Related papers: On the Poisson equation for Metropolis-Hastings ch…
For interacting classical field theories such as general relativity exact solutions typically can only be found by imposing physically motivated (Killing) {\it symmetry} assumptions. Such highly symmetric solutions are then often used as…
It is common practice in Markov chain Monte Carlo to update the simulation one variable (or sub-block of variables) at a time, rather than conduct a single full-dimensional update. When it is possible to draw from each full-conditional…
The Gaussian Approximation, proposed originally by Ottinger [J. Chem. Phys., 90 (1) : 463-473, 1989] to account for the influence of fluctuations in hydrodynamic interactions in Rouse chains, is adapted here to derive a new mean-field…
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…
We introduce a new class of Poisson-exponential-Tweedie (PET) mixture in the framework of generalized linear models for ultra-overdispersed count data. The mean-variance relationship is of the form $m+m^{2}+\phi m^{p}$, where $\phi$ and $p$…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
We study some mesoscopic properties of electron transport by employing one-dimensional chains and Anderson tight-binding model. Principal attention is paid to the resistance of finite-length chains with disordered white-noise potential. We…
We study an idealized version of intermittent process leading the fluctuations of a stochastic dichotomous variable $\xi$. It consists of an overdamped and symmetric potential well with a cusp-like minimum. The right-hand and left-hand…
We consider the limiting behavior of the count of subgraphs isomorphic to a graph $G$ with $m\geq 0$ fixed endpoints (or roots) in the random-connection model, as the intensity $\lambda$ of the underlying Poisson point process tends to…
This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…
The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…
One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
We consider the problem of ergodicity for the $P(\Phi)_2$ measure of quantum field theory under the flow of the singular stochastic (damped) wave equation $u_{tt} + u_t + (1-\Delta) u + {:}\,p(u)\mspace{2mu}{:} = \sqrt 2 \xi$, posed on the…
The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…
Given a Poisson process on a $d$-dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are given by the \u{C}ech complex associated to the coverage of…
Distribution of the sum of independent identically distributed symmetric lattice vectors is approximated by the accompanying compound Poisson law and the second-order Hipp-type signed compound Poisson measure. Bergstr\"om -type asymptotic…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
The Metropolis Hastings algorithm and its multi-proposal extensions are aimed at the computation of the expectation $<\pi,f>$ of a function $f$ under a probability measure $\pi$ difficult to simulate. They consist in constructing by an…