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In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Optimization and Control · Mathematics 2016-11-17 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao &…

Machine Learning · Statistics 2019-03-01 Ningyuan Chen , Donald K. K. Lee , Sahand Negahban

A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that…

Machine Learning · Computer Science 2023-03-10 Michael S. Albergo , Eric Vanden-Eijnden

In the preceding paper (cond-mat/0405252), we have conjectured that the main transport properties of a dilute gas of inelastic hard spheres (IHS) can be satisfactorily captured by an equivalent gas of elastic hard spheres (EHS), provided…

Soft Condensed Matter · Physics 2007-05-23 A. Astillero , A. Santos

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

A Normalizing Flow computes a bijective mapping from an arbitrary distribution to a predefined (e.g. normal) distribution. Such a flow can be used to address different tasks, e.g. anomaly detection, once such a mapping has been learned. In…

Quantum Physics · Physics 2024-07-23 Bodo Rosenhahn , Christoph Hirche

Within a recently developed mode-coupling theory for fluids confined to a slit we elaborate numerical results for the long-time limits of suitably generalized intermediate scattering functions. The theory requires as input the density…

Soft Condensed Matter · Physics 2021-10-29 Suvendu Mandal , Simon Lang , Vitalie Boţan , Thomas Franosch

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

Molecular dynamics computer simulation has been used to compute the self-diffusion coefficient, and shear viscosity of soft-sphere fluids, in which the particles interact through the soft-sphere or inverse power pair potential. The…

Soft Condensed Matter · Physics 2010-03-22 Yu. D. Fomin , V. V. Brazhkin , V. N. Ryzhov

We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…

Physics and Society · Physics 2007-08-01 Bronislovas Kaulakys , Miglius Alaburda , Vygintas Gontis , Tadas Meskauskas , Julius Ruseckas

Data-carving methods perform selective inference by conditioning the distribution of data on the observed selection event. However, existing data-carving approaches typically require an analytically tractable characterization of the…

Methodology · Statistics 2025-06-03 Sifan Liu , Snigdha Panigrahi

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Statistics Theory · Mathematics 2010-07-19 Radhendushka Srivastava , Debasis Sengupta

With continued advances in Geographic Information Systems and related computational technologies, statisticians are often required to analyze very large spatial datasets. This has generated substantial interest over the last decade, already…

Methodology · Statistics 2019-05-14 Lu Zhang , Abhirup Datta , Sudipto Banerjee

In this study we have developed a flexible and efficient numerical scheme for the simulation of three-dimensional incompressible flows in spherical coordinates. The main idea, inspired by a similar strategy as (Verzicco, R., Orlandi, P.,…

Fluid Dynamics · Physics 2020-10-28 L. Santelli , P. Orlandi , R. Verzicco

We present a closed analytical formula for the scattering intensity from charged hard sphere fluids with any arbitrary number of components. Our result is an extension to ionic systems of Vrij's analogous expression for uncharged hard…

Statistical Mechanics · Physics 2009-10-30 Domenico Gazzillo , Achille Giacometti , Flavio Carsughi

Gaussian random fields have been one of the most popular tools for analyzing spatial data. However, many geophysical and environmental processes often display non-Gaussian characteristics. In this paper, we propose a new class of spatial…

Applications · Statistics 2017-10-03 Minjie Fan , Debashis Paul , Thomas C. M. Lee , Tomoko Matsuo

Atmospheric regime transitions are highly impactful as drivers of extreme weather events, but pose two formidable modeling challenges: predicting the next event (weather forecasting), and characterizing the statistics of events of a given…

Atmospheric and Oceanic Physics · Physics 2022-10-20 Justin Finkel , Robert J. Webber , Edwin P. Gerber , Dorian S. Abbot , Jonathan Weare