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We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

Reliable density estimation is fundamental for numerous applications in statistics and machine learning. In many practical scenarios, data are best modeled as mixtures of component densities that capture complex and multimodal patterns.…

Machine Learning · Computer Science 2025-09-30 Mustafa Musab , Joseph K. Chege , Arie Yeredor , Martin Haardt

We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…

Methodology · Statistics 2017-07-18 Clara Grazian , Brunero Liseo

The present work proposes analytical solutions for the integral of bivariate Fox H-function in combination with algebraic, exponential, and complementary error functions. In addition, the work also presents the derivative identities with…

Information Theory · Computer Science 2022-08-19 Puspraj Singh Chauhan , Sandeep Kumar , Imran Shafique Ansari

This paper proposes a comprehensive and unprecedented framework that streamlines the derivation of exact, compact -- yet tractable -- solutions for the probability density function (PDF) and cumulative distribution function (CDF) of the sum…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Fernando Darío Almeida García , Michel Daoud Yacoub , José Cândido Silveira Santos Filho

A probability density function (PDF) of a spatially dependent field provides a means of calculating moments of the field or, equivalently, the proportion of a spatial domain that is mapped to a given set of values. This paper describes a…

Fluid Dynamics · Physics 2025-01-10 Paul M. Mannix , David A. Ham , John Craske

We present a package to perform partial fraction decompositions of multivariate rational functions. The algorithm allows to systematically avoid spurious denominator factors and is capable of producing unique results also when being applied…

Symbolic Computation · Computer Science 2022-01-05 Matthias Heller , Andreas von Manteuffel

Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…

Machine Learning · Computer Science 2025-06-24 Tao Yang , Chuang Liu , Xiaofeng Ma , Weijia Lu , Ning Wu , Bingyang Li , Zhifei Yang , Peng Liu , Lin Sun , Xiaodong Zhang , Can Zhang

In this paper we study sharp estimates of pre-Schwarzian derivatives of functions belonging to the Nehari-type classes by using techniques from differential equations. In the sequel, we also see that a solution of a complex differential…

Complex Variables · Mathematics 2020-04-23 Sarita Agrawal , Swadesh Kumar Sahoo

Non-perturbative study of "real-time" field theories is difficult due to the sign problem. We use Bold Schwinger-Dyson (SD) equations to study the real-time $\phi^4$ theory in $d=4$ beyond the perturbative regime. Combining SD equations in…

High Energy Physics - Phenomenology · Physics 2015-12-17 Navid Abbasi , Ali Davody

We derive the full expression for the shape of the charge spectrum that results from the illumination of a photo-multiplier tube. The derivation is for low intensity illumination with constant gain, a common condition for most nuclear and…

Instrumentation and Detectors · Physics 2020-02-05 Milind V. Diwan

We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily-computable exact formulas for quantities that involve expectations and higher moments of the logarithm…

Information Theory · Computer Science 2020-02-19 Neri Merhav , Igal Sason

Theoretical investigations into the deflection angle caused by microlenses offer a direct path to uncovering principles of the cosmological microlensing effect. This work specifically concentrates on the the probability density function…

Astrophysics of Galaxies · Physics 2023-08-30 Wenwen Zheng , Hou-Zun Chen , Xuechun Chen , Guoliang Li

Recovering high-resolution structural and compositional information from coherent X-ray measurements involves solving coupled, nonlinear, and ill-posed inverse problems. Ptychography reconstructs a complex transmission function from…

Numerical Analysis · Mathematics 2026-05-13 Chengru Eric Zou , Elle Buser , Zichao Wendy Di , Yuanzhe Xi

We present a rejection method based on recursive covering of the probability density function with equal tiles. The concept works for any probability density function that is pointwise computable or representable by tabular data. By the…

Mathematical Software · Computer Science 2009-02-19 Daniel Fulger , Guido Germano

We present a density functional scheme for calculating the pair density (PD) by means of the correlated wave function. This scheme is free from both of problems related to PD functional theory, i.e., (a) the need to constrain the…

Strongly Correlated Electrons · Physics 2015-06-25 Masahiko Higuchi , Katsuhiko Higuchi

The result of performing integrations over connection type variables in the path integral for the discrete field theory may be poorly defined in the case of non-compact gauge group with the Haar measure exponentially growing in some…

Mathematical Physics · Physics 2015-05-14 V. M. Khatsymovsky

We explore and compare three approximate schemes allowing simple implementation of complex density functionals by making use of selfconsistent implementation of simpler functionals: (i) post-LDA evaluation of complex functionals at the LDA…

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Pluralistic image completion focuses on generating both visually realistic and diverse results for image completion. Prior methods enjoy the empirical successes of this task. However, their used constraints for pluralistic image completion…

Computer Vision and Pattern Recognition · Computer Science 2022-05-19 Xiaobo Xia , Wenhao Yang , Jie Ren , Yewen Li , Yibing Zhan , Bo Han , Tongliang Liu
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