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If two probability density functions (PDFs) have values for their first $n$ moments which are quite close to each other (upper bounds of their differences are known), can it be expected that the PDFs themselves are very similar? Shown below…

Statistics Theory · Mathematics 2018-08-16 Pranava Chaitanya Jayanti , Konstantina Trivisa

Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

Statistics Theory · Mathematics 2022-07-29 Shane Lubold , Clark N. Taylor

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…

Disordered Systems and Neural Networks · Physics 2009-03-13 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

This book deals with functions allowing to express the dissimilarity (discrepancy) between two data fields or ''divergence functions'' with the aim of applications to linear inverse problems. Most of the divergences found in the litterature…

Optimization and Control · Mathematics 2020-03-04 Henri Lantéri

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

Quantum Physics · Physics 2007-05-23 Ferenc Balázs , Sándor Imre

We discuss a Bayesian methodology for the solution of the inverse problem underlying the determination of parton distribution functions (PDFs). In our approach, Gaussian Processes (GPs) are used to model the PDF prior, while Bayes theorem…

High Energy Physics - Phenomenology · Physics 2024-07-03 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

We address the estimation problem of the separation of two arbitrarily close incoherent point sources from the quantum Bayesian point of view, i.e., when a prior probability distribution function (PDF) on the separation is available. For…

Quantum Physics · Physics 2024-12-09 Boyu Zhou , Saikat Guha , Christos N. Gagatsos

Unsupervised pre-training is a common step in developing computer vision models and large language models. In this setting, the absence of labels requires the use of similarity-based loss functions, such as contrastive loss, that favor…

Machine Learning · Computer Science 2025-02-21 Weiwei Kong , Andrés Muñoz Medina , Mónica Ribero

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

Random processes play a crucial role in scientific research, often characterized by distribution functions or probability density functions (PDFs). These PDFs serve as essential approximations of the actual and frequently undisclosed…

Methodology · Statistics 2023-06-06 Nico Schick

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…

Probability · Mathematics 2018-02-13 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…

Probability · Mathematics 2024-05-02 Antonio Di Crescenzo , Luca Paolillo , Alfonso Suarez-Llorens

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewness and exponential decay. To evaluate how well different…

Computation · Statistics 2025-12-05 Shantanu Sarkar , Mousumi Sinha , Dexter Cahoy

This paper covers the material of our two talks. We describe a series of projects based upon perturbative expansions to follow the gravitational evolution of the one point probability distribution functions (PDFs) for the density contrast…

Astrophysics · Physics 2007-05-23 F. R. Bouchet , R. Juszkiewicz

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the…

Fluid Dynamics · Physics 2016-03-15 Lennart Schüler , Nicolae Suciu , Peter Knabner , Sabine Attinger
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