Related papers: Doubly truncated moment risk measures for elliptic…
A new discrete distribution has been proposed as a discrete analogue of the two sided power distribution [Van Drop, J. R. and Kotz, S. (2002a). A novel extension of the triangular distribution and its parameter estimation, Journal of the…
Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…
Discrete time crystals (DTCs) are nonequilibrium phases of matter with exotic observable dynamics. Among their remarkable features is their response to a periodic drive at a fraction of its frequency. Current successful experiments are…
We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous…
The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…
First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…
Dynamic Time Warping (DTW) is a widely used similarity measure for comparing strings that encode time series data, with applications to areas including bioinformatics, signature verification, and speech recognition. The standard…
In this article we study two fundamental problems on exponential sums via randomization of frequencies with stochastic processes. These are the Hardy-Littlewood majorant problem, and $L^{2n}(\mathbb{T}), \ n\in \mathbb{N}$ norms of…
This work sheds some light on the relationship between a distribution's standard deviation and its range, a topic that has been discussed extensively in the literature. While many previous studies have proposed inequalities or relationships…
This paper proposes a robust and computationally efficient estimation framework for fitting parametric distributions based on trimmed L-moments. Trimmed L-moments extend classical L-moment theory by downweighting or excluding extreme order…
Diversity maximization is an important geometric optimization problem with many applications in recommender systems, machine learning or search engines among others. A typical diversification problem is as follows: Given a finite metric…
We elaborate a cut (truncated) Mellin moments (CMM) approach that is constructed to study deep inelastic scattering in lepton-hadron collisions at the natural kinematic constraints. We show that generalized CMM obtained by multiple…
We use a recently-developed machine-learned Moment Tensor Potential (MTP) trained on data generated with the density functional theory (DFT) and tailored to amorphous silicon coupled with the Activation-Relaxation Technique nouveau (ARTn)…
Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread…
This study develops two robust, quantile-sliced moment systems, mean and median absolute deviation (MAD and MedAD moments), to serve as foundational tools in parametric modeling, statistical inference, and describing distributional…
In this study, a novel Distributed Representation of News (DRNews) model is developed and applied in deep learning-based stock market predictions. With the merit of integrating contextual information and cross-documental knowledge, the…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
The extension of the statistical parton distributions to include their transverse momentum dependence (TMD) is revisited by considering that the proton target has a finite longitudinal momentum. The TMD will be generated by means of a…
We review evolution equations for the truncated Mellin moments of the parton distributions and some their applications in QCD analysis. The main finding of the presented approach is that the $n$th truncated moment of the parton distribution…
Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a…