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Valuing corporate bonds in systemic economies is challenging due to intricate webs of inter-institutional exposures. When a bank defaults, cascading losses propagate through the network, with payments determined by a system of fixed-point…
A recently developed self-healing diffusion Monte Carlo algorithm [PRB 79, 195117] is extended to the calculation of excited states. The formalism is based on an excited-state fixed-node approximation and the mixed estimator of the…
An algorithm for the unbiased simulation of continuous max-(resp.\ min-)id stochastic processes is developed. The algorithm only requires the simulation of finite Poisson random measures on the space of continuous functions and avoids the…
A rigorous Bayesian formulation of the inverse doping profile problem in infinite dimensions for a stationary linearized unipolar drift-diffusion model for semiconductor devices is given. The goal is to estimate the posterior probability…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
We derive the default cascade model and the fire-sale spillover model in a unified interdependent framework. The interactions among banks include not only direct cross-holding, but also indirect dependency by holding mutual assets outside…
We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a…
The binomial acceptance correction procedure is studied for particle number distributions detected in high energy reactions in finite regions of the momentum space. We present acceptance correction formulas for scaled variance, skewness,…
A three-parameter discrete distribution is developed to describe the multiplicity distributions observed in total- and limited phase space volumes in different collision processes. The probability law is obtained by the Poisson transform of…
A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion…
Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…
Lateral connection is a fundamental feature of biological neural circuits, facilitating local information processing and adaptive learning. In this work, we integrate lateral connections with a substructure selection network to develop a…
Max-infinitely divisible (max-id) processes play a central role in extreme-value theory and include the subclass of all max-stable processes. They allow for a constructive representation based on the pointwise maximum of random functions…
Spiking Neural Networks (SNNs) are a promising approach to low-power applications on neuromorphic hardware due to their energy efficiency. However, training SNNs is challenging because of the non-differentiable spike generation function. To…
We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…
Denoising diffusion probabilistic models (DDPMs) have emerged as competitive generative models yet brought challenges to efficient sampling. In this paper, we propose novel bilateral denoising diffusion models (BDDMs), which take…
We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…
Developing biologically plausible learning algorithms that can achieve performance comparable to error backpropagation remains a longstanding challenge. Existing approaches often compromise biological plausibility by entirely avoiding the…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
In this paper, we define a fractional negative binomial process (FNBP) by replacing the Poisson process by a fractional Poisson process (FPP) in the gamma subordinated form of the negative binomial process. First, it is shown that the…