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We represent in this preprint the exact estimate for covariation berween two random variables (r.v.), which are measurable relative the corresponding sigma-algebras through anyhow mixing coefficients. We associate a solution of this problem…

Probability · Mathematics 2022-06-08 E. Ostrovsky , L. Sirota

We study the asymptotic expansion of the determinant of the graph Laplacian associated to discretizations of a half-translation surface endowed with a flat unitary vector bundle. By doing so, over the discretizations, we relate the…

Probability · Mathematics 2026-03-25 Siarhei Finski

Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…

Machine Learning · Computer Science 2022-03-25 Jeremiah Birrell , Markos A. Katsoulakis , Yannis Pantazis

Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…

Methodology · Statistics 2024-12-25 Shuang Hu , Zuoxiang Peng , Johan Segers

In this paper we analyze the approximation of multivariate integrals over the Euclidean plane for functions which are analytic. We show explicit upper bounds which attain the exponential rate of convergence. We use an infinite grid with…

Numerical Analysis · Mathematics 2018-03-19 Dong T. P. Nguyen , Dirk Nuyens

We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…

Chaotic Dynamics · Physics 2017-08-11 Deepak Jalla , Kiran M. Kolwankar

The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…

Mathematical Physics · Physics 2008-06-12 Gianni Pagnini , Francesco Mainardi

We study the restriction of the Fourier transform to quadratic surfaces in vector spaces over finite fields. In two dimensions, we obtain the sharp result by considering the sums of arbitrary two elements in the subset of quadratic surfaces…

Classical Analysis and ODEs · Mathematics 2008-04-30 Alex Iosevich , Doowon Koh

We consider numerical solution of elliptic problems with heterogeneous diffusion coefficients containing thin highly conductive structures. Such problems arise e.g. in fractured porous media, reinforced materials, and electric circuits. The…

Numerical Analysis · Mathematics 2020-07-22 Fredrik Hellman , Axel Målqvist , Siyang Wang

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…

Analysis of PDEs · Mathematics 2017-03-06 Manh Hong Duong , Agnes Lamacz , Mark A. Peletier , Upanshu Sharma

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

Machine Learning · Computer Science 2013-07-29 Shiliang Sun

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

For many physical quantities, theory supplies weak- and strong-coupling expansions of the types $\sum a_n \alpha ^n$ and $ \alpha ^p\sum b_n (\alpha^{-2/q) ^n$, respectively. Either or both of these may have a zero radius of convergence. We…

Quantum Physics · Physics 2009-10-28 H. Kleinert

The relationship between 2D $SO(2,1)$ conformal anomalies in nonrelativistic systems and the virial expansion is explored using recently developed path-integral methods. In the process, the Beth-Uhlenbeck formula for the shift of the second…

Quantum Gases · Physics 2018-04-04 Wilder S. Daza , Joaquín E. Drut , Chris L. Lin , Carlos R. Ordóñez

Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma…

Statistics Theory · Mathematics 2011-06-14 Yaming Yu

We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…

Probability · Mathematics 2015-10-28 Jinghai Shao , Liqun Wang

In this paper we give a method for constructing systematically all simple 2-connected graphs with n vertices from the set of simple 2-connected graphs with n-1 vertices, by means of two operations: subdivision of an edge and addition of a…

Combinatorics · Mathematics 2015-05-13 E. Androulaki , S. Lambropoulou , I. G. Economou , J. H. Przytycki

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani