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We consider Brownian motion under resetting in higher dimensions for the case when the return of the particle to the origin occurs at a constant speed. We investigate the behavior of the probability density function (PDF) and of the…

Statistical Mechanics · Physics 2020-09-23 Anna S. Bodrova , Igor M. Sokolov

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

We prove bounds for the almost sure value of the Hausdorff dimension of the limsup set of a sequence of balls in $\mathbf{R}^d$ whose centres are independent, identically distributed random variables. The formulas obtained involve the rate…

Classical Analysis and ODEs · Mathematics 2018-08-01 Fredrik Ekström , Tomas Persson

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This…

Computation · Statistics 2019-03-05 Sebastian M Schmon , Arnaud Doucet , George Deligiannidis

The geometry of unit $N$-dimensional $\ell_{p}$ balls has been intensively investigated in the past decades. A particular topic of interest has been the study of the asymptotics of their projections. Apart from their intrinsic interest,…

Probability · Mathematics 2010-10-22 Franck Barthe , Fabrice Gamboa , Li-Vang Lozada-Chang , Alain Rouault

A novel approach to obtain weighted likelihood estimates of multivariate location and scatter is discussed. A weighting scheme is proposed that is based on the distribution of the Mahalanobis distances rather than the distribution of the…

Methodology · Statistics 2017-06-20 Claudio Agostinelli , Luca Greco

We develop variational regularization methods which leverage sparsity-promoting priors to solve severely ill posed inverse problems defined on the 3D ball (i.e. the solid sphere). Our method solves the problem natively on the ball and thus…

Information Theory · Computer Science 2021-05-13 Matthew A. Price , Jason D. McEwen

Randomized dimensionality reduction is a widely-used algorithmic technique for speeding up large-scale Euclidean optimization problems. In this paper, we study dimension reduction for a variety of maximization problems, including…

Data Structures and Algorithms · Computer Science 2025-06-03 Jie Gao , Rajesh Jayaram , Benedikt Kolbe , Shay Sapir , Chris Schwiegelshohn , Sandeep Silwal , Erik Waingarten

We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…

Statistics Theory · Mathematics 2022-08-05 Irene Crimaldi , Pierre-Yves Louis , Ida G. Minelli

In contrast to classical reinforcement learning (RL), distributional RL algorithms aim to learn the distribution of returns rather than their expected value. Since the nature of the return distribution is generally unknown a priori or…

Machine Learning · Computer Science 2025-03-17 Moritz A. Zanger , Wendelin Böhmer , Matthijs T. J. Spaan

We consider a weighted random walk on the backbone of an oriented percolation cluster. We determine necessary conditions on the weights for Brownian scaling limits under the annealed and the quenched law. This model is a random walk in…

Probability · Mathematics 2017-07-03 Katja Miller

We consider the mean field theory of the Random Field Ising Model obtained by weighing the many solutions of the mean field equations with Boltzmann-like factors. These solutions are found numerically in three dimensions and we observe…

Condensed Matter · Physics 2009-10-22 David Lancaster , Enzo Marinari , Giorgio Parisi

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

The Euclidean concentration inequality states that, among sets with fixed volume, balls have $r$-neighborhoods of minimal volume for every $r>0$. On an arbitrary set, the deviation of this volume growth from that of a ball is shown to…

Analysis of PDEs · Mathematics 2016-08-11 Alessio Figalli , Francesco Maggi , Connor Mooney

The controlled motion of a rolling ball actuated by internal point masses that move along arbitrarily-shaped rails fixed within the ball is considered. The controlled equations of motion are solved numerically using a predictor-corrector…

Optimization and Control · Mathematics 2021-03-02 Vakhtang Putkaradze , Stuart Rogers

We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…

Probability · Mathematics 2024-04-23 Peter Gracar , Lukas Lüchtrath , Peter Mörters

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

We consider random walks in a random environment that is given by i.i.d. Dirichlet distributions at each vertex of Z^d or, equivalently, oriented edge reinforced random walks on Z^d. The parameters of the distribution are a 2d-uplet of…

Probability · Mathematics 2013-09-20 Christophe Sabot , Laurent Tournier