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We restore part of the thermodynamic formalism for some renormalized measures that are known to be non-Gibbsian. We first point out that a recent theory due to Pfister implies that for block-transformed measures free energies and relative…
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In such a model, data sparsity and measurement errors are often…
The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes…
This paper is about almost reducibility of quasi-periodic cocycles with a diophantine frequency which are sufficiently close to a constant. Generalizing previous works by L.H.Eliasson, we show a strong version of almost reducibility for…
A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs…
Bayesian statistical inference for Generalized Linear Models (GLMs) with parameters lying on a constrained space is of general interest (e.g., in monotonic or convex regression), but often constructing valid prior distributions supported on…
This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…
The two-layer quasigeostrophic model (2LQG) and the Eady model are two idealized systems illustrating the baroclinic instability of atmospheric jets and ocean currents. The two setups share many ingredients -- background vertically sheared…
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…
We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
Constructions of numerous approximate sampling algorithms are based on the well-known fact that certain Gibbs measures are stationary distributions of ergodic stochastic differential equations (SDEs) driven by the Brownian motion. However,…
The authors consider a mathematical model for the coupled atmosphere-ocean system, namely, the coupled quasigeostrophic flow-energy balance model. This model consists of the large scale quasigeostrophic oceanic flow model and the transport…
We perform on-the-fly non-adiabatic molecular dynamics simulations using the symmetrical quasi-classical (SQC) approach with the recently suggested molecular Tully models: ethylene and fulvene. We attempt to provide benchmarks of the SQC…
This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…
We obtain a five-step approximation to the quasiperiodic dynamic scaling function for experimental Rayleigh-Be'nard convection data. When errors are taken into account in the experiment, the f(alpha) spectrum of scalings is equivalent to…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
We develop a quasi-likelihood analysis procedure for a general class of multivariate marked point processes. As a by-product of the general method, we establish under stability and ergodicity conditions the local asymptotic normality of the…
Information criteria, such as Akaike's information criterion and Bayesian information criterion are often applied in model selection. However, their asymptotic behaviors for selecting geostatistical regression models have not been well…
A closed (in terms of classical data) expression for a transition amplitude between two generalized coherent states associated with a semisimple Lee algebra underlying the system is derived for large values of the representation highest…