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This paper establishes sharp dimension-free concentration and expectation bounds for the deviation of a sample cross-covariance matrix from its mean. For sub-Gaussian random vectors, we prove a high-probability operator-norm bound governed…

Probability · Mathematics 2026-05-19 Jiaheng Chen , Daniel Sanz-Alonso

We consider Gaussian multiplicative chaos measures defined in a general setting of metric measure spaces. Uniqueness results are obtained, verifying that different sequences of approximating Gaussian fields lead to the same chaos measure.…

Probability · Mathematics 2015-09-29 Janne Junnila , Eero Saksman

Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…

Statistics Theory · Mathematics 2018-06-22 Łukasz Rajkowski

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Diffusion models have become a standard approach for generative modeling in continuous domains, yet their application to discrete data remains challenging. We investigate why Gaussian diffusion models with the DDPM solver struggle to sample…

Computation and Language · Computer Science 2026-05-28 Alexander Shabalin , Simon Elistratov , Viacheslav Meshchaninov , Ildus Sadrtdinov , Dmitry Vetrov

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

We analyze the statistical consistency of robust estimators for precision matrices in high dimensions. We focus on a contamination mechanism acting cellwise on the data matrix. The estimators we analyze are formed by plugging appropriately…

Statistics Theory · Mathematics 2015-09-25 Po-Ling Loh , Xin Lu Tan

A multi-scale framework was recently proposed for more realistic molecular dynamics simulations in continuum solvent models by coupling a molecular mechanics treatment of solute with a fluid mechanics treatment of solvent, where we…

Biological Physics · Physics 2018-01-17 Li Xiao , Ray Luo

We investigate the discretization of Darcy flow through fractured porous media on general meshes. We consider a hybrid dimensional model, invoking a complex network of planar fractures. The model accounts for matrix-fracture interactions…

Numerical Analysis · Mathematics 2015-09-08 K. Brenner , J. Hennicker , R. Masson , P. Samier

This paper studies consensus of discrete-time multi-agent systems under time-varying directed communication, state and input constraints using a distributed multi-step model predictive control (MPC) framework. Consensus is recast as…

Optimization and Control · Mathematics 2026-02-18 Navid Noroozi

This paper introduces a new discrete fracture model accounting for non-isothermal compositional multiphase Darcy flows and complex networks of fractures with intersecting, immersed and non immersed fractures. The so called…

Numerical Analysis · Mathematics 2017-07-13 Feng Xing , Roland Masson , Simon Lopez

The upper critical dimension of the Ising model is known to be $d_c=4$, above which critical behavior is regarded as trivial. We hereby argue from extensive simulations that, in the random-cluster representation, the Ising model…

Statistical Mechanics · Physics 2022-09-01 Sheng Fang , Zongzheng Zhou , Youjin Deng

The goal of this paper is to show that a single robust estimator of the mean of a multivariate Gaussian distribution can enjoy five desirable properties. First, it is computationally tractable in the sense that it can be computed in a time…

Statistics Theory · Mathematics 2022-10-28 Arnak S. Dalalyan , Arshak Minasyan

In this paper, we introduce a family of observables for the dimer model on a bi-periodic bipartite planar graph, called pattern density fields. We study the scaling limit of these objects for liquid and gaseous Gibbs measures of the dimer…

Probability · Mathematics 2015-06-26 Cedric Boutillier

We investigate the GOY shell model within the scenario of a critical dimension in fully developed turbulence. By changing the conserved quantities, one can continuously vary an ``effective dimension'' between $d=2$ and $d=3$. We identify a…

Chaotic Dynamics · Physics 2009-11-07 Paolo Giuliani , Mogens H. Jensen , Victor Yakhot

We consider the "membrane in the middle" optomechanical model consisting of a laser pumped cavity which is divided in two by a flexible membrane that is partially transmissive to light and subject to radiation pressure. Steady state…

Quantum Physics · Physics 2015-01-28 Jesse Mumford , D. H. J. O'Dell , Jonas Larson

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We introduce a unified approach for studying the polynomial Fourier decay of classical multiplicative chaos measures. As consequences, we obtain the precise Fourier dimensions for multiplicative chaos measures arising from the following key…

Probability · Mathematics 2025-06-18 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey
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