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These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

Consider a data publishing setting for a dataset composed by both private and non-private features. The publisher uses an empirical distribution, estimated from $n$ i.i.d. samples, to design a privacy mechanism which is applied to new fresh…

Information Theory · Computer Science 2020-03-23 Mario Diaz , Hao Wang , Flavio P. Calmon , Lalitha Sankar

Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…

Machine Learning · Computer Science 2025-02-17 Pascal Jutras-Dubé , Patrick Pynadath , Ruqi Zhang

A new family of compound Poisson distribution functions from statistical linguistic is used to study the n-tuples and nucleotide composition features of DNA sequences. The relative frequency distribution of the 6-tuples and 7- tuples…

Statistical Mechanics · Physics 2007-05-23 K. L. Ng , S. P. Li

The cross spectrum encodes the correlated variability between two time signals. In recent years, the cross spectrum has been used to study astronomical sources, particularly in the field of X-ray timing. In the literature, it has been…

Instrumentation and Methods for Astrophysics · Physics 2026-03-03 Edward J. R. Nathan , Adam Ingram , Daniela Huppenkothen , Matteo Bachetti , Javier A. García

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

We study the problem of determining the distribution of vertices of a particular given type in the set of all Feynman tree graphs in quantum field theories. We show that in almost all cases a Gaussian distribution arises asymptotically, and…

High Energy Physics - Phenomenology · Physics 2011-09-13 Petros Draggiotis , Ronald Kleiss

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

Computational Physics · Physics 2016-02-01 Charles F. F. Karney

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…

Machine Learning · Statistics 2025-08-20 Vladimir Berman

Quantum key distribution (QKD) theoretically offers unconditional security. Unfortunately, the gap between theory and practice threatens side-channel attacks on practical QKD systems. Many well-known QKD protocols use weak coherent laser…

Wildfire is an important system process of the earth that occurs across a wide range of spatial and temporal scales. A variety of methods have been used to predict wildfire phenomena during the past century to better our understanding of…

Applications · Statistics 2013-12-24 S. W. Taylor , Douglas G. Woolford , C. B. Dean , David L. Martell

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

Probability · Mathematics 2017-01-25 Rachel Traylor

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…

Formal Languages and Automata Theory · Computer Science 2025-12-16 Dominik Geißler , Tobias Winkler

Efficient networking has a substantial economic and societal impact in a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication…

Physics and Society · Physics 2015-05-30 Chi Ho Yeung , David Saad

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

Methodology · Statistics 2013-05-29 Sharon X. Lee , Geoffrey J. McLachlan

We present a technique for constructing suitable posterior probability distributions in situations for which the sampling distribution of the data is not known. This is very useful for modern scientific data analysis in the era of "big…

Instrumentation and Methods for Astrophysics · Physics 2017-08-30 Steven Gratton