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In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…
This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…
We investigate the question of studying spectral clustering in a Hilbert space where the set of points to cluster are drawn i.i.d. according to an unknown probability distribution whose support is a union of compact connected components. We…
In decision theoretic estimation of parameters in Euclidean space $\mathbb{R}^p$, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular…
The problem of overdispersion in multivariate count data is a challenging issue. Nowadays, it covers a central role mainly due to the relevance of modern technologies data, such as Next Generation Sequencing and textual data from the web or…
These lectures give an introduction to the methods of conformal field theory as applied to deriving certain results in two-dimensional critical percolation: namely the probability that there exists at least one cluster connecting two…
Rigby & Stasinopoulos (2005) introduced generalized additive models for location, scale and shape (GAMLSS) where the response distribution is not restricted to belong to the exponential family and its parameters can be specified as…
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…
In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…
Recently we constructed a renormalizable field theory up to two loops for the quasi-static depinning of elastic manifolds in a disordered environment. Here we explore further properties of the theory. We show how higher correlation…
Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…
Scatter plots are widely recognized as fundamental tools for illustrating the relationship between two numerical variables. Despite this, based on solid theoretical foundations, scatter plots generated from pairs of continuous random…
In this short note we extend some of the recent results on matrix completion under the assumption that the columns of the matrix can be grouped (clustered) into subspaces (not necessarily disjoint or independent). This model deviates from…
In this paper, we investigate several subsets of $n$-copulas and $n$-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain…
In this work we present a rigorous application of the Expectation Maximization algorithm to determine the marginal distributions and the dependence structure in a Gaussian copula model with missing data. We further show how to circumvent a…
Using some extensions of a theorem of Heppes on finitely supported discrete probability measures, we address the problems of classification and testing based on projections. In particular, when the support of the distributions is known in…
We develop a non-perturbative method to derive the probability distribution $P(\delta_R)$ of the density contrast within spherical cells in the quasi-linear regime. Indeed, since this corresponds to a rare-event limit a steepest-descent…
We consider distributions on $\R^n\setminus{0}$ which satisfy a given set of partial differential equations and provide criteria for the existence of extensions to $\R^n$ that satisfy the same set of equations on $\R^n$. We use the results…