English
Related papers

Related papers: Sparse sampling and dilation operations on a Gibbs…

200 papers

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

We develop a method to perform model averaging in two-stage linear regression systems subject to endogeneity. Our method extends an existing Gibbs sampler for instrumental variables to incorporate a component of model uncertainty. Direct…

Methodology · Statistics 2012-03-20 Anna Karl , Alex Lenkoski

We propose a novel way of modelling time-varying networks, by inducing two-way sparsity on local models of node connectivity. This two-way sparsity separately promotes sparsity across time and sparsity across variables (within time).…

Methodology · Statistics 2020-11-19 Thomas E. Bartlett , Ioannis Kosmidis , Ricardo Silva

Generative models such as diffusion models, excel at capturing high-dimensional distributions with diverse input modalities, e.g. robot trajectories, but are less effective at multi-step constraint reasoning. Task and Motion Planning (TAMP)…

Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…

Machine Learning · Computer Science 2020-12-29 Gonçalo M. Correia , Vlad Niculae , Wilker Aziz , André F. T. Martins

Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…

Computation · Statistics 2026-05-19 Cameron A. Stewart , Maneesh Sahani

Based on a previously developed recursive approach for calculating the short-time expansion of the propagator for systems with time-independent potentials and its time-dependent generalization for simple single-particle systems, in this…

Statistical Mechanics · Physics 2011-08-08 Antun Balaz , Ivana Vidanovic , Aleksandar Bogojevic , Aleksandar Belic , Axel Pelster

We consider the problem of approximate sampling from the finite volume Gibbs measure with a general pair interaction. We exhibit a parallel dynamics (Probabilistic Cellular Automaton) which efficiently implements the sampling. In this…

Mathematical Physics · Physics 2012-01-30 Paolo Dai Pra , Benedetto Scoppola , Elisabetta Scoppola

We derive a fluctuation theorem for generalized work distributions, related to bijective mappings of the phase spaces of two physical systems, and use it to derive a two-sided constraint maximum likelihood estimator of their free energy…

Statistical Mechanics · Physics 2009-01-15 A. M. Hahn , H. Then

Transition Probability (fidelity) for pairs of density operators can be defined as "functor" in the hierarchy of "all" quantum systems and also within any quantum system. The introduction of "amplitudes" for density operators allows for a…

Quantum Physics · Physics 2016-04-08 Armin Uhlmann

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

Many complex systems satisfy a set of constraints on their degrees of freedom, and at the same time, they are able to work and adapt to different conditions. Here, we describe the emergence of this ability in a simplified model in which the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Ginestra Bianconi , Roberto Mulet

The first result is on the separability of the unicast capacity of stationary multi-channel multi-radio wireless networks, i.e., whether the capacity of such a network is equal to the sum of the capacities of the corresponding…

Information Theory · Computer Science 2009-12-26 Liangping Ma

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Methodology · Statistics 2026-02-10 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Jonathan Weare

We study the properties of time sequences extracted from a self-organized critical system, within the framework of the mathematical multifractal analysis. To this end, we propose a fixed-mass algorithm, well suited to deal with highly…

Statistical Mechanics · Physics 2009-10-30 Romualdo Pastor-Satorras

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

We propose a prequential or sequentially predictive formulation of the work extraction where an external agent repeats the extraction of work from a heat engine by cyclic operations based on his predictive strategy. We show that if we…

Statistical Mechanics · Physics 2022-04-19 Ken Hiura

A simple but powerful network model with $n$ nodes and $m$ partly overlapping layers is generated as an overlay of independent random graphs $G_1,\dots,G_m$ with variable sizes and densities. The model is parameterised by a joint…

Probability · Mathematics 2020-11-04 Mindaugas Bloznelis , Lasse Leskelä

We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…

Machine Learning · Statistics 2020-10-07 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

The purpose of this work is to expand and clarify the concept of the class of Gibbs random fields and give its structure the form accepted in the theory of random processes. It is possible thanks to the proposed purely probabilistic…

Probability · Mathematics 2025-04-29 L. A. Khachatryan , B. S. Nahapetian