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We explore a generative machine learning-based approach for estimating multi-dimensional probability density functions (PDFs) in a target sample using a statistically independent but related control sample - a common challenge in particle…

Data Analysis, Statistics and Probability · Physics 2025-04-18 Eli Gendreau-Distler , Luc Le Pottier , Haichen Wang

Simulating mixtures of distributions with signed weights proves a challenge as standard simulation algorithms are inefficient in handling the negative weights. In particular, the natural representation of mixture variates as associated with…

Computation · Statistics 2025-06-17 Julien Stoehr , Christian P. Robert

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that converges in distribution to the…

Information Theory · Computer Science 2018-06-18 Pablo Ramírez-Espinosa , Laureano Moreno-Pozas , José F. Paris , José A. Cortés , Eduardo Martos-Naya

We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…

Probability · Mathematics 2016-11-02 Victor Ivanenko , Illia Pasichnichenko

Generative adversarial nets (GANs) have become a preferred tool for tasks involving complicated distributions. To stabilise the training and reduce the mode collapse of GANs, one of their main variants employs the integral probability…

Machine Learning · Computer Science 2020-10-27 Shengxi Li , Zeyang Yu , Min Xiang , Danilo Mandic

We provide an efficient algorithm to generate random samples from the bounded kth order statistic in a sample of independent, but not necessarily identically distributed, random variables. The bounds can be upper or lower bounds and need…

Computation · Statistics 2019-05-13 Tyler Morrison , Sean Pinkney

Capacity is an important tool in decision-making under risk and uncertainty and multi-criteria decision-making. When learning a capacity-based model, it is important to be able to generate uniformly a capacity. Due to the monotonicity…

Discrete Mathematics · Computer Science 2023-05-24 Peiqi Sun , Michel Grabisch , Christophe Labreuche

The statistical properties of the multivariate Gamma-Gamma ($\Gamma \Gamma$) distribution with arbitrary correlation have remained unknown. In this paper, we provide analytical expressions for the joint probability density function (PDF),…

Information Theory · Computer Science 2016-11-18 Jiayi Zhang , Michail Matthaiou , George K. Karagiannidis , Linglong Dai

Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target…

Machine Learning · Statistics 2019-06-11 Kirill Neklyudov , Evgenii Egorov , Dmitry Vetrov

Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection…

Data Structures and Algorithms · Computer Science 2024-09-18 Mark Jerrum

In this letter, we propose a modulation classification algorithm which is based on the received signal's amplitude for coherent optical receivers. The proposed algorithm classifies the modulation format from several possible candidates by…

Signal Processing · Electrical Eng. & Systems 2018-01-08 Xiang Lin , Yahia A. Eldemerdash , Octavia A. Dobre , Shu Zhang , Cheng Li

In this letter, we derive the CDF (cumulative distribution function) of $k$th contact distance (CD) and nearest neighbor distance (NND) of the $n$-dimensional ($n$-D) Mat\'ern cluster process (MCP). We present a new approach based on the…

Information Theory · Computer Science 2020-07-31 Kaushlendra Pandey , Abhishek K. Gupta

The dominant approach to generating from language models subject to some constraint is locally constrained decoding (LCD), incrementally sampling tokens at each time step such that the constraint is never violated. Typically, this is…

In this paper, we explore the potential of generative machine learning models as an alternative to the computationally expensive Monte Carlo (MC) simulations commonly used by the Large Hadron Collider (LHC) experiments. Our objective is to…

High Energy Physics - Experiment · Physics 2023-11-21 Allison Xu , Shuo Han , Xiangyang Ju , Haichen Wang

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo…

Other Computer Science · Computer Science 2020-04-24 James Timothy Meech , Phillip Stanley-Marbell

A random number generator is proposed based on a theorem about existence of chaos in fixed point iteration of x= cot2(x). Digital computer simulation of this function iteration exhibits random behavior. A method is proposed to extract…

Discrete Mathematics · Computer Science 2013-01-23 Nabarun Mondal , Partha P. Ghosh

The Boltzmann model for the random generation of "decomposable" combinatorial structures is a set of techniques that allows for efficient random sampling algorithms for a large class of families of discrete objects. The usual requirement of…

Data Structures and Algorithms · Computer Science 2011-12-23 Philippe Duchon

Consider a class of decomposable combinatorial structures, using different types of atoms $\Atoms = \{\At_1,\ldots ,\At_{|{\Atoms}|}\}$. We address the random generation of such structures with respect to a size $n$ and a targeted…

Discrete Mathematics · Computer Science 2010-12-01 Alain Denise , Yann Ponty , Michel Termier

The Kolmogorov-Arnold representation is a proven adequate replacement of a continuous multivariate function by an hierarchical structure of multiple functions of one variable. The proven existence of such representation inspired many…

Optimization and Control · Mathematics 2020-06-23 Andrew Polar , Michael Poluektov
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