Related papers: Essential barrier height and a probabilistic appro…
The success of the transistor as the cornerstone of digital computation motivates analogous efforts to identify an equivalent hardware primitive, the probabilistic bit or p-bit, for the emerging paradigm of probabilistic computing. Here, we…
For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…
We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such…
We study the simulated annealing algorithm based on the kinetic Langevin dynamics, in order to find the global minimum of a non-convex potential function. For both the continuous time formulation and a discrete time analogue, we obtain the…
We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…
Tail dependence plays an essential role in the characterization of joint extreme events in multivariate data. However, most standard tail dependence parameters assume continuous margins. This note presents a form of tail dependence suitable…
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…
We analyze the performance of alternating minimization for loss functions optimized over two variables, where each variable may be restricted to lie in some potentially nonconvex constraint set. This type of setting arises naturally in…
A new multivariate integer-valued Generalized AutoRegressive Conditional Heteroscedastic process based on a multivariate Poisson generalized inverse Gaussian distribution is proposed. The estimation of parameters of the proposed…
We demonstrate that the tail of transmission distribution through 1D disordered Anderson chain is a strong function of the correlation radius of the random potential, $a$, even when this radius is much shorter than the de Broglie…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
The density of states, even for a perfectly ordered tight-binding model, can exhibit a tail-like feature at the top of the band, provided the hopping integral falls off in space slowly enough. We apply the coherent potential approximation…
Panoptic lifting is an effective technique to address the 3D panoptic segmentation task by unprojecting 2D panoptic segmentations from multi-views to 3D scene. However, the quality of its results largely depends on the 2D segmentations,…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…
The stationary distribution of a continuous-time Markov chain generally arises from a complicated global balance of probability fluxes. Nevertheless, empirical evidence shows that the effective potential, defined as the negative logarithm…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
Moving average processes driven by exponential-tailed L\'evy noise are important extensions of their Gaussian counterparts in order to capture deviations from Gaussianity, more flexible dependence structures, and sample paths with jumps.…
The upper tail of a claim size distribution of a property line of business is frequently modelled by Pareto distribution. However, the upper tail does not need to be Pareto distributed, extraordinary shapes are possible. Here, the…
In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…