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Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

The pressure for the Imperfect (Mean Field) Boson gas can be derived in several ways. The aim of the present note is to provide a new method based on the Approximating Hamiltonian argument which is extremely simple and very general.

Mathematical Physics · Physics 2009-11-10 Joseph V. Pule , Valentin A. Zagrebnov

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

High-quality nanomechanical oscillators can sensitively probe force, mass, or displacement in experiments bridging the gap between the classical and quantum domain. Dynamics of these stochastic systems is inherently determined by the…

Grand canonical and canonical ensembles become equivalent in the thermodynamic limit, but when the system size is finite the results obtained in the two ensembles deviate from each other. In many important cases, the canonical ensemble…

Statistical Mechanics · Physics 2008-02-26 D. S. Kosov , M. F. Gelin , A. I. Vdovin

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

A common measure of a function's complexity is the count of its stationary points. For complicated functions, this count grows exponentially with the volume and dimension of their domain. In practice, the count is averaged over a class of…

Statistical Mechanics · Physics 2024-01-17 Jaron Kent-Dobias

Lagrangian averaging plays an important role in the analysis of wave--mean-flow interactions and other multiscale fluid phenomena. The numerical computation of Lagrangian means, e.g. from simulation data, is however challenging. Typical…

Fluid Dynamics · Physics 2023-04-26 Hossein A. Kafiabad , Jacques Vanneste

We apply Gaussian smoothing to obtain mean magnetic field, density, velocity, and magnetic and kinetic energy densities from our numerical model of the interstellar medium, based on three-dimensional magnetohydrodynamic equations in a…

Astrophysics of Galaxies · Physics 2022-01-21 J. F. Hollins , G. R. Sarson , C. C. Evirgen , A. Shukurov , A. Fletcher , F. A. Gent

Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…

Optimization and Control · Mathematics 2025-04-10 Andrey A Popov

The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple…

Methodology · Statistics 2020-07-17 Jacques Poitevineau , Bruno Lecoutre

Radio map estimation (RME) is the problem of inferring the value of a certain metric (e.g. signal power) across an area of interest given a collection of measurements. While most works tackle this problem from a purely non-Bayesian…

Signal Processing · Electrical Eng. & Systems 2025-08-11 Tien Ngoc Ha , Daniel Romero

An asymmetric object, undergoing dissipative collisions with surrounding particles, acquires a nonzero average velocity. The latter is calculated analytically by an expansion of the Boltzmann equation and the result is compared with Monte…

Statistical Mechanics · Physics 2007-05-23 B. Cleuren , C. Van den Broeck

The concept of local pressure is pivotal to describe many important physical phenomena, such as buoyancy or atmospheric phenomena, which always require the consideration of space-varying pressure fields. These fields have precise…

Classical Physics · Physics 2022-02-18 Simão M. João , J. P. Santos Pires , J. M. Viana Parente Lopes

Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alessandro Corbetta , Adrian Muntean , Federico Toschi , Kiamars Vafayi

In this paper we analyze, for a model of linear regression with gaussian covariates, the performance of a Bayesian estimator given by the mean of a log-concave posterior distribution with gaussian prior, in the high-dimensional limit where…

Probability · Mathematics 2021-11-12 Jean Barbier , Wei-Kuo Chen , Dmitry Panchenko , Manuel Sáenz

Rigorous assessment of the uncertainty is crucial to the utility of numerical simulation of Turbulent flow. The Turbulent flows are often stationary and ergodic, after some initial transient time. Therefore, the time averaged of a quantity…

Statistics Theory · Mathematics 2018-02-06 Pooriya Beyhaghi , Shahrouz Alimohammadi , Thomas Bewley

Transformed Generalized Autoregressive Moving Average (TGARMA) models were recently proposed to deal with non-additivity, non-normality and heteroscedasticity in real time series data. In this paper, a Bayesian approach is proposed for…

Applications · Statistics 2017-01-02 Breno S. Andrade , Marinho G. Andrade , Ricardo S. Ehlers

We study the motion of the system, S, constituted by a rigid body, B, containing in its interior a viscous compressible fluid, and moving in absence of external forces. Our main objective is to characterize the long time behavior of the…

Analysis of PDEs · Mathematics 2019-01-30 Giovanni Paolo Galdi , Václav Mácha , Šárka Nečasová

We propose an invariant feature space for the detection of viscous dominated and turbulent regions (i.e., boundary layers and wakes). The developed methodology uses the principal invariants of the strain and rotational rate tensors as input…

Fluid Dynamics · Physics 2023-02-22 Kheir-Eddine Otmani , Gerasimos Ntoukas , Esteban Ferrer