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We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Machine Learning · Computer Science 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…

Probability · Mathematics 2026-02-24 Loïc Thomassey , Raphaël Lachièze-Rey , Assaf Shapira

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

Scene understanding is a critical problem in computer vision. In this paper, we propose a 3D point-based scene graph generation ($\mathbf{SGG_{point}}$) framework to effectively bridge perception and reasoning to achieve scene understanding…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Chaoyi Zhang , Jianhui Yu , Yang Song , Weidong Cai

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

A model of a discrete pregeometry on a microscopic scale is introduced. This model is a finite network of finite elementary processes. The mathematical description is a d-graph that is a generalization of a graph. This is the particular…

General Relativity and Quantum Cosmology · Physics 2010-04-29 Alexey L. Krugly

Due to the increasing heterogeneity and deployment density of emerging cellular networks, new flexible and scalable approaches for their modeling, simulation, analysis and optimization are needed. Recently, a new approach has been proposed:…

Information Theory · Computer Science 2015-06-15 Wei Lu , Marco Di Renzo

In this paper, we propose a simple yet effective method to represent point clouds as sets of samples drawn from a cloud-specific probability distribution. This interpretation matches intrinsic characteristics of point clouds: the number of…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Michał Stypułkowski , Kacper Kania , Maciej Zamorski , Maciej Zięba , Tomasz Trzciński , Jan Chorowski

We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Analysis of PDEs · Mathematics 2016-12-07 J. A. Carrillo , Y. Huang , F. S. Patacchini , G. Wolansky

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…

Machine Learning · Statistics 2023-05-10 Hiroshi Yamashita , Hideyuki Suzuki , Kazuyuki Aihara

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…

Machine Learning · Statistics 2020-10-13 Alex H. Williams , Anthony Degleris , Yixin Wang , Scott W. Linderman

We consider the problem of modelling noisy but highly symmetric shapes that can be viewed as hierarchies of whole-part relationships in which higher level objects are composed of transformed collections of lower level objects. To this end,…

Artificial Intelligence · Computer Science 2015-06-10 Diana Borsa , Thore Graepel , Andrew Gordon

We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect,…

Statistical Mechanics · Physics 2015-05-18 V. Y. Chernyak , N. A. Sinitsyn