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This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…

Machine Learning · Statistics 2024-11-06 Imen Ayadi , Florent Bouchard , Frédéric Pascal

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

Robotics · Computer Science 2026-05-11 Hongzhe Yu , Zinuo Chang , Yongxin Chen

Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process' transitional probabilities. It is proposed that the cumulant truncation…

Methodology · Statistics 2015-03-13 Melvin M. Varughese

We investigate the extreme first-passage statistics of $N$ non-interacting random walkers on discrete, hierarchical networks. {By distinguishing between transport limited by escape from localized initial states (injection-limited) and…

Mathematical Physics · Physics 2026-05-15 Bhargav R. Karamched

We study the problem of searching for a fixed path $\epsilon_0\epsilon_1\cdots\epsilon_l$ on a network through random walks. We analyze the first hitting time of tracking the path, and obtain exact expression of mean first hitting time…

Disordered Systems and Neural Networks · Physics 2010-07-13 Shao-Ping Wang , Wen-Jiang Pei

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

Probability · Mathematics 2025-02-18 Hwai-Ray Tung , Sean D Lawley

We provide a spectrum of new theoretical insights and practical results for finding a Minimum Dilation Triangulation (MDT), a natural geometric optimization problem of considerable previous attention: Given a set $P$ of $n$ points in the…

Computational Geometry · Computer Science 2025-02-26 Sándor P. Fekete , Phillip Keldenich , Michael Perk

Molecular property prediction (MPP) is integral to drug discovery and material science, but often faces the challenge of data scarcity in real-world scenarios. Addressing this, few-shot molecular property prediction (FSMPP) has been…

Machine Learning · Computer Science 2024-11-05 Liang Wang , Qiang Liu , Shaozhen Liu , Xin Sun , Shu Wu , Liang Wang

The superiority of symplectic methods for stochastic Hamiltonian systems has been widely recognized, yet the probabilistic mechanism behind this superiority remains incompletely understood. This paper studies the superiority of symplectic…

Numerical Analysis · Mathematics 2025-05-29 Jialin Hong , Ge Liang , Derui Sheng

A singularly (near) optimal distributed algorithm is one that is (near) optimal in \emph{two} criteria, namely, its time and message complexities. For \emph{synchronous} CONGEST networks, such algorithms are known for fundamental…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-05 Fabien Dufoulon , Shay Kutten , William K. Moses , Gopal Pandurangan , David Peleg

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

A significant challenge in molecular dynamics (MD) simulations is ensuring that sampled configurations converge to the equilibrium or nonequilibrium stationary distribution of interest. Lack of convergence constrains the estimation of free…

Computational Physics · Physics 2026-04-03 Sagar Kania , Robert J. Webber , Gideon Simpson , David Aristoff , Daniel M. Zuckerman

Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances,…

Statistical Mechanics · Physics 2021-05-26 Mnerh Alqahtani , Tobias Grafke

First passage times (FPTs) are often used to study timescales in physical, chemical, and biological processes. FPTs generically describe the time it takes a random "searcher" to find a "target." In many systems, the important timescale is…

Statistical Mechanics · Physics 2023-10-04 Sean D Lawley

Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…

Machine Learning · Statistics 2026-04-16 Yuanqi Du , Jiajun He , Dinghuai Zhang , Eric Vanden-Eijnden , Carles Domingo-Enrich

Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…

Probability · Mathematics 2021-01-04 Sean D Lawley

Multi-target tracking (MTT) serves as a cornerstone technology in information fusion, yet faces significant challenges in robustness and efficiency when dealing with model uncertainties, clutter interference, and target interactions.…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Ming Lei , Shufan Wu

An analysis of the network defined by the potential energy minima of multi-atomic systems and their connectivity via reaction pathways that go through transition states allows to understand important characteristics like thermodynamic,…

Materials Science · Physics 2016-08-03 Bastian Schaefer , Stefan Goedecker

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

This paper addresses the problem of planning time-optimal trajectories for multiple cooperative agents along specified paths through a static road network. Vehicle interactions at intersections create non-trivial decisions, with complex…

Robotics · Computer Science 2018-10-08 Philip Gun , Andrew Hill , Robin Vujanic