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Estimating the parameters of a probabilistic directed graphical model from incomplete data is a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are…

Machine Learning · Computer Science 2024-06-04 Vy Vo , Trung Le , Tung-Long Vuong , He Zhao , Edwin Bonilla , Dinh Phung

In this paper, we study the maximum likelihood estimation of the parameters of the multivariate and matrix variate symmetric Laplace distributions through group actions. The multivariate and matrix variate symmetric Laplace distributions…

Statistics Theory · Mathematics 2025-10-31 Pooja Yadav , Tanuja Srivastava

Systems of interacting particles or agents have wide applications in many disciplines such as Physics, Chemistry, Biology and Economics. These systems are governed by interaction laws, which are often unknown: estimating them from…

Machine Learning · Statistics 2020-07-16 Fei Lu , Mauro Maggioni , Sui Tang

We investigate the planar Dirac equation with the most general time-independent contact (singular) potential supported on a circumference. Taking advantage of the radial symmetry, the problem is effectively reduced to a one-dimensional one…

Mathematical Physics · Physics 2025-12-04 J. T. Lunardi , S. Salamanca , J. Negro , L. M. Nieto

We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…

Probability · Mathematics 2026-03-24 Benedikt Jahnel , Jonas Köppl

We propose and study properties of maximum likelihood estimators in the class of conditional transformation models. Based on a suitable explicit parameterisation of the unconditional or conditional transformation function, we establish a…

Methodology · Statistics 2019-10-22 Torsten Hothorn , Lisa Möst , Peter Bühlmann

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…

Probability · Mathematics 2014-04-10 Francis Comets , Mikael Falconnet , Oleg Loukianov , Dasha Loukianova

This paper is devoted to the development of a theoretical and computational framework to efficiently sample the statistically significant thermally activated reaction pathways, in multi-dimensional systems obeying Langevin dynamics. We show…

Statistical Mechanics · Physics 2009-11-13 E. Autieri , P. Faccioli , M. Sega , F. Pederiva , H. Orland

Considering the interactions of two arbitrary particles, we obtain an internal energy expression of the complex system having long-range interactions. Based on the postulate of "equal-probability principle" for all microstates, the…

Statistical Mechanics · Physics 2017-01-19 Yanxiu Liu , Cheng Xu , Zhifu Huang , Bihong Lin , Jincan Chen

The one dimensional direct polymer in random media model is investigated using a variational approach in the replica space. We demonstrate numerically that the stable point is a maximum and the corresponding statistical properties for the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andrea Pagnani

Theoretical predictions of physical observables often involve extrapolations to regions that are poorly constrained by laboratory experiments and astrophysical observations. Without properly quantified theoretical errors, such model…

Nuclear Theory · Physics 2015-06-22 J. Piekarewicz , Wei-Chia Chen , F. J. Fattoyev

In this paper, we present a maximum likelihood method for estimating the parameters of a univariate Hawkes process with self-excitation or inhibition. Our work generalizes techniques and results that were restricted to the self-exciting…

Statistics Theory · Mathematics 2021-08-23 Anna Bonnet , Miguel Martinez Herrera , Maxime Sangnier

Disordered one-dimensional interacting systems have long been characterized via conventional correlation functions. A complementary quantum-information perspective quantifies the randomness of the unitary ensemble dynamics generated by a…

Quantum Physics · Physics 2026-04-30 Tian-Gang Zhou , Thierry Giamarchi

A recently introduced particle-based model for fluid dynamics with effective excluded volume interactions is analyzed in detail. The interactions are modeled by means of stochastic multiparticle collisions which are biased and depend on…

Soft Condensed Matter · Physics 2007-05-23 Thomas Ihle , Erkan Tuzel

A method for computing the thermopower in interacting systems is proposed. This approach, which relies on Monte Carlo simulations, is illustrated first for a diatomic chain of hard-point elastically colliding particles and then in the case…

Statistical Mechanics · Physics 2015-10-01 Shunda Chen , Jiao Wang , Giulio Casati , Giuliano Benenti

The dynamics of colloidal particles in potential energy landscapes have mainly been investigated theoretically. In contrast, here we discuss the experimental realization of potential energy landscapes with the help of light fields and the…

We describe, at the microscopic level, the dynamics of N interacting components where the probability is very small when N is large that a given component interact more than once, directly or indirectly, up to time t, with any other…

Computational Finance · Quantitative Finance 2012-02-24 Alain Bélanger , Gaston Giroux

The dynamics of a particle interacting with random classical field in a two-well potential is studied by the functional integration method. The probability of particle localization in either of the wells is studied in detail. Certain…

Quantum Physics · Physics 2008-05-08 G. B. Lesovik , A. V. Lebedev , A. O. Imambekov

The thermodynamic limit of the internal energy and the entropy of the system of quantum interacting particles in random medium is shown to exist under the crucial requirements of stability and temperedness of interactions. The energy turns…

Mathematical Physics · Physics 2012-01-24 Nikolaj A. Veniaminov

The Hamiltonian of the spinless relativistic Coulomb problem combines the standard Coulomb interaction potential with the square-root operator of relativistic kinematics. This Hamiltonian is known to be bounded from below up to some…

High Energy Physics - Phenomenology · Physics 2009-10-28 Wolfgang Lucha , Franz F. Schöberl