 Max Sommerfeld , Stephen Sain , Armin Schwartzman

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…

Machine Learning · Statistics 2019-02-07 Zehang Richard Li , Tyler H. McCormick

In (Hansen et al. 2002) we presented a new approach for measuring non-Gaussianity of the Cosmic Microwave Background (CMB) anisotropy pattern, based on the multivariate empirical distribution function of the spherical harmonics a_lm of a…

Astrophysics · Physics 2010-11-19 Frode K. Hansen , Domenico Marinucci , Nicola Vittorio