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We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-09 Diego Blas , Mathias Garny , Mikhail M. Ivanov , Sergey Sibiryakov

In geostatistics, traditional spatial models often rely on the Gaussian Process (GP) to fit stationary covariances to data. It is well known that this approach becomes computationally infeasible when dealing with large data volumes,…

Computation · Statistics 2024-09-17 Antony Sikorski , Daniel McKenzie , Douglas Nychka

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

We consider the problem of simulating a Gaussian vector X, conditional on the fact that each component of X belongs to a finite interval [a_i,b_i], or a semi-finite interval [a_i,+infty). In the one-dimensional case, we design a table-based…

Computation · Statistics 2012-01-31 Nicolas Chopin

Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the…

Statistics Theory · Mathematics 2013-03-20 Michael L. Stein

Quantization of electromagnetic fields is investigated in the framework of stochastic variational method (SVM). Differently from the canonical quantization, this method does not require canonical form and quantization can be performed…

High Energy Physics - Theory · Physics 2014-06-25 T. Koide. T. Kodama , K. Tsushima

The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…

Applications · Statistics 2021-12-14 D. Kolyukhin , A. Minakov

Entanglement forging based variational algorithms leverage the bi-partition of quantum systems for addressing ground state problems. The primary limitation of these approaches lies in the exponential summation required over the numerous…

It is often conjectured that a choice of time function merely sets up a frame for the quantum evolution of gravitational field, meaning that all choices should be in some sense compatible. In order to explore this conjecture (and the…

General Relativity and Quantum Cosmology · Physics 2015-07-06 Przemyslaw Malkiewicz

Rapid developments of quantum information technology show promising opportunities for simulating quantum field theory in near-term quantum devices. In this work, we formulate the theory of (time-dependent) variational quantum simulation of…

Quantum Physics · Physics 2022-12-29 Junyu Liu , Zimu Li , Han Zheng , Xiao Yuan , Jinzhao Sun

Downscaling aims to link the behaviour of the atmosphere at fine scales to properties measurable at coarser scales, and has the potential to provide high resolution information at a lower computational and storage cost than numerical…

Atmospheric and Oceanic Physics · Physics 2021-05-19 Rachel Prudden , Niall Robinson , Peter Challenor , Richard Everson

The "folding algorithm"\cite{fold1} is a matrix product state algorithm for simulating quantum systems that involves a spatial evolution of a matrix product state. Hence, the computational effort of this algorithm is controlled by the…

Quantum Physics · Physics 2015-03-18 M. B. Hastings , R. Mahajan

A possible model for quantum kinematics of a test particle in a curved space-time is proposed. Every reasonable neighbourhood V_e of a curved space-time can be equipped with a nonassociative binary operation called the geodesic…

High Energy Physics - Theory · Physics 2011-04-15 P. Kuusk , J. Ord

In phase space, we analytically obtain the characteristic functions (CFs) of a forced harmonic oscillator [Talkner et al., Phys. Rev. E, 75, 050102 (2007)], a time-dependent mass and frequency harmonic oscillator [Deffner and Lutz, Phys.…

Statistical Mechanics · Physics 2019-12-25 Yixiao Qian , Fei Liu

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…

Statistics Theory · Mathematics 2020-03-31 Alfredo Alegría , Xavier Emery , Christian Lantuéjoul

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…

Computation · Statistics 2009-07-24 Christian P. Robert

Spacetime must be foliable by spacelike surfaces for the quantum mechanics of matter fields to be formulated in terms of a unitarily evolving state vector defined on spacelike surfaces. When a spacetime cannot be foliated by spacelike…

General Relativity and Quantum Cosmology · Physics 2009-10-22 James B. Hartle