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We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility…

Risk Management · Quantitative Finance 2020-12-17 Dietmar Pfeifer , Hervé Awoumlac Tsatedem , Andreas Mändle , Côme Girschig

Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula that results from the application of this technique to the…

Statistics Theory · Mathematics 2014-07-07 Christian Genest , Johanna G. Nešlehová , Bruno Rémillard

We study the properties of a refined weak coupling limit that preserves complete positivity in order to describe non-Markovian dynamics in the spin-boson model. With this tool, we show the system presents a rich and new non-Markovian…

Quantum Physics · Physics 2017-04-10 Ángel Rivas

We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…

Statistics Theory · Mathematics 2015-02-24 Antonio Dalessandro , Gareth W. Peters

We establish conditions under which Metropolis-Hastings (MH) algorithms with a position-dependent proposal covariance matrix will or will not have the geometric rate of convergence. Some of the diffusions based MH algorithms like the…

Methodology · Statistics 2022-08-23 Vivekananda Roy , Lijin Zhang

We study the transition between anti-parallel and component collisionless magnetic reconnection with 2D particle-in-cell simulations. The primary finding is that a guide field \approx 0.1 times as strong as the asymptotic reconnecting field…

Space Physics · Physics 2015-06-26 M. Swisdak , J. F. Drake , M. A. Shay , J. G. McIlhargey

Three-dimensional special relativistic magnetohydrodynamic simulations are performed to investigate properties of the downstream turbulence generated by the interaction between a relativistic shock wave and multiple clumps. We analyze the…

High Energy Astrophysical Phenomena · Physics 2025-04-24 Kanji Morikawa , Yutaka Ohira , Takumi Ohmura

For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…

Methodology · Statistics 2017-01-17 A. B. Duncan , G. A. Pavliotis , K. C. Zygalakis

Antireflection or impedance matching is a topic that has been extensively researched by the optical and microwave communities over the past century and until today. However, due to the diverging wave impedances of TE (s) and TM (p)…

Applied Physics · Physics 2018-11-14 Yuchu He , George V. Eleftheriades

There exist multiple regression applications in engineering, industry and medicine where the outcomes follow an adaptive experimental design in which the next measurement depends on the previous observations, so that the observations are…

Statistics Theory · Mathematics 2025-02-21 Dennis Christensen , Emil Aas Stoltenberg , Nils Lid Hjort

We study the trajectory of iterations and the convergence rates of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR). The fundamental goal of MLR is to learn the regression models from unlabeled…

Machine Learning · Computer Science 2024-06-05 Zhankun Luo , Abolfazl Hashemi

In this article, we derive a novel non-reversible, continuous-time Markov chain Monte Carlo (MCMC) sampler, called Coordinate Sampler, based on a piecewise deterministic Markov process (PDMP), which can be seen as a variant of the Zigzag…

Computation · Statistics 2019-04-12 Changye Wu , Christian P. Robert

We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…

Probability · Mathematics 2018-01-16 Martial Longla

Faraday rotation measures (RMs) of extragalactic radio sources provide information on line-of-sight magnetic fields, including contributions from our Galaxy, source environments, and the intergalactic medium (IGM). Looking at differences in…

Cosmology and Nongalactic Astrophysics · Physics 2019-06-26 T. Vernstrom , B. Gaensler , L. Rudnick , H. Andernach

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

Probability · Mathematics 2016-11-07 Guixiang Hong , Marius Junge , Javier Parcet

The structural correlation functions of a weakly disordered Abrikosov lattice are calculated in a functional RG-expansion in $d=4-\epsilon$ dimensions. It is shown, that in the asymptotic limit the Abrikosov lattice exhibits still…

Superconductivity · Physics 2009-10-31 S. Bogner , T. Emig , T. Nattermann

We present the design, fabrication and experimental investigation of a printed circuit board (PCB) metagrating (MG) for perfect anomalous reflection. The design follows our previously developed analytical formalism, resulting in a…

Applied Physics · Physics 2019-03-06 Oshri Rabinovich , Ilan Kaplon , Jochanan Reis , Ariel Epstein

We study the expectation value of the logarithm of the partition function of large binary-to-binary lattice-gas Restricted Boltzmann Machines (RBMs) within a replica-symmetric ansatz, averaging over the disorder represented by the…

Disordered Systems and Neural Networks · Physics 2023-01-25 David C. Hoyle

We investigate the renormalization group flows and fixed point structure of many coupled minimal models. The models are coupled two by two by energy-energy couplings. We take the general approach where the bare couplings are all taken to be…

Statistical Mechanics · Physics 2011-07-19 M. -A. Lewis , P. Simon

We introduce a recursive algorithm of conveniently general form for estimating the coefficient of a moving average model of order one and obtain convergence results for both correct and misspecified MA(1) models. The algorithm encompasses…

Statistics Theory · Mathematics 2007-06-13 James L. Cantor , David F. Findley
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