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Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…

Probability · Mathematics 2007-11-14 Thomas Dean , Paul Dupuis

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

The brittle fragmentation of spheres is studied numerically by a 3D Discrete Element Model. Large scale computer simulations are performed with models that consist of agglomerates of many spherical particles, interconnected by beam-truss…

Materials Science · Physics 2015-09-04 Falk K. Wittel , Humberto A. Carmona , Ferenc Kun , Hans J. Herrmann

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

Statistical Mechanics · Physics 2007-05-23 P. L. Krapivsky , E. Ben-Naim , I. Grosse

We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…

Methodology · Statistics 2019-09-10 Zdravko I. Botev , Pierre L'Ecuyer

The number partitioning problem consists of partitioning a sequence of positive numbers ${a_1,a_2,..., a_N}$ into two disjoint sets, ${\cal A}$ and ${\cal B}$, such that the absolute value of the difference of the sums of $a_j$ over the two…

Statistical Mechanics · Physics 2009-10-31 F. F. Ferreira , J. F. Fontanari

We relate the Fermi-Dirac statistics of an ideal Fermi gas in a harmonic trap to partitions of given integers into distinct parts, studied in number theory. Using methods of quantum statistical physics we derive analytic expressions for…

Quantum Physics · Physics 2009-11-11 A. Kubasiak , J. Korbicz , J. Zakrzewski , M. Lewenstein

We create mechanically stable (MS) packings of bidisperse disks using an algorithm in which we successively grow or shrink soft repulsive disks followed by energy minimization until the overlaps are vanishingly small. We focus on small…

Statistical Mechanics · Physics 2009-11-11 Guo-Jie Gao , Jerzy Blawzdziewicz , Corey S. O'Hern

The new method of multivariate data analysis based on the complements of classical probability distribution to quantum state and Schmidt decomposition is presented. We considered Schmidt formalism application to problems of statistical…

Quantum Physics · Physics 2017-01-10 Yu. I. Bogdanov , N. A. Bogdanova , D. V. Fastovets , V. F. Luckichev

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

Statistics Theory · Mathematics 2018-05-30 Song Xi Chen , Liuhua Peng

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

A systematic study of the probability distribution of superimposed random codes is presented through the use of generating functions. Special attention is paid to the cases of either uniformly distributed but not necessarily independent or…

Databases · Computer Science 2008-06-19 Bernd Günther

We use a semiclassical approximation to derive the partition function for an arbitrary potential in one-dimensional Quantum Statistical Mechanics, which we view as an example of finite temperature scalar Field Theory at a point. We rely on…

Quantum Physics · Physics 2009-10-31 C. A. A. de Carvalho , R. M. Cavalcanti

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

To make a statement about the nature and mechanism of fragmentation, it is necessary to probe directly any competition, or lack thereof, between the emission of various particle species as a function of excitation energy. The task is then…

Nuclear Experiment · Physics 2007-05-23 L. Beaulieu , L. Phair , L. G. Moretto , G. J. Wozniak

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Machine Learning · Computer Science 2018-07-10 Alkis Gotovos , Hamed Hassani , Andreas Krause , Stefanie Jegelka