Related papers: The explicit solution and precise distribution of …
Plausibility is a formalization of exact tests for parametric models and generalizes procedures such as Fisher's exact test. The resulting tests are based on cumulative probabilities of the probability density function and evaluate…
The paper extends existing Lie algebra representation theory related to Lie algebra gradings. The notion of a representation compatible with a given grading is defined and applied to finite-dimensional representations of $sl(n,\mathbb{C})$…
We introduce efficient algorithms for approximate sampling from symmetric Gibbs distributions on the sparse random (hyper)graph. The examples we consider include (but are not restricted to) important distributions on spin systems and…
We construct a number of lattice fermions, which fulfill the Ginsparg-Wilson relation either exactly or approximately, and test them in the framework of the 2-flavor Schwinger model. We start from explicit approximations within a short…
In this paper we study recent developments in the approximation of the spread option pricing. As the Kirk\'s Approximation is extremely flawed in the cases when the correlation is very high, we explore a recent development that allows…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…
Statistical sampling with the complex Langevin (CL) equation is applied to (0+1)-dimensional Thirring model, and its uniform-field variant, at finite fermion chemical potential $\mu$. The CL simulation reproduces a crossover behavior which…
Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes,…
A class of generalized nonlinear Kolmogorov equations is investigated. We present the group classification of Lie symmetries of the class with respect to the group of equivalence transformations. We find a number of exact solutions of…
Discriminating data classes emanating from sensors is an important problem with many applications in science and technology. We describe a new transform for pattern identification that interprets patterns as probability density functions,…
We test the universal finite-size scaling of the cluster mass order parameter in two-dimensional (2D) isotropic and directed continuum percolation models below the percolation threshold by computer simulations. We found that the simulation…
We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the real phenomena…
Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…
We present a formulation for the construction of first order equations which describe particles with spin, in the context of a manifestly covariant relativistic theory governed by an invariant evolution parameter; one obtains a consistent…
In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…
The Vlasov equation is a kinetic model describing the evolution of charged particles, and is coupled with Poisson's equation, which rules the evolution of the self-consistent electric field. In this paper, we introduce a new class of…
We show that local correlators in a wide class of kicked chains can be calculated exactly at light cone edges. Extending previous works on dual-unitary systems, the correlators between local operators are expressed through the expectation…
Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…