Related papers: Exact Simulation of Max-Infinitely Divisible Proce…
Like bisimulations, simulations and directed simulations are used for analyzing graph-based structures such as automata, labeled transition systems, linked data networks, Kripke models and interpretations in description logic. Simulations…
This paper tackles the unconstrained minimization of a class of nonsmooth and nonconvex functions that can be written as finite max-functions. A gradient and function-based sampling method is proposed which, under special circumstances,…
Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Observing a load process above high thresholds, modeling it as a pulse process with random occurrence times and magnitudes, and extrapolating life-time maximum or design loads from the data is a common task in structural reliability…
In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…
Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…
Indirect Inference (I-I) is a popular technique for estimating complex parametric models whose likelihood function is intractable, however, the statistical efficiency of I-I estimation is questionable. While the efficient method of moments,…
Accurate performance estimation of future many-node machines is challenging because it requires detailed simulation models of both node and network. However, simulating the full system in detail is unfeasible in terms of compute and memory…
Simulation is a useful tool in situations where training data for machine learning models is costly to annotate or even hard to acquire. In this work, we propose a reinforcement learning-based method for automatically adjusting the…
Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing…
Our predictions for particle physics processes are realized in a chain of complex simulators. They allow us to generate high-fidelity simulated data, but they are not well-suited for inference on the theory parameters with observed data. We…
A second-order accurate divergence-conserving hybrid particle-in-cell code Maximus has been developed for microscopic modeling of collisionless plasmas. The main specifics of the code include a constrained transport algorithm for exact…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
We consider the extremal shot noise defined by $$M(y)=\sup\{mh(y-x);(x,m)\in\Phi\},$$ where $\Phi$ is a Poisson point process on $\bbR^d\times (0,+\infty)$ with intensity $\lambda dxG(dm)$ and $h:\bbR^d\to [0,+\infty]$ is a measurable…
Numerical simulation of fluids plays an essential role in modeling many physical phenomena, such as weather, climate, aerodynamics and plasma physics. Fluids are well described by the Navier-Stokes equations, but solving these equations at…
This paper presents a Bayesian generative model for dependent Cox point processes, alongside an efficient inference scheme which scales as if the point processes were modelled independently. We can handle missing data naturally, infer…