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Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

Optimization and Control · Mathematics 2021-09-22 Kabir Aladin Chandrasekher , Ashwin Pananjady , Christos Thrampoulidis

We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…

Statistical Mechanics · Physics 2021-04-01 Bryan Debin , Etienne Granet

We investigate a specific reaction-diffusion system that admits a monostable pulled front propagating at constant critical speed. When a small parameter changes sign, the stable equilibrium behind the front destabilizes, due to essential…

Analysis of PDEs · Mathematics 2021-10-07 Louis Garénaux

We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…

Probability · Mathematics 2016-08-11 Carsten Chong , Claudia Klüppelberg

Given a reference model that includes all the available variables, projection predictive inference replaces its posterior with a constrained projection including only a subset of all variables. We extend projection predictive inference to…

Computation · Statistics 2021-09-13 Alejandro Catalina , Paul Bürkner , Aki Vehtari

In Bayesian analysis, reference priors are widely recognized for their objective nature. Yet, they often lead to intractable and improper priors, which complicates their application. Besides, informed prior elicitation methods are penalized…

Methodology · Statistics 2024-09-23 Antoine Van Biesbroeck

The pull-back, push-forward and multiplication of smooth functions can be extended to distributions if their wave front set satisfies some conditions. Thus, it is natural to investigate the topological properties of these operations between…

Functional Analysis · Mathematics 2016-10-12 Christian Brouder , Nguyen Viet Dang , Frédéric Hélein

We investigate the dynamics of an intruder pulled by a constant force in a dense two-dimensional granular fluid by means of event-driven molecular dynamics simulations. In a first step, we show how a propagating momentum front develops and…

Statistical Mechanics · Physics 2012-02-29 Andrea Fiege , Matthias Grob , Annette Zippelius

We introduce $\textit{Backward Conformal Prediction}$, a method that guarantees conformal coverage while providing flexible control over the size of prediction sets. Unlike standard conformal prediction, which fixes the coverage level and…

Machine Learning · Statistics 2026-02-13 Etienne Gauthier , Francis Bach , Michael I. Jordan

A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…

Numerical Analysis · Mathematics 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…

Probability · Mathematics 2021-08-31 Nhu Nguyen , George Yin

We analytically and numerically investigate the determining factors of the slip front propagation (SFP) velocity. The slip front has two forms characterized by intruding or extruding front. We assume a 1D viscoelastic medium on a rigid and…

Other Condensed Matter · Physics 2022-07-20 Takehito Suzuki

Spingarn's method of partial inverses and the progressive decoupling algorithm address inclusion problems involving the sum of an operator and the normal cone of a linear subspace, known as linkage problems. Despite their success, existing…

Optimization and Control · Mathematics 2025-04-02 Brecht Evens , Puya Latafat , Panagiotis Patrinos

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Predicting the outcomes of species invasions is a central goal of ecology, a task made especially challenging due to ecological feedbacks. To address this, we develop a general theory of ecological invasions applicable to a wide variety of…

Populations and Evolution · Quantitative Biology 2025-08-22 Zhijie Feng , Emmy Blumenthal , Pankaj Mehta , Akshit Goyal

We examine the effect of a slowly-varying time-dependent parameter on invasion fronts for which an unstable homogeneous equilibrium is invaded by either another homogeneous state or a spatially periodic state. We first explain and motivate…

Pattern Formation and Solitons · Physics 2025-06-17 Montie Avery , Odalys Garcia-Lopez , Ryan Goh , Benjamin Hosek , Ethan Shade

We introduce driven exclusion processes with internal states that serve as generic transport models in various contexts, ranging from molecular or vehicular traffic on parallel lanes to spintronics. The ensuing non-equilibrium steady states…

Statistical Mechanics · Physics 2008-01-31 Tobias Reichenbach , Thomas Franosch , Erwin Frey

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…

Statistical Mechanics · Physics 2012-04-30 Eugenio Urdapilleta

Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…

Statistical Mechanics · Physics 2020-06-11 Timoteo Carletti , Malbor Asllani , Duccio Fanelli , Vito Latora