Related papers: Gamma-Dirichlet Structure and Two Classes of Measu…

Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…

We study the the Dirichlet problem for the cross-diffusion system \[ \partial_tu_i=\operatorname{div}\left(a_iu_i\nabla (u_1+u_2)\right)+f_i(u_1,u_2),\quad i=1,2,\quad a_i=const>0, \] in the cylinder $Q=\Omega\times (0,T]$. The functions…

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

The Wright-Fisher family of diffusion processes is a widely used class of evolutionary models. However, simulation is difficult because there is no known closed-form formula for its transition function. In this article we demonstrate that…

We define the beta diffusion tree, a random tree structure with a set of leaves that defines a collection of overlapping subsets of objects, known as a feature allocation. A generative process for the tree structure is defined in terms of…

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

The scalar and vector meson exchange contributions to the doubly radiative decays $\eta^{(\prime)}\to\pi^0\gamma\gamma$ and $\eta^\prime\to\eta\gamma\gamma$ are analysed within the Linear Sigma Model and Vector Meson Dominance frameworks,…

We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…

If gradient systems depend on a microstructure, we want to derive a macroscopic gradient structure describing the effective behavior of the microscopic effects. We introduce a notion of evolutionary Gamma-convergence that relates the…

This paper continues the study of the asymptotic development of order 2 by $\Gamma$ -convergence of the Cahn-Hilliard functional with Dirichlet boundary conditions initiated in [8]. While in the first paper, the Dirichlet data are assumed…

The Hierarchical Dirichlet Process (HDP) provides a flexible Bayesian nonparametric framework for modeling grouped data with a shared yet unbounded collection of mixture components. While existing applications of the HDP predominantly focus…

Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…

We study nonlocal Dirichlet energies associated with a class of nonlocal diffusion models on a bounded domain subject to the conventional local Dirichlet boundary condition. The goal of this paper is to give a general framework to correctly…

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward…

We investigate the glass and the jamming transitions of hard spheres in finite dimensions $d$, through a revised cell theory, that combines the free volume and the Random First Order Theory (RFOT). Recent results show that in infinite…

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

We consider a simple dice game, which leads to an intriguing study of multinomial walks, with surprising and seemingly paradoxical properties. The winning and losing probabilities of a general version of the game are investigated via…