Related papers: Matrix Dirichlet processes
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
The usefulness of recursive equations to compute scattering matrix elements for arbitrary processes is discussed. Explicit results at tree and one-loop order, obtained by the HELAC/PHEGAS package that is based on the Dyson-Schwinger…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…
A new multivariate stochastic volatility estimation procedure for financial time series is proposed. A Wishart autoregressive process is considered for the volatility precision covariance matrix, for the estimation of which a two step…
Mueller polarimetry involves a variety of instruments and technologies whose importance and scope of applications are rapidly increasing. The exploitation of these powerful resources depends strongly on the mathematical models that underlie…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
Several approaches are discussed how to understand the solution of the Dirichlet problem for the Poisson equation when the Dirichlet data are non-smooth such as if they are in $L^2$ only. For the method of transposition (sometimes called…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
Using the generators, we establish a connection between the Sinai's random walk and the so-called Brox process. We first find the Dirichlet form of the Brox diffusion, and then prove that it is the limit of the Dirichlet form of the Sinai's…
We solve the Dirichlet problem in the unit disc and derive the Poisson formula using very elementary methods and explore consequent simplifications in other foundational areas of complex analysis.
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
The error on a real quantity Y due to the graduation of the measuring instrument may be represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator do not depend on the probability law of…
In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…
The classical Dirichlet problem on the unit disk can be solved by different numerical approaches. The two most common and popular approaches are the integration of the associated Poisson integral and, by applying Dirichlet's principle,…
In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…
Dirichlet averages of multivariate functions are employed for a derivation of basic recurrence formulas for the moments of multivariate Dirichlet splines. An algorithm for computing the moments of multivariate simplex splines is presented.…