Related papers: Density functions in high-dimensional basket optio…
Density functional theory is a successful branch of numerical simulations of quantum systems. While the foundations are rigorously defined, the universal functional must be approximated resulting in a `semi'-ab initio approach. The search…
Density functional theory offers a very accurate way of computing materials properties from first principles. However, it is too expensive for modelling large-scale molecular systems whose properties are, in contrast, computed using…
A generalization of the density-functional based tight-binding method (DFTB) for the use with range-separated exchange-correlation functionals is presented. It is based on the Generalized Kohn-Sham (GKS) formalism and employs the density…
We use projector operators to correct the Kohn-Sham Hamiltonian of density functional theory (KS-DFT) so that the resulting mean-field scheme yields, in finite systems, virtual orbitals and energy gaps in better agreement with those…
Using the Kohn-Sham (KS) inversion method of Hollins et al. [J. Phys.: Condens. Matter 29, 04LT01 (2017)], we invert densities from variational and diffusion quantum Monte Carlo (QMC) calculations to obtain benchmark QMC-KS potentials for a…
Self-consistent-field (SCF) approximations formulated using Hartree-Fock (HF) or Kohn-Sham Density Functional Theory (KS-DFT) both have the potential to yield multiple solutions. However, the formal relationship between multiple solutions…
By considering the quantum-mechanically minimum allowable energy interval, we exactly count number of states (NOS) and introduce discrete density of states (DOS) concept for a particle in a box for various dimensions. Expressions for…
Kohn-Sham density functional theory (DFT) is the workhorse of quantum chemistry, offering an attractive balance between accuracy and computational cost. Although exact in principle, DFT in practice relies on an approximation to the unknown…
We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…
The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…
Functional data that are nonnegative and have a constrained integral can be considered as samples of one-dimensional density functions. Such data are ubiquitous. Due to the inherent constraints, densities do not live in a vector space and,…
The aim of this research is to examine various statistical approximation properties with respect to Kantorovich \textit{\text{\texthtq}}-Baskakov operators using wavelets. We discuss and investigate a weighted statistical approximation…
The R package sns implements Stochastic Newton Sampler (SNS), a Metropolis-Hastings Monte Carlo Markov Chain algorithm where the proposal density function is a multivariate Gaussian based on a local, second-order Taylor series expansion of…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…
We study a system of $n$ differential equations, each in dimension $d$. Only the first equation is forced by a Brownian motion and the dependence structure is such that, under a local weak H\"ormander condition, the noise propagates to the…
We provide a unified framework to obtain numerically certain quantities, such as the distribution function, absolute moments and prices of financial options, from the characteristic function of some (unknown) probability density function…
Density estimation plays a fundamental role in many areas of statistics and machine learning. Parametric, nonparametric and semiparametric density estimation methods have been proposed in the literature. Semiparametric density models are…
We propose a simple and effective method for designing approximation formulas for weighted analytic functions. We consider spaces of such functions according to weight functions expressing the decay properties of the functions. Then, we…