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We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…

Probability · Mathematics 2016-08-15 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

Let "mu" be a point process on a countable discrete space "X". Under assumption that "mu" is quasi-invariant with respect to any finitary permutation of "X", we describe a general scheme for constructing an equilibrium Kawasaki dynamics for…

Probability · Mathematics 2012-10-05 Eugene Lytvynov , Grigori Olshanski

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

Probability · Mathematics 2010-04-27 Russell Lyons

We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures…

Mathematical Physics · Physics 2015-05-13 Alexei Borodin , Senya Shlosman

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

Probability · Mathematics 2012-02-14 David Applebaum

Let $\mathbf x=\{x^{(1)},\dots,x^{(n)}\}$ be a space filling-design of $n$ points defined in $[0{,}1]^d$. In computer experiments, an important property seeked for $\mathbf x$ is a nice coverage of $[0{,}1]^d$. This property could be…

Probability · Mathematics 2020-02-28 Adrien Mazoyer , Jean-François Coeurjolly , Pierre-Olivier Amblard

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Methodology · Statistics 2021-10-26 Xiaowu Dai , Lexin Li

Behavioural metrics have been shown to be an effective mechanism for constructing representations in reinforcement learning. We present a novel perspective on behavioural metrics for Markov decision processes via the use of positive…

Machine Learning · Computer Science 2023-11-01 Pablo Samuel Castro , Tyler Kastner , Prakash Panangaden , Mark Rowland

The Determinantal Point Process (DPP) is a parameterized model for multivariate binary variables, characterized by a correlation kernel matrix. This paper proposes a closed form estimator of this kernel, which is particularly easy to…

Machine Learning · Statistics 2025-05-21 Christian Gouriéroux , Yang Lu

The main result of this note is that the shift of the parameter by 1 in the parameter space of decomposing measures in the problem of harmonic analysis on the infinite-dimensional unitary group corresponds to the taking of the reduced Palm…

Probability · Mathematics 2024-01-02 Alexander I. Bufetov

Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…

Probability · Mathematics 2022-06-01 Simon Barthelmé , Nicolas Tremblay , Konstantin Usevich , Pierre-Olivier Amblard

We construct near-optimal coresets for kernel density estimates for points in $\mathbb{R}^d$ when the kernel is positive definite. Specifically we show a polynomial time construction for a coreset of size $O(\sqrt{d}/\varepsilon\cdot…

Machine Learning · Computer Science 2019-04-15 Jeff M. Phillips , Wai Ming Tai

The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

Probability · Mathematics 2014-04-08 Michel Benaïm , Stéphane Le Borgne , Florent Malrieu , Pierre-André Zitt

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen

Decomposable models and Bayesian networks can be defined as sequences of oligo-dimensional probability measures connected with operators of composition. The preliminary results suggest that the probabilistic models allowing for effective…

Artificial Intelligence · Computer Science 2013-02-08 Radim Jirousek

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

Probability · Mathematics 2024-07-10 Manfred Denker

In the context of orthogonal polynomials in the plane we introduce the notion of a polynomially small (PS) perturbation of a measure. In such a case we establish relative asymptotic results for the two sequences of the associated…

Complex Variables · Mathematics 2016-12-22 Edward B. Saff , Nikos Stylianopoulos

Bounded Bergman projections $P_\omega:L^p_\omega(v)\to L^p_\omega(v)$, induced by reproducing kernels admitting the representation $$ \frac{1}{(1-\overline{z}\zeta)^\gamma}\int_0^1\frac{d\nu(r)}{1-r\overline{z}\zeta}, $$ and the…

Complex Variables · Mathematics 2016-11-03 José A. Peláez , Jouni Rättyä , Brett D. Wick

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the…

Classical Analysis and ODEs · Mathematics 2009-11-13 A. B. J. Kuijlaars , A. Martinez-Finkelshtein , F. Wielonsky