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We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

Dynamical Systems · Mathematics 2017-07-07 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães

This paper is framed in a series of studies on attraction-repulsion chemotaxis models combining different effects: nonlinear diffusion and sensitivities and logistic sources, for the dynamics of the cell density, and consumption and/or…

Analysis of PDEs · Mathematics 2023-05-17 Tongxing Li , Silvia Frassu , Giuseppe Viglialoro

We study determinantal point processes (DPP) through the lens of algebraic statistics. We count the critical points of the log-likelihood function, and we compute them for small models, thereby disproving a conjecture of Brunel, Moitra,…

Statistics Theory · Mathematics 2024-01-17 Hannah Friedman , Bernd Sturmfels , Maksym Zubkov

Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from…

Machine Learning · Computer Science 2022-03-22 Guillaume Gautier , Guillermo Polito , Rémi Bardenet , Michal Valko

Two-particle angular correlations have been widely used as a tool to explore particle production mechanisms in heavy-ion collisions. The mixed-event technique is generally used as a standard method to correct for finite-acceptance effects.…

Nuclear Theory · Physics 2016-08-18 Saehanseul Oh , Tim Schuster , Andreas Morsch , Constantin Loizides

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…

Probability · Mathematics 2009-06-26 Yukio Nagahata , Nobuo Yoshida

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Probability · Mathematics 2012-10-02 Olivier Durieu , Marco Tusche

The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, using a relaxed control, namely a control which takes values in…

Optimization and Control · Mathematics 2023-11-28 Isaac Ohavi

Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…

Machine Learning · Computer Science 2021-04-14 Mike Gartrell , Insu Han , Elvis Dohmatob , Jennifer Gillenwater , Victor-Emmanuel Brunel

Models based on preferential attachment have had much success in reproducing the power law degree distributions which seem ubiquitous in both natural and engineered systems. Here, rather than assuming preferential attachment, we give an…

Statistical Mechanics · Physics 2007-05-23 N. Berger , C. Borgs , J. T. Chayes , R. M. D'Souza , R. D. Kleinberg

We study the rate of activated motion over multiple barriers, in particular the correlated double-jump of an adatom diffusing on a missing-row reconstructed Platinum (110) surface. We develop a Transition Path Theory, showing that the…

Materials Science · Physics 2009-10-30 Joachim Jacobsen , Karsten W. Jacobsen , James P. Sethna

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

Repulsive point processes arise in models where competition forces entities to be more spread apart than if placed independently. Simulation of these types of processes can be accomplished using dominated coupling from the past with a…

Probability · Mathematics 2010-10-18 Mark L. Huber , Elise McCall , Daniel Rozenfeld , Jason Xu

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out.…

Methodology · Statistics 2023-08-23 Frédéric Lavancier , Ege Rubak

Various soft materials share some common features, such as significant entropic effect, large fluctuations, sensitivity to thermodynamic conditions, and mesoscopic characteristic spatial and temporal scales. However, no quantitative…

Soft Condensed Matter · Physics 2017-03-10 Baoji He , Yanting Wang

Gibbs point processes (GPPs) constitute a large and flexible class of spatial point processes with explicit dependence between the points. They can model attractive as well as repulsive point patterns. Feature selection procedures are an…

Statistics Theory · Mathematics 2021-01-22 Ismaïla Ba , Jean-François Coeurjolly