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We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…
We derive new and improved non-asymptotic deviation inequalities for the sample average approximation (SAA) of an optimization problem. Our results give strong error probability bounds that are "sub-Gaussian"~even when the randomness of the…
We study localization properties of the eigenstates and wave transport in one-dimensional system consisting of a set of barriers/wells of fixed thickness and random heights. The inherent peculiarity of the system resulting in the enhanced…
We consider random Schr\"{o}dinger operators on $\ell^2(\mathbb{Z}^d)$ when the distribution of single site potentials is $\alpha$-H\"{o}lder continuous ($0<\alpha\leq 1$). In localized regime we study the distribution of eigenfunctions…
The nearest-neighbor level spacing distribution is numerically investigated by directly diagonalizing disordered Anderson Hamiltonians for systems of sizes up to 100 x 100 x 100 lattice sites. The scaling behavior of the level statistics is…
In Moral, Campos (1991) and Cano, Moral, Verdegay-Lopez (1991) a new method of conditioning convex sets of probabilities has been proposed. The result of it is a convex set of non-necessarily normalized probability distributions. The…
Given a probability distribution $\mu$ in $\mathbb{R}^d$ represented by data, we study in this paper the generative modeling of the corresponding conditional probability distributions on the level-sets of a collective variable…
Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…
We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…
A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…
In the present note we show dynamical localization for an Anderson model with missing sites in a discrete setting at the bottom of the spectrum in arbitrary dimension $d$. In this model, the random potential is defined on a relatively dense…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We show that the recently developed self-consistent theory of Anderson localization with a position-dependent diffusion coefficient is in quantitative agreement with the supersymmetry approach up to terms of the order of $1/g_0^2$ (with…
We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…
We investigate a variant of the parabolic Anderson model, introduced in previous work, in which an i.i.d.\! potential is partially duplicated in a symmetric way about the origin, with each potential value duplicated independently with a…
This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture,…
We study a new framework for property testing of probability distributions, by considering distribution testing algorithms that have access to a conditional sampling oracle.* This is an oracle that takes as input a subset $S \subseteq [N]$…
The statistical properties of overlap sums of groups of four eigenfunctions of the Anderson model for localization as well as combinations of four eigenenergies are computed. Some of the distributions are found to be scaling functions, as…
We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…
A characterization of the exponential distribution based on equidistribution conditions for maxima of random samples with consecutive sizes n-1 and n for an arbitrary and fixed n>2 is proved. This solves an open problem stated recently in…