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While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava

Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…

Probability · Mathematics 2024-05-02 Antonio Di Crescenzo , Luca Paolillo , Alfonso Suarez-Llorens

One aim of data mining is the identification of interesting structures in data. For better analytical results, the basic properties of an empirical distribution, such as skewness and eventual clipping, i.e. hard limits in value ranges, need…

Applications · Statistics 2020-09-08 Michael C. Thrun , Tino Gehlert , Alfred Ultsch

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the…

Fluid Dynamics · Physics 2016-03-15 Lennart Schüler , Nicolae Suciu , Peter Knabner , Sabine Attinger

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

Container ships encounter large roll angles and high acceleration, and container loss remains a problem. This study proposes a method for calculating the probability density function~(PDF) of roll angular and cargo lateral accelerations.…

Dynamical Systems · Mathematics 2022-09-27 Yuuki Maruyama , Atsuo Maki , Leo Dostal , Naoya Umeda

This paper delves into the significance of the tomographic probability density function (pdf) representation of quantum states, shedding light on the special classes of pdfs that can be tomograms. Instead of using wave functions or density…

Quantum Physics · Physics 2024-01-23 L. A. Markovich , J. Urbanetz , V. I. Man'ko

This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…

Probability · Mathematics 2016-11-17 Igor G. Vladimirov

The estimation of probability density functions (PDF) using approximate maps is a fundamental building block in computational probability. We consider forward problems in uncertainty quantification: the inputs or the parameters of a…

Numerical Analysis · Mathematics 2022-03-28 Amir Sagiv

Using a suite of self-similar cosmological simulations, we measure the probability distribution functions (PDFs) of real-space density, redshift-space density, and their geometric mean. We find that the real-space density PDF is…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-27 Huanqing Chen , Nickolay Y. Gnedin , Philip Mansfield

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

The fundamental diagram (FD), also known as the flow--density relation, is one of the most fundamental concepts in the traffic flow theory. It describes the relation between equilibrated flow, density, and speed in traffic flow.…

Fluid Dynamics · Physics 2019-02-12 Toru Seo , Yutaka Kawasaki , Takahiko Kusakabe , Yasuo Asakura

A probabilistic circuit (PC) succinctly expresses a function that represents a multivariate probability distribution and, given sufficient structural properties of the circuit, supports efficient probabilistic inference. Typically a PC…

Machine Learning · Computer Science 2024-08-09 Oliver Broadrick , William Cao , Benjie Wang , Martin Trapp , Guy Van den Broeck

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…

Probability · Mathematics 2018-02-13 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…

Artificial Intelligence · Computer Science 2021-10-29 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

We review various methods used to estimate uncertainties in quantum correlation functions, such as parton distribution functions (PDFs). Using a toy model of a PDF, we compare the uncertainty estimates yielded by the traditional Hessian and…

High Energy Physics - Phenomenology · Physics 2022-08-17 N. T. Hunt-Smith , A. Accardi , W. Melnitchouk , N. Sato , A. W. Thomas , M. J. White

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…

Astrophysics of Galaxies · Physics 2015-06-18 Joerg Fischera

We derive a multifractal model for the velocity probability density distribution function (PDF), which is valid from the inertial range to the viscous range. The model gives a continuous evolution of velocity PDFs from large to small…

chao-dyn · Physics 2008-02-03 Jens Eggers , Z. Jane Wang

We introduce a method for calculating the probability density function (PDF) of a turbulent density field in three dimensions using only information contained in the projected two-dimensional column density field. We test the method by…

Astrophysics of Galaxies · Physics 2015-05-18 Christopher M. Brunt , Christoph Federrath , Daniel J. Price

The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn