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Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…

Statistics Theory · Mathematics 2014-09-09 Henrik Nyman , Johan Pensar , Jukka Corander

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

Approximate message passing algorithms proved to be extremely effective in reconstructing sparse signals from a small number of incoherent linear measurements. Extensive numerical experiments further showed that their dynamics is accurately…

Information Theory · Computer Science 2012-03-06 Mohsen Bayati , Andrea Montanari

We propose a simple phenomenological modification, a Gaussian screening, of the probability distribution function which was obtained by Beck to explain experimentally measured distribution from fully developed fluid turbulence, within the…

Condensed Matter · Physics 2007-05-23 A. K. Aringazin , M. I. Mazhitov

The properties of the probability distribution function of the cosmological continuous density field are studied. We present further developments and compare dynamically motivated methods to derive the PDF. One of them is based on the…

Astrophysics · Physics 2009-10-22 F. Bernardeau , L. Kofman

Equations for dislocation evolution bridge the gap between dislocation properties and continuum descriptions of plastic behavior of crystalline materials. Computer simulations can help us verify these evolution equations and find their…

Materials Science · Physics 2020-11-11 Kamyar M. Davoudi , Joost J. Vlassak

Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…

Statistical Mechanics · Physics 2014-09-23 Salvatore Mandrà , Marco Cosentino Lagomarsino , Marco Gherardi

Comparative and evolutive ecologists are interested in the distribution of quantitative traits among related species. The classical framework for these distributions consists of a random process running along the branches of a phylogenetic…

Applications · Statistics 2017-08-24 Paul Bastide , Mahendra Mariadassou , Stéphane Robin

Dependent generalized extreme value (dGEV) models have attracted much attention due to the dependency structure that often appears in real datasets. To construct a dGEV model, a natural approach is to assume that some parameters in the…

Methodology · Statistics 2017-03-06 Bo Ning , Peter Bloomfield

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…

Statistical Mechanics · Physics 2017-11-01 C. N. Angstmann , B. I. Henry , A. V. McGann

We present the first prediction of the probability distribution function (PDF) for self-organization of shear flows modeled by a nonlinear diffusion equation with a stochastic forcing. A novel non-perturbative method based on a coherent…

Fluid Dynamics · Physics 2009-04-26 Eun-jin Kim , Han-Li Liu , Johan Anderson

A theory of the probability distribution function (PDF) tails of the blob density in plasma edge turbulence is provided. A simplified model of the fast convective radial transport is used. The theoretically predicted PDF tails corroborate…

Plasma Physics · Physics 2009-11-13 Johan Anderson , Eun-jin Kim

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

Machine Learning · Statistics 2022-09-08 Yaman Kındap , Simon Godsill

Taking the continuum limit is essential for extracting physical observables from quantum simulations of lattice gauge theories. Achieving the correct continuum limit requires careful control of all systematic uncertainties, including those…

High Energy Physics - Lattice · Physics 2025-06-23 Christopher F. Kane , Siddharth Hariprakash , Christian W. Bauer

We generalize the poissonian evolving random graph model of Bauer and Bernard to deal with arbitrary degree distributions. The motivation comes from biological networks, which are well-known to exhibit non poissonian degree distribution. A…

Statistical Mechanics · Physics 2009-11-07 Stephane Coulomb , Michel Bauer

We discuss the Hessian PDF reweighting - a technique intended to estimate the effects that new measurements have on a set of PDFs. The method stems straightforwardly from considering new data in a usual $\chi^2$-fit and it naturally…

High Energy Physics - Phenomenology · Physics 2014-08-21 Hannu Paukkunen , Pia Zurita

This letter provides the first prediction of the probability density function (PDF) of flux $R$ in plasma sheath sheath region in magnetic fusion devices which is characterized by dynamical equations with exponential non-linearities. By…

Plasma Physics · Physics 2015-05-13 Johan Anderson , Eun-jin Kim

Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 F. Böttcher , St. Barth , J. Peinke

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels