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We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
The class of stochastic maps, that is, linear, trace-preserving, positive maps between the self-adjoint trace class operators of complex separable Hilbert spaces plays an important role in the representation of reversible dynamics and…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
This paper gives a method for computing distributions associated with patterns in the state sequence of a hidden Markov model, conditional on observing all or part of the observation sequence. Probabilities are computed for very general…
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…
A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…
Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…
In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…
We consider the problem of data classification where the training set consists of just a few data points. We explore this phenomenon mathematically and reveal key relationships between the geometry of an AI model's feature space, the…
Stochastic blockmodels provide a convenient representation of relations between communities of nodes in a network. However, they imply a notion of stochastic equivalence that is often unrealistic for real networks, and they comprise large…
Many of the stochastic models used in inference of phylogenetic trees from biological sequence data have polynomial parameterization maps. The image of such a map --- the collection of joint distributions for a model --- forms the model…
Composition of low-dimensional distributions, whose foundations were laid in the papaer published in the Proceeding of UAI'97 (Jirousek 1997), appeared to be an alternative apparatus to describe multidimensional probabilistic models. In…
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability…
We consider the problem of learning low-dimensional representations for large-scale Markov chains. We formulate the task of representation learning as that of mapping the state space of the model to a low-dimensional state space, called the…
We consider an operator-based latent Markov representation of a stochastic nonlinear dynamical system, where the stochastic evolution of the latent state embedded in a reproducing kernel Hilbert space is described with the corresponding…
Descriptive statistics for parametric models are currently highly sensative to departures, gross errors, and/or random errors. Here, leveraging the structures of parametric distributions and their central moment kernel distributions, a…
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…