English
Related papers

Related papers: Combinatorial and approximative analyses in a spat…

200 papers

The challenges of examining random partitions of space are a significant class of problems in the theory of geometric transformations. Richard Miles calculated moments of areas and perimeters of any order (including expectation) of the…

Probability · Mathematics 2022-08-02 Alexei Kanel-Belov , Mehdi Golafshan , Sergey Malev , Roman Yavich

We analyze a simple model of deterministic diffusion. The model consists of a one-dimensional periodic array of scatterers in which point particles move from cell to cell as defined by a piecewise linear map. The microscopic chaotic…

chao-dyn · Physics 2009-10-31 R. Klages , J. R. Dorfman

We propose a novel machine learning approach for forecasting the distribution of stock returns using a rich set of firm-level and market predictors. Our method combines a two-stage quantile neural network with spline interpolation to…

General Finance · Quantitative Finance 2025-08-05 Jozef Barunik , Martin Hronec , Ondrej Tobek

In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…

Probability · Mathematics 2022-06-14 Daniel A. Gutierrez-Pachas , Eduardo F. Costa , Alessandro N. Vargas

We use a novel statistical tool, the mark correlation functions (MCFs), to study clustering of galaxy-size halos as a function of their properties and environment in a high-resolution numerical simulation of the LambdaCDM cosmology. We…

Building upon [1], this study aims to introduce fractal geometry into graph theory, and to establish a potential theoretical foundation for complex networks. Specifically, we employ the method of substitution to create and explore…

Dynamical Systems · Mathematics 2024-05-29 Nero Ziyu Li

Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…

Data Structures and Algorithms · Computer Science 2013-11-05 Ryan O'Donnell , David Witmer

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

Computation · Statistics 2016-03-17 David Luengo , Luca Martino

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…

Probability · Mathematics 2020-06-19 Leran Cai , Thomas Sauerwald , Luca Zanetti

Probabilistic graphical models allow us to encode a large probability distribution as a composition of smaller ones. It is oftentimes the case that we are interested in incorporating in the model the idea that some of these smaller…

Artificial Intelligence · Computer Science 2021-11-17 Jesus Cerquides

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2014-08-12 Mathias Niepert

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2012-06-29 Mathias Niepert

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Ertunc Erdil , Sinan Yıldırım , Müjdat Çetin , Tolga Taşdizen

In this letter we address the fragmentation of thin, brittle layers due to the impact of high-velocity projectiles. Our approach is a geometric statistical one, with lines and circles playing the role of cracks, randomly distributed over…

Soft Condensed Matter · Physics 2014-09-30 Rebeca C. Falcão , Fernando Parisio

We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…

Probability · Mathematics 2020-03-09 John Rhodes , Anne Schilling

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…

Soft Condensed Matter · Physics 2008-06-25 T. Aste , T. Di Matteo

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Probability · Mathematics 2008-04-23 R. W. R. Darling , J. R. Norris

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

Probability · Mathematics 2016-10-12 Jeffrey J. Hunter
‹ Prev 1 8 9 10 Next ›