Related papers: Slepian-Bangs formula and Cramer Rao bound for cir…
We consider the one-dimensional partially asymmetric exclusion model with open boundaries. The model describes a system of hard-core particles that hop stochastically in both directions with different rates. At both boundaries particles are…
High-breakdown-point estimators of multivariate location and shape matrices, such as the MM-estimator with smooth hard rejection and the Rocke S-estimator, are generally designed to have high efficiency at the Gaussian distribution.…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…
We outline an approach to a theory of various generalizations of the elliptic Calogero-Moser (CM) and Ruijsenaars-Shneider (RS) systems based on a special inverse problem for linear operators with elliptic coefficients. Hamiltonian theory…
We introduce a novel class of spatial complex variable function Gaussian (CVF-Gaussian) beam, which is the product of an arbitrary analytic complex variable function and a Gaussian function, in strongly nonlocal nonlinear media (SNNM). The…
A Cram\'er-Rao bound (CRB) optimization framework for near-field sensing (NISE) with continuous-aperture arrays (CAPAs) is proposed. In contrast to conventional spatially discrete arrays (SPDAs), CAPAs emit electromagnetic (EM) probing…
We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped…
Cosmic rays (CR), constrained by scattering on magnetic irregularities, are believed to propagate diffusively. But a well-known defect of diffusive approximation whereby some of the particles propagate unrealistically fast has directed…
Methods. We compute Bayesian evidences and Bayes Factors for a set of variations of the classical radial models by King (1962), Elson et al. (1987) and Lauer et al. (1995). The variations incorporate different degrees of model freedom and…
There is a need for new models for characterizing dependence in multivariate data. The multivariate Gaussian distribution is routinely used, but cannot characterize nonlinear relationships in the data. Most non-linear extensions tend to be…
We analyze the dispersions of distributed lossless source coding (the Slepian-Wolf problem), the multiple-access channel and the asymmetric broadcast channel. For the two-encoder Slepian-Wolf problem, we introduce a quantity known as the…
We introduce a new cluster-cumulant expansion (CCE) based on the fixed points of iterative belief propagation (IBP). This expansion is similar in spirit to the loop-series (LS) recently introduced in [1]. However, in contrast to the latter,…
Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…
The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigated from both the theoretical and computational viewpoints.…
A model for the large-scale circulation (LSC) dynamics of turbulent Rayleigh-Benard convection is presented. It consists of two stochastic ordinary differential equations motivated by the Navier-Stokes equation, one each for the strength…
The broad-band spectral distributions of non-thermal sources, such as those of several known blazars, are well described by a log-parabolic fit. The second degree term in these fits measures the curvature in the spectrum. In this paper we…
We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in…
In the sparse normal means model, convergence of the Bayesian posterior distribution associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…
This paper proposes a new model called \emph{spatial continuum asymmetric channels} to study the channel capacity region of asymmetric scenarios in which either one source transmits to a spatial density of receivers or a density of…